Some long – short hedge fund returns emerge as winners while others struggle in early 2016. As the HSBC hedge weekly performance ranking once again shows a managed futures bias during market volatility – nearly ¾ of the top 20 remain managed futures or systematic strategies – the interesting story of what is taking place in the long short strategy. The category is experiencing significant returns dispersion as the spread between winners and losers widens. Long – short hedge fund returns – After strong 2015, AAM Absolute Return fund follows up consistent performance with more consistency After delivering 58.52% returns…
Long – Short Hedge Fund Returns Diverge In 2016
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.