Database Updated


The Database contains 1466 different managers, representing 2655 different investment strategies.For the current reporting month, 838 managers have reported returns. For the prior month, we have 1020 live managers.In total, the database contains 19907 years of manager data. Please note that returns are excess returns: https://nilssonhedge.com/database-info/excess-returns/

Database Updated


The Database contains 1467 different managers, representing 2657 different investment strategies. For the current reporting month, 821 managers have reported returns. For the prior month, we have 1020 live managers.In total, the database contains 19920 years of manager data.

AQR – You Can’t Always Trend When You Want


AQR recently published an article on SSRN (and on their webpage) dissecting the low realized Trend Following performance over the last decade. They generally find that market moves has been smaller than average and sees better returns in the future (if market returns to normal. The article refute common reasons such as “crowding” (that the … Continue reading AQR – You Can’t Always Trend When You Want

Database Updated


The Database contains 1465 different managers, representing 2667 different investment strategies. For the current reporting month, 789 managers have reported returns. For the prior month, we have 1020 live managers.In total, the database contains 20000 years of manager data.

AlphaBot – Opalesque Interview


Dmitri Alexeev was recently featured on Opalesque where he spoke about his platform. The NilssonHedge database is available through his platform. I encourage you to watch it. https://www.opalesque.tv/hedge-fund-videos/dmitri-alexeev/1 The alphabot platform can be found at: https://www.alphabot.net/

New Layout


The Website has been remodelled with a brand new theme. We hope that this will make the website more visually appealing. In case you disagree, feel free to get in touch. Take the turtle for a swim, explore the new site and let us know if something doesn’t work or if you don’t find your … Continue reading New Layout