MIT Academic, Harvard Educated Money Manager Guilty of Fraud

HFA Padded
Mark Melin
Published on
Updated on

Those inside the hedge fund business are all too familiar with the strategy of loading up a hedge fund with academic heft for marketing purposes, but failing to deliver when it comes to core insight into a trading strategy that can significantly beat the “beta” of the market. In fact, hedge fund insiders are known to consider questionable performance results that delivers profits across all market environments and fail to experience negative drawdowns or downside volatility. Money manager Gabriel Bitran committed securities fraud Such knowledge was apparently devoid with investors who lost nearly $140 million to fraud involving GMB Capital Partners. The…

This content is exclusively for paying members of Hedge Fund Alpha

Insider Strategies and Letters to Shareholders from the Top Hedge Funds and Maximize Your Portfolio Growth with Hedge Fund Alpha

Don’t have an account?

Subscribe now and get 7 days free!
This article is only available for Premium Members
Subscribe today and get :
Insider Strategies and Letters to Shareholders from the Top Hedge Funds
Exclusive Access to coverage of Private, Closed-Door Investor Conferences
Hedge Fund Manager Research Currently Producing 21% – 40% Returns Annually

Don’t have an account?

Subscribe now and get 7 days free!
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.