The events of October 2017 did nothing to dissuade us of the fundamental case that central banks are now committed to tighter monetary policy across the Developed Markets.
There was, in September, perhaps the strongest sense that the move to tighten monetary policy was starting again.
Hedge funds generally had a positive month in August despite the pull-back in risk assets. The best performing strategies were Statistical Arbitrage managers, although Equity Long-Short and Managed Futures also performed well.
Hedge funds generally demonstrated positive performance across all strategies in October.
September was a positive month for Discretionary Global Macro managers, which generally benefited from the global yield sell-off.
Hedge funds generally had a positive month in August despite the pull-back in risk assets.
Articles and Videos
With so many quantitative strategies available, how should investors choose the right one for them?
With valuations elevated across asset classes, we ask how government bonds may be used to provide an element of protection in the context of market crises.
Michael Turner, Chief Executive Officer at Man FRM, talks in HFM Week about the control benefits offered by Managed Accounts.