Those inside the hedge fund business are all too familiar with the strategy of loading up a hedge fund with academic heft for marketing purposes, but failing to deliver when it comes to core insight into a trading strategy that can significantly beat the “beta” of the market. In fact, hedge fund insiders are known to consider questionable performance results that delivers profits across all market environments and fail to experience negative drawdowns or downside volatility. Money manager Gabriel Bitran committed securities fraud Such knowledge was apparently devoid with investors who lost nearly $140 million to fraud involving GMB Capital Partners. The…
MIT Academic, Harvard Educated Money Manager Guilty of Fraud
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.