Marshall Wace had a strong second quarter, as the long short hedge fund delivered 3.15 percent returns with a 6.16 percent level of volatility, as measured by standard deviation, according to a letter to investors reviewed by ValueWalk. Asia big winner for Marshall Wace in Second Quarter Asian exposure during the period was credited for much of the return alpha, as the TOPS Pan Asia, Pan Asia Fundamental and the TOPS Japan strategies were three of the top four strategy subsets in terms of both gross performance and alpha generation. China, the U.S., Japan and Hong Kong are the top…
Marshall Wace Has Strong Q2; Remains Exposed To China
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.