The investment team is using strategies in liquid fixed income markets to exploit valuation discrepancies between fixed income securities, like yield curve arbitrage, swap spread arbitrage, mortgage arbitrage, volatility arbitrage, and credit arbitrage.
Quantitative investors using historical data to model the probability of what will happen in the future have spent this year retraining their models to understand how markets react during a global pandemic.
Money managers wanting to take advantage of the clear global trend towards ESG models should look at those businesses willing to spend time and resources evolving and re-developing their business models, according to Newton Investment Management's Andrew Parry.
Stock options are the last source of true diversification, investors were told at the Absolute Returns Conference in Sydney. In a presentation that received close scrutiny and engagement from delegates, Anthony Limbrick, portfolio manager for 36 South, told how growing consensus on diversification was having diminishing returns, in part due to the growing popularity of […]
The Future Fund is using hedge fund of funds as alternative solution providers rather than as an access vehicle, delegates heard at the Absolute Returns Conference in Sydney. David George, head of debt and alternatives at the Future Fund, revealed how in some instances he was using fund of funds to help with risk systems […]
Sunsuper’s hedge fund program has comfortably beaten global equity returns after fees since 2007. To Bruce Tomlinson, portfolio manager for Sunsuper’s $1.6 billion hedge fund program, this is all the justification he needs for a 16 manager hedge fund program, but who in the industry is paying attention? Anecdotes of hedge funds that did not […]