Some Strange Trends Among 2017 Hedge Fund Returns

From one perspective, there is an odd disparity in the force. Hedge fund returns in certain categories are experiencing fat tail correlation and return extremes when compared to players inside a particular category as well as compared to the category average itself. No better can this be seen than in the most formulaic of all hedge fund strategies, managed futures. Meanwhile, in the Long / Short category, a familiar name continues to have a strong year.

[buffett]

Cantab's multi-strategy approach is finding the market environment conducive to outsized returns

During a year when the HSBC Hedge Weekly performance ranking shows the Managed Futures / Systematic category up a lethargic 1.34% --...