Systematic equity market neutral
and fundamental equity market neutral
are the most sought after strategies by alternative UCITS investors
Fundamental Growth also provided a strong contribution to EH gains, while Equity Market Neutral
strategies gained +0.
It covers four core strategies: discretionary macro, equity market neutral
, managed futures and equity long/short.
Alternatively, equities and futures are among the most liquid securities in which hedge funds invest, and not surprisingly, the average first-order serial correlations for equity market neutral
, long/short equity, and managed futures are 5.
Also included are important documents and regulations, and 11 chapters that each describe one significant strategy used, such as types of arbitrage, equity market neutral
, macro-investing, and short selling.
Stark contrasted the historical performance of five indices against the S&P 500 and the Lehman High Yield Credit Bond Index over the past 10 years -- convertible arbitrage, distressed securities, the equity market neutral
index, the fixed income arbitrage and the merger arbitrage.
Out Of the alternative UCITS data, long/short equity funds make up 27% of the database, macro funds 12%, funds of funds 10%, equity market neutral
funds 9%, emerging market funds 7%, managed futures 7%, multistrategy funds 6%, and currency 4%.
The largest investment consultants and pension funds are driving demand: 45% of these respondents plan to add to one or more systematic strategies, including quantitative equity market neutral
, CTA, quantitative macro, quantitative equity and quantitative multi-strategy.
DB found that the largest investment consultants and pension funds were driving this demand: 45% of these respondents expected to add to one or more systematic strategies, including quantitative equity market neutral
, commodity trading advisors, quantitative macro, quantitative equity and quantitative multi-strategy.
31 per cent in a volatile and widely dispersed month for equity markets, with gains in Equity Market Neutral
and Fundamental Growth partially offset by weakness in Energy and Basic Materials and short exposure.
Equity Market Neutral
and Sector: Technology/Healthcare posted more modest declines, with these declining -0.
As described by AQR, the Fund seeks exposure to the following sub-strategies: Convertible Arbitrage, Event Driven (including Merger Arbitrage), Fixed Income Relative Value, Equity Market Neutral
, Long/Short Equity, Dedicated Short Bias, Global Macro, Managed Futures and Emerging Markets.