Tag Archives: hedge funds
Managing a hedge fund, or even a managed accounts operation, nowadays is far from trivial given the market timing challenges and regulatory requirements. But there are also some other facts that are not so widely understood.
The long/short market neutral strategy gained 0.42% from the open to the close of Friday, August 18, 2017.
Some professionals think that a good market neutral strategy should generate alpha during uptrends and act as a hedge during market corrections. This is exactly what the DJIA Long/short market neutral strategy did yesterday.
The long/short market neutral strategy gained 0.21% from the open to the close of Wednesday, August 16, 2017.
The Fluxionization™ strategy (FLUXSP100) makes use of Isaac Newton’s fluxions and probability theory to trade long-only S&P 100 stocks. The strategy has performed well even during the financial crisis bear market with a hypothetical return of about +9%.
The institutional grade mean-reversion strategy trades the S&P 100 stocks in short-term long-only mode. Backtests show that the strategy has had robust performance, especially during major stock market corrections and it has outperformed the S&P 500 total return by a … Continue reading