Browsing: short volatility

Posts Tagged ‘ short volatility ’

Hedge Fund Flows Fall Flat in October

Nov 24th, 2019 | Filed under: Hedge Fund Industry Trends, Hedge Fund Strategies, Industry Size & Managers, Equity Hedge Funds, Newly Added, Asset Managers, Indexes, Event-Driven Hedge Funds, The A.I. Industry, Macro and Managed Futures Funds, Hedge Funds

The Eurekahedge Hedge Fund Index was up 0.31% in October. However, it doesn’t measure up to the market next to the MSCI ACWI (Local), which ended October up 1.93%. Eurekahedge’s latest monthly report observes that US-China trade talks resumed, and this led to a certain tentative optimism. Since those areRead More

The Unrecognized Risks of Short Vol Strategies

Feb 25th, 2018 | Filed under: Financial Economics Theory, Newly Added, Risk Metrics and Measurement, Risk Management & Operations, Finance & Economics

Vineer Bhansali and Lawrence Harris have written a scholarly paper on what they call the “extraordinary growth of short volatility strategies” since late 2010. A lot of people and institutions seem to have come to the conclusion that spiking volatility is just that. A “spike” on a chart is definitionallyRead More

Blame China; Blame the US Fed, whatever … August Hedge Fund Numbers Stunk

Sep 21st, 2015 | Filed under: The Global Economy & Currencies, Structure of the Hedge Funds Industry

Eurekahedge's latest round-up of hedge fund results by strategy and region makes quantitative what you, dear reader, probably knew: August was bad. The report also includes some discussion of HK/Shanghai arbitrage. Read More