Posts Tagged ‘Dow Jones Credit Suisse Hedge Fund Index’

The Occasional Charm of Short Sellers

July 12, 2012

Chidem Kurdas

Every once in a while, investors stampede to short sellers. This (more…)

Quants Get Traction After Tough Year

February 7, 2012

Chidem Kurdas

Trend-following quantitative traders of futures contracts did better (more…)

Bond Market Worries Favor Arbitrage

January 17, 2012

Chidem Kurdas

Rates are so low, the only direction they can go is up. That’s the conventional wisdom and it implies that the bond rally is near its end.  Despite that concern, investors have been moving money to fixed income arbitrage funds. The reason (more…)

Wide Performance Dispersion in Volatile Markets

January 4, 2012

Chidem Kurdas

Global macro is the kind of flexible strategy that should do well in a difficult economic environment. How did investors in the strategy do in 2011? (more…)

Replicator Beats Managers

October 25, 2010

An index that tracks reproducible hedge fund performance had significantly higher return than actual hedge funds in the period that started January 2008. Boris Arabadjiev, chief investment officer of the Credit Suisse fund of hedge funds group, found that this replicator outperformed underlying hedge fund strategies by as much as three to five percentage points.

What does it mean? (more…)