In this article, we examine how hedge fund position sizing, a critical skill for creating alpha, is affected by a fund's AUM.
2016 ended on a strong note for US equities. In total, December was a solid month for hedge funds and their investors. Read more here.
November was a breathtaking month for markets, catalyzed by the US presidential election, a cloud around the Fed’s next move, and Europe’s future with the lurking Italy referendum. Major headlines...
In lieu of our normal top trends list we write to close out each quarter, this time we'll focus on the biggest trend in 2016: quant funds.
It's been quoted that a billion dollars a day leaves managed funds in favor of index funds. In this post, we'll examine the reasons.
In a recent study by Shelly Wong, we discover the strong relationship between hedge fund performance and fund redemptions.
In this article, we'll examine some of hedge funds' biggest conviction securities in information technology and see how they've performed.
In this piece, we look at how correlation & dispersion have changed in the most recent market environment. Read our latest to learn more.
In this follow-up post to our previous energy piece, we'll look at the movements in the energy sector in the first half of 2016.
As we do every quarter, this post will examine the biggest & most important hedge fund trades by analyzing quarter-end data.