Hints and tips:
...While they account for only 8 per cent of the broader hedge fund industry’s assets, Goldman estimates that they account for 24 per cent of overall headcount....
...Inside WorldQuant’s ‘Alpha Factory’ When Igor Tulchinsky was deciding whether to join hedge fund Millennium Management three decades ago, the Belarusian former video game programmer eschewed the systematic...
...HFR’s data indicates that the assets under management of multi-strategy hedge funds have comfortably vaulted above stagnating FoFs in recent years....
...When Igor Tulchinsky was deciding whether to join hedge fund Millennium Management three decades ago, the Belarusian former video game programmer eschewed the systematic, data-driven approach that is characteristic...
...Yet in spite of the unfriendly environment, assets under management across the systematic managed futures industry remained relatively stable....
...Aurum estimated the combined assets under management of the 196 macro funds it tracked was $161bn at the end of June. This diminished heft had compounded the strategy’s problems, she argued....
...AQR Capital Management is launching its first quantitative bond mutual fund, highlighting how asset managers are scrambling to develop “systematic” strategies for the more idiosyncratic fixed income market...
...LCH estimates that the three newcomers, along with Bridgewater’s Pure Alpha Fund, which also has a systematic element, have made $90bn of gains for investors over the past 10 years....
...Harmonic Capital, a systematic currency hedge fund in London with more than $900m under management, has made 20 per cent this year. “We’ve had a great year,” says Patrik Safvenblad, investment partner....
...Madoff Investment Securities LLC” (the “2008 Report”). KPMG wrote that, according to Madoff, HSBC’s client investments represented an astonishing 33% of BLMIS’s assets under management....
...- Lee Robinson, co-founder, Trafalgar Asset Management Which investment styles do you see doing best in the next 12-18 months?...
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