Hedgies Look for The Next Thing

Friedlander, Josh
November 2004
Investment Dealers' Digest;11/15/2004, Vol. 70 Issue 44, p15
Trade Publication
Reports on issues related to hedge funds in the U.S. as of November 2004. Variety of obstacles that hinder hedge funds in making profits in the equities market; Influence of the stock market's volatility on equities-focused hedge funds; Development of algorithmic trading to execute trades alongside the steady increase in the use of black boxes and other modeling systems to locate desirable positions in the market.


Related Articles

  • THE HEDGE PERIOD LENGTH AND THE HEDGING EFFECTIVENESS: AN APPLICATION ON TURKDEX-ISE 30 INDEX FUTURES CONTRACTS. Avci, Emin; Çınko, Murat // Journal of Yasar University;Apr2010, Vol. 5 Issue 18, p3081 

    This study aimed at analyzing the hedging period effect on the hedging effectiveness of the TURKDEX-ISE 30 index future contracts. The findings of the study presented, that weekly hedge periods are more effective than daily hedges in terms of risk reduction criteria.

  • Finding alpha in obscure debt. Williamson, Christine // Pensions & Investments;8/22/2011, Vol. 39 Issue 17, p1 

    The article presents information on performance of hedge fund market. Hedge fund managers are looking for undiscovered sources of alpha in an overheated market that is plagued by high volatility and correlations. Hedge fund performance has been challenged with return of 1.55% from the HFRI Fund...

  • The EQUITIES Hedge Fund Index.  // Equities;Jun2007, Vol. 55 Issue 3, p78 

    The article presents information on the inaugural report on the "Equities" Hedge Fund Index. It states that hedge funds do not rely on rising markets for their performance and many funds do not have direct exposure to the stock market at all. It also mentions that global macro managers benefited...

  • Ups and downs are seasonal fixture. Jarvis, Adrian // Fund Strategy;6/26/2006, p16 

    The article focuses on the factors that influence market volatility in Great Britain. The author compares the volatility of equity prices to that of the fundamentals that should drive their prices such as the growth in their dividends. Tactical Asset Allocation is a strategy that finds assets...

  • The Asymmetric Impact of Volatility Risk on Hedge Fund Returns. Peltom�ki, Jarkko // Journal of Applied Finance;Spring/Summer2007, Vol. 17 Issue 1, p88 

    I investigate the asymmetric impact of volatility risk on returns of hedge fund strategies. I compare volatility risk exposures to price risk exposures by considering the causation between implied volatility and market returns. I also investigate whether the latest financial crises have caused...

  • Volatility - The normally dormant factor exposure for hedge funds. Brown, Rob // Journal of Derivatives & Hedge Funds;Feb2011, Vol. 16 Issue 4, p231 

    This article examines 12 common hedge fund styles to determine their exposure to volatility. Results are presented demonstrating that although volatility remains a dormant factor generating de mininis affects on both return and risk, it will occasionally surface on a rare and infrequent basis,...

  • Doomsday hedging. McNew, Leslie K.; Ingram, Tup // Futures: News, Analysis & Strategies for Futures, Options & Deri;Mar2009, Vol. 38 Issue 3, p34 

    The article focuses on the process of doomsday hedging and doomsday management in futures trend trading in the U.S. It notes that trading acute price volatility in any market requires a trader to be agile. It points out that doomsday hedging was employed to confine the books, expecting an...

  • Volatility is a multi-strat's best friend. Osborne, Simon // Asian Investor;Nov2008, p60 

    The article reports that volatility is considered as the best strategy in the multi-strategies of hedge fund industry. Hedge fund managers have used most the volatility trade than other multi-strategies. The Chicago Board Options Exchange Volatility Index has used "vix" or also known as "fear...

  • Static versus dynamic hedges: an empirical comparison for barrier options. Engelmann, Bernd; Fengler, Matthias R.; Nalholm, Morten; Schwendner, Peter // Review of Derivatives Research;2006, Vol. 9 Issue 3, p239 

    We conduct an empirical comparison of static versus dynamic hedges of barrier options. Using more than five years of data, we compare a number of static hedges from the literature with dynamic hedges based on the local volatility model. The main result is that the variability of profit-and-loss...


Read the Article


Sorry, but this item is not currently available from your library.

Try another library?
Sign out of this library

Other Topics