Long commodities positioning, particularly in grains and crude markets, were by far the best performers for most longer-term trend programs during the month
The dispersion in equity long short hedge fund returns between January 2010 and December 2019 was just 2.7% (vs. an average of 3.6% dating back to January 1998)
In order to accurately evaluate the impact of online sentiment to portfolio returns, hedge funds now need to supplement their analysis with alternative data sets