 |
 |
 |
Mystics, shamen and astrologers often associate calamities with specific calendar dates. It turns out that financial journalists may not be that different.
The hedge fund industry relies on short-selling. Short-selling relies on securities lending. And securities lending relies on the willingness of institutional investors to temporarily part with their stocks. So what happens if those lenders get nervous?
Investors, academics and media outlets rely on a bevy of hedge fund indexes each month to get a big picture view of the global hedge fund industry. But our analysis of October's index results shows little agreement in the data.
Peter Douglas, the widely-quoted hedge fund consultant and manager, forecasts golden times ahead for the hedge fund industry - at least, for those who survive.
This article in the January 1970 edition of FORTUNE magazine just might change your entire perspective on the hedge fund industry.
As many hedge fund investors are now discovering, their holdings aren't as liquid as they thought. So has the alpha they have come to expect actually just been fair compensation for this liquidity risk all along? Unfortunately, the answer is yes according to a new study (at least, for several hedge fund categories).
"Slashing" can get you thrown out of a hockey game. But in 2009, it just might keep asset managers in the game.
AllAboutAlpha contributor Timothy Laing reports from the floor of Hedge Funds World Zurich this week. Below is some of what Laing heard in the hallways at the storied Dolder Grand hotel. (The hotel was built in 1899 as a health spa. So this year, there is probably no better venue for the hedge fund sector [...]
Newly-release government UFO files aren't the only controversy pitting skeptics against "believers" these days...
The year began with an outpouring of goodwill toward to the UK's new "Hedge Fund Standards Board". But a new survey finds that only 1 in 10 managers has actually signed-up. What gives?
By virtue of their reliance on active security selection, short-extension funds are quick to reflect the prevailing opportunities for active management in general.
When hedge funds "die" do their assets go to the great hedge fund-of-funds in the sky? No, says a team of researchers. They say they have found a way to calculate the returns of these funds even after they stop reporting to hedge fund databases.
What ever happened to 130/30, 2007's "it" strategy? Well according to our exclusive survey it may have simply gone underground for a while. A majority of respondents still told us it represents a "new investment paradigm."
In an article released today by Alpha magazine, AQR's Clifford Asness says that quant funds can still profit from new opportunities and that they are actually far more transparent than most fundamentally-driven funds (or than the "HAL 9000", for that matter).
Barton Biggs says the hedge fund industry isn't coming to an end after all. What if he's right?
