April 2020

March was a month where volatility wreaked havoc to the markets, but also to most hedge fund strategies. The rare exception was tail risk strategies… Read More »CTA Dispersion – High Levels in March

The NilssonHedge database is gradually expanding coverage of return streams that are in the public domain. Our spider gradually learns how to interpret and structure… Read More »Database Coverage – 3k+ Strategies Tracked

The Database contains 1778 different managers, representing 3335 different investment strategies. For the current reporting month, 1402 managers have reported returns. For the prior month,… Read More »Database Updated – 88% Updated

The last couple of days prices action in WTI, a Crude Oil, has raised a lot of interesting questions, especially so about negative Futures and… Read More »Negative Commodity Prices

The Database contains 1773 different managers, representing 3327 different investment strategies. For the current reporting month, 1382 managers have reported returns. For the prior month,… Read More »DB Updated – 1382 Funds with March Returns available

We have update our monthly summary report, the NilssonReport, showing the performance for a large set of managers. In terms of improvements, we have added… Read More »NilssonReport Updated with Improvements

Based on a larger subset of funds, we present a larger selection of the best and worst funds for March. On the upside, we see… Read More »Best & Worst Hedge Funds in March

Based on our continuous coverage of the managers in the CTA space, NilssonHedge is proud to present the top 10/bottom 10 managers for March. We… Read More »Best & Worst CTA in March

We have just updated our Database and it is ready for download, in the usual place. We are currently mapping a set of UCITS funds… Read More »Database Updated

Huang, Li, Wang and Zhou recently wrote a contrarian paper about trend following (12 by 1 month time series momentum) indicating that the (final) outcome… Read More »Contrarian Research

While our list is not yet final, and some of the year-to-date highest performing funds have not yet reported results, the list will change throughout… Read More »Best and Worst Hedge Funds YTD 2020

Based on a limited sample of Hedge Fund that we capture, we present the hit parade for March 2020. We note that there is large… Read More »Best and Worst Hedge Funds 2020

We have now compiled the new and closed manager list for March. You can find it here: https://nilssonhedge.com/reports/new-and-closed/new-closed-2020-march/

The Database contains 1773 different managers, representing 3334 different investment strategies. For the current reporting month, 1020 managers have reported returns. For the prior month,… Read More »Database Updated – 1020 Hedge Funds reporting March numbers

As highlighted earlier, there is large dispersion for CTAs throughout March. Some programs have done exceptionally well, others have returns that are (probably) below expectations.… Read More »Early Estimates March 2020