Hedge Fund Strategies Tweaking Algorithms Were Big Winners In 2017

For certain hedge funds, 2017 might be considered the year of the strategy adjustment – and the attainment of alpha over the performance of an index. This is particularly true among noncorrelated hedge funds, those strategies that are not entirely dependent on the performance of the stock market. [dalio] Cantab’s multi-strategy system significantly outperformed their benchmark The top-performing hedge funds on the HSBC Hedge Weekly report revealed outperformance divergences. Some funds significantly exceeded their benchmarks – while other funds road both a strong beta market environment in delivering overall 6.5% returns basis Hedge Fund Research data reported by Bloomberg. With…