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Research Perspective Vol. 75

The strong start to the year came to an abrupt end due to volatility and an equities sell-off on global scale during the first days of February. Volatility remained throughout the month across asset classes and investors focus on mitigating risks in their portfolios. Hedge funds experienced severe losses across the majority of their sub-strategies according to HFR data. The biggest hit taken was by macro and CTA strategies, who failed to capitalise on the large intra-day volatility swings, affected by equities sell-off and compression in treasury yields. The uncertainty of rising rates and economic policies discussions' outcome beget more...