Lyxor: Stars Were Aligned For Hedge Funds in January

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Mark Melin
Published on
Updated on

Odd Risk Dispersion Of Performance Drivers Among Strategies Noted As One Strategy Stands Above Others All hedge fund strategies appear to be having a strong start to 2015, noted a recent research report from the Lyxor Managed Account Platform, as more than 10 percent of the funds they monitor “are close or above the 5 percent market year to date.” Hedge funds: “The Stars Aligned” This is a statistical oddity indeed, as the performance bounty appears to be spread across all strategies to various degrees. Lyxor said “The stars aligned” in their report headline, because the rare event of most fund…

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HFA Padded

Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.