Strategies employ an investment process based on systematic, quantitative evaluation of macroeconomic variables in which the portfolio positioning is predicated on convergence of differentials between markets, not necessarily highly correlated with each other, but currently diverging from their historical levels of correlation. Strategies may contain distinct, identifiable sub-strategies, such as equity hedge or equity market neutral, or in some cases a number of sub-strategies are blended together without the capacity for portfolio level disaggregation. Macro: Active Trading strategies utilize active trading methods, typically with high frequency position turnover or leverage these may employ components of both Discretionary and Systematic Macro strategies. In a similar way, while both Macro and equity hedge managers may hold equity securities, the overriding investment thesis is predicated on the impact movements in underlying macroeconomic variables may have on security prices, as opposed to EH, in which the fundamental characteristics of the company are the most significant and integral to investment thesis. Although some strategies employ RV techniques, Macro strategies are distinct from RV strategies in that the primary investment thesis is predicated on predicted or future movements in the underlying instruments, rather than realization of a valuation discrepancy between securities. Managers employ a variety of techniques, both discretionary and systematic analysis, combinations of top down and bottom up theses, quantitative and fundamental approaches and long and short term holding periods. Macro Investment Managers which trade a broad range of strategies in which the investment process is predicated on movements in underlying economic variables and the impact these have on equity, fixed income, hard currency and commodity markets. <<< Back to main strategy classifications page HFR Hedge Fund Strategy Classifications.Download HFR Blockchain Indices Performance Data.Download HFR Risk Parity Indices Performance Data.This bundled subscription of our most popular research publications will keep you on top of significant developments in the hedge fund industry. Industry insiders utilize our full set of HFR Industry Reports to gain a detailed picture of current trends and a historical perspective of the hedge fund industry. This HFR Industry Report provides analysis of the world of emerging market hedge funds. Resourceful investment managers watch for rewarding opportunities in emerging markets. Asian Hedge Fund ReportĬovering one of the fastest growing areas of the hedge fund industry, the HFR Asian Hedge Fund Industry Report provides exceptional region-specific analysis. HFR Market Microstructure Hedge Fund Industry Reports provide an extensive and sophisticated cross-sectional analysis of the hedge fund industry. HFR is an ESMA Registered Benchmark Administrator.Īn essential guide for institutional investors and alternative asset managers, the HFR Global Hedge Fund Industry Report provides detailed information on current hedge fund trends and historical data. Learn more about our HFR Index Direct licensing program. Review the characteristics that differentiate the various HFR Index families. The Investor Guidebook is designed to offer a comprehensive overview of the investable HFRI 500 Indices. Indices are comprised of hedge funds investing in cryptocurrency and distributed ledger technologies. Performance benchmarks comprised of alternative investment strategies compliant with established UCITS guidelines. HFRI-I Liquid Alternative UCITS Indicesĭesigned to reflect the performance of liquid alternative investment strategies compliant with established UCITS guidelines. HFRX ESG Indicesĭesigned to track performance trends across a variety of ESG strategies. Indices utilizing a rigorous quantitative selection process to represent the broader hedge fund universe. HFRI ® Indicesīroadly constructed indices designed to capture the breadth of hedge fund performance trends across all strategies and regions. HFRI 500 Hedge Fund Indicesĭesigned to reflect the performance of the largest and most liquid funds in the hedge fund industry. Designed to reflect the performance of the largest and most liquid funds available to US Investors.
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