The Highbridge Capital Multi-Strategy Fund had a year-saving third quarter, up 4.31%, bringing year-to-date returns to a respectable 5.32% and outpacing the stock market. The non-correlated hedge fund considers volatility as its technical performance drivers appear designed to handle rough and calm seas, according to a letter to investors reviewed by ValueWalk. Also see Q3 2016 Hedge Fund Letters Ascend Capital Warns The Market Collapse Canyon Capital: The Debt Markets Are Sending A Warning Highbridge Capital – Relative value strategies benefit during mean divergence and then reversion Third quarter volatility was depressingly depressed. After starting the year out with a…
Highbridge Capital Warns Of Volatility Storm Ahead
Mark Melin
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.
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