Is Quant The Future Of Funds Of Hedge Funds?
The strategy has struggled with outflows but there are methods available to improve returns
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Enhancing Fund Of Hedge Fund Returns
Gamma Investment Consulting believes FoHF's should adopt a quantitative approach to manager selection
AlphaWeek Q&A: Stephen Scott, Partner, BRI Indexes
BRI Indexes' Stephen Scott explains the latest in investor appetite for hedge fund replication index products
The Long And Short Of Volatility Strategies
Given the record low volatility of stocks in 2017, what's the outlook for the asset class in 2018?
Terreus Capital: Generating Alpha From Shorting Volatility
Rebecca Hampson speaks to Alexander Mitev about Terreus Capital's success shorting volatility in 2017
AlphaWeek Q&A: Brett Bina, Vice President, Business Development, Berenberg Asset Management LLC
Brett Bina, Vice President, Business Development at Berenberg Asset Management LLC, offers his thoughts on trends in institutional investor attitudes to alternative risk premia and volatility strategies
FQS Capital Partners: Quantitative Fund of Hedge Funds
Dr. Robert Frey tells Rebecca Hampson how FQS Capital's multi-factor model helps understand single manager returns
How To Run A Data-Driven Fundraising Campaign
Bob Dryzgula, Chief Marketing Officer at Harvest, explains how hedge funds can use data to stand out from the crowd
Auriel Equities: Absolute Return ESG
Auriel Equities' COO Arleta Majoch talks to Rebecca Hampson about proving that ESG as a strategy can add value
