Billion Dollar Utilities Hedge Fund Has Flattish 2018 Amid Volatile Markets

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Mark Melin
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As the stock market stabilizes from one of its wildest 30-day periods during a statistical period of seasonal strength, the noncorrelated investment manager comes into focus. During times of extreme stress, such managers who operate independently of the stock market can be a prized portfolio possession. But will they deliver positive performance during periods of market stress? This question can be answered, in part, with an understanding of the core strategy performance drivers.

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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.