Category: Market Analysis

Crypto Funds Dominate Best Performers List Through September

September’s top 10 performers list derived from Nilsson Hedge database is dominated by the Crypto hedge funds.

5 October 2020 |
 Dmitri Alexeev

Are Crypto Hedge Funds Actually Adding Value?

There is a growing number of cryptocurrency based investment funds with the estimated number rotating around a few hundred and AUM of around $20B. Are they adding value for the investors?

21 September 2020 |
 Dmitri Alexeev

AlphaBot Webinar: Quant vs Discretionary Macro

Join Vishal Olson (Holson Asset Management), Kambiz Kazemi (Financiere Constance) and Timothy Jacobson (Pearl Capital Advisors) for an exciting discussion of benefits, risks, and investor tips when researching and investing in volatility and options based strategies. Moderated by Dmitri Alexeev, Ph.D. (AlphaBot)

14 September 2020 |
 Dmitri Alexeev

“Smart Money” Does It Again

The Venture Capital index demonstrates amazing results by controlling losses and magnifying returns – the “smart money” appears to know what it is doing.

10 August 2020 |
 Dmitri Alexeev

Are Crypto Currencies Converging with Equities?

There is a noticeable and unprecedented trend of increasing correlations between crypto and equity markets.

24 July 2020 |
 Dmitri Alexeev

H1 2020 Hedge Funds Strategies Review

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.

16 July 2020 |
 Dmitri Alexeev

Most Hedge Funds Down In H1 But Some Stellar Performers Buck The Trend

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).

9 July 2020 |
 Dmitri Alexeev

Despite High Correlations Sector ETFs Have Dramatically Different Returns In 2020

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.

23 June 2020 |
 Dmitri Alexeev

To FAANG or Not To FAANG, That Is The Question

These 5 stocks are now more than 15% of the S&P500 index. What happens next?

9 June 2020 |
 Dmitri Alexeev

Some Managed Futures Programs Can Make Gains In Rising Equity Markets

We repeat our filtering to find CTAs that are performing well YTD through April by using Nilsson Hedge database.

27 May 2020 |
 Dmitri Alexeev