QuantEdge Global Appears More Macro Than Systematic
ValueWalk finds that Singapore-based QuantEdge Global has been found sitting on top and at the bottom of the HSBC Hedge Weekly leader board for several years.
Press
MPI solutions and research are frequently featured in a number of financial and investment media outlets.
Hunt for Returns Reaches Pakistan
They might find liquidity to be an issue in emerging markets when there is a need to sell,” said Sean Ryan, senior analyst at MPI, a global provider of quantitative research and risk analytics. See The Wall Street Journal for more info.
Investors in risk parity vehicles should beware ‘volatility surprises’
The period of market turbulence after the UK voted to leave the EU could herald the start of a new cycle of volatility surprises and investors should be wary of events to which risk parity funds are calibrated to adapt, according to investment research firm Markov Processes International (MPI). Find out more on Investment Week.
Like Stellar Returns? Better Understand the Risks First
A recent article in The Wall Street Journal featured Quantedge Capital, a quantitative global macro hedge fund manager that has gained around 40% after fees year-to-date through June. Learn more about the volatility that comes with high returns on Finalternatives.com
World Bond Managers Ride FX Roller Coaster
In the world bond fund category, a dramatic change has happened: last year’s worst-performing funds are this year’s best-performing ones. See what caused these developments on Investment Europe.
How Brexit Surprised Risk Parity
Chief Investment Officer finds that risk parity strategies were hit hard by the fallout from the UK’s referendum on European Union membership, data show—and they could be caught off guard again.
Mutual Funds Show Conflicted View on Puerto Rican Debt
Last week, President Barack Obama signed the Puerto Rico Oversight, Management, and Economic Stability Act, or PROMESA, into law. The much-anticipated and debated legislation gives Puerto Rico a path towards restructuring its debt. Learn more on Bloomberg Brief.
Investors chasing returns could be moving towards ‘Hexit’ at the wrong time
An article provided by Hedge Fund Intelligence declares that reeling from poor overall investment returns, investors genuinely seem to be on the hunt for the next round of innovative strategies in the alternative investment space. Increasingly, however, they are looking away from hedge funds and eyeing private equity strategies.
Brexit And Hedge Fund Strategies
Thursday, June 23, the UK voted to leave the European Union. The “leave” win defied the polls and the bookies. Unfortunately, in the days leading up to the vote, investors around the world seem to have placed a lot of credence in the polls and the betting odds, bidding up asset prices. Find out more on Seeking Alpha.
Fund managers have been running from Puerto Rico debt
“The majority of municipal bond mutual funds don’t show exposure to Puerto Rico debt,” Sean Ryan, a senior MPI research analyst, said in an interview. “It isn’t really a systemic issue, which is one thing that investors should always be worried about. In this case, only a few are exposed versus the entire category.” Follow the article on CNBC to discover more.