Reaching the midpoint for the year 2020 can be viewed as a positive because many people, I am sure, want this year to be over with as soon as possible. Yet, the end of H1 is a good point to pause and review the first half, and hopefully see some indication of what to expect in the second half. We’re going to take a look at the 7 largest Hedge Fund strategies in terms of AUM, courtesy of BarclayHedge.
Funds reporting through June on the NilssonHedge database, a public database of hedge fund returns, shows the industry split in half during the first six months of the year. The average positive and the average negative returns of the 928 funds that NilssonHedge has data for through June are the same to within a basis point: 7.82% vs -7.83%, with negative returns being a majority (about 2/3rds or 562 of all returns).
An exciting discussion of recent developments in equity markets, extreme volatility levels, outlook, and valuable hints for investors on dealing with this market environment.
Equity Sector Specific ETFs have very high correlations of 80% or more on average, but it does not stop them from having dramatically different performance this year.
These 5 stocks are now more than 15% of the S&P500 index. What happens next?
Dmitri Alexeev, CEO, AlphaBot, and Jon Stein, CEO, Kettera Strategies, provide valuable hints and tips in selecting alternative managers with support of AlphaBot technology. Things to know and things to watch out for, based on years of hands on industry experience in researching, allocating, and modeling alternative portfolios with the investor in mind.
We are happy to have organized and conducted this webinar and enjoyed the conversation deeply. It was great to hear in-depth comments, analysis, and hear views of seasoned professionals in the space and from different sides of the spectrum - systematic and discretionary managers and a platform / investor. AlphaBot has been up to the challenging task of providing information backdrop with interactive charts, peer group analysis and sample portfolios.
We repeat our filtering to find CTAs that are performing well YTD through April by using Nilsson Hedge database.
How do Managed Futures ETFs compare to SG CTA Mutual Fund Index? Quite decently, in fact, read more for details.
Is there a difference in performance of Hedge Funds and Equities between those years when there are new Star Wars movies coming out and those when not? The answer is surprising!
