HFA Icon

Banks Look At Hedge Funds Differently – And It Should Matter To Allocators

HFA Padded
Mark Melin
Published on
Updated on
Sign up for our E-mail List and Get FREE Access to Exclusive Investment E-books and More!

Looking at two bank reports on the same topic can often yield interesting results. There are times when bank research is best viewed from the standpoint of how their analysis does or does not correlate with one another. Regarding hedge fund allocation decisions, one bank appears to have a nuanced if probing understanding of algorithmic market environments while other research is more nuanced on the noncorrelated topic. Looking at current hedge fund asset flow patterns this is apparent.

Also see hedge fund letters

MS HF analysis performance 3 Hedge Funds, Hedge Fund Allocations, US Banks

Institutional investors have a duty to recognize independent from less independent research

The best bank research indicator...

Login required to continue reading.

Setup a free account to get access to this article (no credit card required).

View Full Article
Already a member? Log in here
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.