JPMorgan: Hedge Fund Exposure After Election

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Mark Melin
Published on
Updated on

Hedge fund exposure to stock sectors and was adjusted after the US Presidential election, a JPMorgan Prime Brokerage survey shows. Immediately following the election, hedge funds could be seen making decided plays relative to stock sector categories which implied “Trump trades” as well as slightly adjusted leverage exposure, a JPMorgan Prime Brokerage report details. Also see Horseman Global Says Long Bond Bets Q3 2016 Hedge Fund Letters Hedge fund exposure: Equity Long / Short strategies increase leverage usage just before the US Presidential election High-Grade Fixed Income and Equity Long/Short where the primary strategies that increased leverage before the US…

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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.