Long Short Strategies Delivering Performance As Year Near Close

HFA Padded
Mark Melin
Published on
Updated on

As major hedge funds, in general, underperform major stock market benchmarks, certain Long / Short strategies, particularly in China, are keeping up. The Long / Short strategy is often burdened by short exposure during bull markets, particularly when the market beta is showered across all stocks without significant idiosyncratic differentials. During a stock market decline the strategies, which often under-perform stock market benchmarks, are expected to protect assets with their short exposure. With the HFRI Relative Value Total Index up just 4.01% year to date, niche categories are where performance is being found. [dalio] Asian-focused Long / Short hedge fund...

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HFA Padded

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.