Bridgewater Associates is an alternative asset manager unlike most. ValueWalk recently caught up with the world’s leading hedge fund and engaged in an exercise of radical transparency on their portfolio management strategy. In speaking with Chief Investment Officer Bob Prince, what emerged wasn’t so much a picture of static hedge fund investment, but rather a strategy customized based on investor needs relative to volatility and beta benchmark. Bridgewater Associates and the beta / alpha combination As the Teacher’s Retirement System of Texas seeks to set a historical benchmark, where for the first time an institutional investor is separating individual manager…
Bridgewater Reveals Uncorrelated Strategy, Volatility & Beta Targeting
Mark Melin
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.