NilssonReport Updated
The NilssonReport is updated with performance data for December. We note that returns are displayed as Excess returns and that the report has expanded coverage… Read More »NilssonReport Updated
The NilssonReport is updated with performance data for December. We note that returns are displayed as Excess returns and that the report has expanded coverage… Read More »NilssonReport Updated
The top and bottom hedge funds for 2019 was largely dominated by Cryptotraders, with a few exceptions. We note that the “Martin Fund” came screaming… Read More »Top / Bottom Hedge Funds for 2019
With more than 2/3rds of the managers reporting, we can see that there was some dispersion amongst the performance outliers. Crypto did generally poorly while… Read More »Top / Worst 10 Manager for December
As part of a larger dataset derived from CTA registration with the NFA, we track the birth and death rate of CTAs. Despite a relatively… Read More »The act of the disappearing CTA
The Database contains 1540 different managers, representing 2794 different investment strategies.For the current reporting month, 670 managers have reported returns. For the prior month, we… Read More »Database Updated
Based on large sample of US Liquid Alternatives, we calculate the correlation structure over the last three year. In this set, we have 160 daily… Read More »Daily Liquid Hedge Fund Correlation Structure
The Database contains 1466 different managers, representing 2655 different investment strategies. For the current reporting month, 309 managers have reported returns. For the prior month,… Read More »Database Updated
As part of our regular coverage of new and closed managers, the December report is now available. NilssonHedge maintains a weekly mailing for interested parties… Read More »New and Old CTAs
Based on the data that we collect, we have an indication of what worked and what didn’t work last month. The average return was -1%… Read More »Early Returns from CTAs
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