Quam’s China Fund Slips As Chinese Stock Market Slide Burns Under The Collar

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Mark Melin
Published on
Updated on
Hedge funds

Behind the scenes the slide in the Chinese stock market is said to be blamed on “American,” in particular prop shops and funds, some with derivatives market experience. A relative value strategy is emerging as the likely culprit, a source said, but the details of the trade are not as important as the punishment, which is said to go beyond arrest. This comes as reporting discrepancies in hedge fund performance reporting are making real time analysis different for certain hedge fund investors. Watching hedge fund performance reporting: real time vs monthly visibility In hedge fund performance reporting there is typically…

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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.