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Real Volatility Managers Seldom Make The HSBC Top 20 List

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Mark Melin
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Those hedge funds who have the highest absolute returns are often those that receive significant media attention, including on ValueWalk. But in reality to a certain breed of allocator, the real performance stars seldom if ever make it onto the HSBC Hedge Weekly top 20 – and importantly generally stay off the bottom 20 as well. These are the volatility managers, those who deliver reasonably consistent returns with lower standard deviation, a prized possession for certain allocators. This concept speaks to mean reversion

Real Volatility Managers Seldom Make The HSBC Top 20 List

Quantedge Global and BlueMountain may be very different, but both have targeted volatility well...

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Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.