UBS Notes CTAs, Quant Macro Outperforms While USD Trade Fails – ValueWalk Premium
ubs hedge fund ls CTAs
20May2014

UBS Notes CTAs, Quant Macro Outperforms While USD Trade Fails

CTAs and quant macro strategies performed the best among hedge fund strategies in April but are still down year to date, while long short strategies saw crowded shorts underperform crowded long stock strategies, according to the UBS Hedge Fund Monthly Update for April.
Crowded shorts and longs

Some of the most popular crowded shorts in the tech sector were International Business Machines Corp. (NYSE:IBM . . .

SORRY!

This content is exclusively for paying members.

If you are subscribed and having an account error please clear cache and cookies if that does not work email [email protected] or click Chat.

Author

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.

Related Posts

John Bogle

The “Great Debate” Part Four: Should You Pay More For An Active Fund Manager?

13 May, 2021

Part of the “Great Debate” series. Jim Grant Vs John Bogle: The Great Indexing Debate John Bogle Vs Jim Grant: The Great Indexing Debate The Sequoia Fund On The “Great Debate.” The Economist... Read More

Dark Pools Face Enhanced Regulator Scrutiny

13 May, 2021

“Dark Pools” operators are now subjected to enhanced scrutiny from regulators, according to a Wall Street Journal Report. Wall Street’s self-regulatory body, the Financial Industry Regulatory Authority (FINRA), sent 15... Read More

Jean Marie Eveillard

Jean-Marie Eveillard 80 Minute Interview On Value Investing [VIDEO]

13 May, 2021

Jean-Marie Eveillard, Senior Adviser, First Eagle Funds sits down for a lengthy interview with The Manual of Ideas. The interview lasts over one hour and twenty minutes. Jean-Marie Eveillard, the... Read More

Fossil Group Inc (FOSL)

My Investment Thesis On Fossil Group Inc (FOSL)

14 May, 2021

My Investment Thesis On Fossil Group Inc (FOSL) by Jay Siva, Latticeworks Fossil Group Inc. (FOSL) is a vertically integrated (from design, all the way to point-of-sale) global consumer fashion... Read More

Third Avenue high yield debt

Bonds: Deutsche Bank Warns "a new stage of liquidity deterioration"

13 May, 2021

Bonds: Deutsch Bank Warns On Credit Markets Third Avenue Management's decision to liquidate its Third Avenue Focused Credit Fund (FCF) last week, roiled credit markets around the world. FCF, which invests... Read More

Brazil's Biggest Hedge fund Manager Warns: We Are Worse Off Than Libya And Yemen

14 May, 2021

We continue our Sohn Brazil Conference coverage - first up in depth from Luis Stuhlberger, Verde Asset Management who runs Brazil's largest hedge fund. Next will be Bill Ackman... Read More

Global Return Asset Management

Global Return Asset Management May 2020 Update: Up 16% YTD

9 June, 2020

Global Return Asset Management performance update for the month ended May 31, 2020. Q1 2020 hedge fund letters, conferences and more Dear Friends and Partners, In May, we generated a net gain... Read More

Elliott Management: Central Banks Are Consuming "The Kool-Aid-laced Muffins That They Have Concocted And Baked"

14 May, 2021

Following the financial crisis there was an odd economic environment, as an eerie calm over once bustling shopping malls and main streets ushered in a period persistently sluggish economic... Read More

Novus Alcatel Lucent June

Short Interest Grows in Alcatel Lucent SA (ALU)

13 May, 2021

European short positions disclosed by hedge fund managers outperformed an equivalent short on the general markets, generating solid alpha in June, according to the monthly Novus European Observer.  Stanley Altshuller,... Read More

Herbalife Ltd. HLF

HERBALIFE Ltd. (HLF) IS DEFINITELY SETTLING WITH THE FTC?

13 May, 2021

HERBALIFE Ltd. (HLF) IS DEFINITELY SETTLING WITH THE FTC AND 4 OTHER POTENTIALLY EXTREMELY DANGEROUS MYTHS by QTR It’s my belief that Friday’s stock move in Herbalife was nothing more than... Read More

Exclusive Database On The Hedge Fund Industry.

  • The top resource for hedge fund letters since 2011.
  • Read by the top value investors around the world.
  • Institutional information at retail prices.
  • Learn how the best invest.
X
Saved Articles
X
TextTExtLInkTextTExtLInk
Subscribe Now