Summary:
Equity markets took a dive at the start of August, affecting systematic strategies. A webinar is announced for marketing strategies to investors. Trend-following strategies face challenges and struggle to generate returns since April. Other strategies show varying performance. Increased volatility affects risk exposure and bet sizing. Fixed income shifts to a long position, potentially providing more tail protection.
Before we start our regular programing, we would like to take a short moment and highlight an upcoming webinar. We have gathered an extraordinary group… Read More »Top 5/Bottom 5 June 2024 / Webinar Invitation
I had the opportunity to sit down with Eric Uhlfelder, the discuss his latest edition of the Global Investment Report, to discuss his 2024 survey of the… Read More »2024 Top 50 Hedge Fund Survey – Global Investment Report
With close to 75% of the monthly data point collected for May, we are proud to present the winner and losers. There are some really… Read More »Top 5 / Worst 5 – May 24
NilssonHedge recently contributed a piece to the Hedge Nordic Special Report on Systematic Strategies. Here we introduced a useful heuristic for portfolio robustness. A measure… Read More »Tipping Stability
As part of our usual service to our database users, we compile the Top 5 and Bottom 5 managers per strategy (based on the data… Read More »Best’n’Worst April 2024
When moving outside the normal noise in equity and bond markets, the big story in the Global Futures markets has largely centered around the Cocoa… Read More »Cocoa – The market that did not know it could trend
We have too few observations for April 2023 to report anything of value in comparison to our prior ‘Flash Report‘, although it seems like CTAs… Read More »Tracking the Growth of the NilssonHedge Database
April was a volatile month with negative equity markets, JPY depreciation, and mixed risk behaviors. A strike on Israel had a muted impact. Post-Israeli response, markets calmed and equities partially recovered. CTAs benefited from JPY depreciation, while inflation rose, reducing odds of a FED decrease. Trend followers profited in most sectors except equity. NilssonHedge anticipates interesting developments.
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