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Highbridge Capital Warns Of Volatility Storm Ahead

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Mark Melin
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The Highbridge Capital Multi-Strategy Fund had a year-saving third quarter, up 4.31%, bringing year-to-date returns to a respectable 5.32% and outpacing the stock market. The non-correlated hedge fund considers volatility as its technical performance drivers appear designed to handle rough and calm seas, according to a letter to investors reviewed by ValueWalk.

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Q3 2016 Hedge Fund Letters

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Highbridge Capital  - Relative value strategies benefit during mean divergence and then reversion

Third quarter volatility was depressingly depressed. After starting the year out with a bang -- the January-February “V bottom” that was later repeated in July over Brexit – led to...

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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.