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
A contributed article in FINalternatives by MPI’s Megan Woods analyzes performance of risk parity mutual funds, finding a surprising disparity between offerings in terms of estimated asset exposure and implied leverage levels. This wide range of perceived risk and exposures defies easy comparison and classification, and warrants investors’ careful consideration when evaluating allocations to the fast growing group. See the blog with full footnotes and sources here.
FINalternatives publishes a guest article by Michael Markov presenting MPI’s Dynamic Style Analysis (DSA) technique applied to Bridgewater’s All Weather Portfolio.