Relative Value Hedge Fund Strategies Tops In Third Quarter In Demand and Returns

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Mark Melin
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Hedge funds that performed positively during a rough third quarter of 2015 were relative value strategies and CTAs, posting slight gains, while equity and event driven strategies, positive in the second quarter of 2015, found difficulty in the third quarter, a Prequin report shows. Hedge funds down near 4 percent in the third quarter, while CTAs show slight gain, Asian-pacific funds hard hit In their third quarter hedge fund update, Prequin reported a relatively bleak picture for most hedge fund strategies, which, on average, were down near 4 percent. During July, August and September, equity and event driven strategies consistently trailed,…


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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.