Wheel turns in favour of directional strategies | Pocketmags.com

Shopping Cart -

Your cart is currently empty.
Upgrade to today
for only an extra Cxx.xx

You get:

plus This issue of xxxxxxxxxxx.
plus Instant access to the latest issue of 300+ of our top selling titles.
plus Unlimited access to 27000+ back issues
plus No contract or commitment. If you decide that PocketmagsPlus is not for you, you can cancel your monthly subscription online at any time. Auto-renews at $13.99 per month, unless cancelled.
Upgrade Now for $13.99 Learn more
This website use cookies and similar technologies to improve the site and to provide customised content and advertising. By using this site, you agree to this use. To learn more, including how to change your cookie settings, please view our Cookie Policy
Pocketmags Digital Magazines
CA
Pocketmags Digital Magazines
   You are currently viewing the Canada version of the site.
Would you like to switch to your local site?
Read anywhere Read anywhere
Ways to pay Pocketmags Payment Types
Trusted site
At Pocketmags you get
Secure Billing
Great Offers
Web & App Reader
Gifting Options
Loyalty Points

Wheel turns in favour of directional strategies

The Lyxor Hedge Fund Index was up +1.1% in October. 8 out of 11 Lyxor Indices ended the month in positive territory. The Lyxor LS Equity Long Bias Index (+4.5%), the Lyxor Special Situations Index (+3.5%) and the Lyxor Global Macro Index (+2.1%) were the best performers. Encouraging October economic releases, speculation about non-US central banks actions, and the re-risking of the smart money helped to fuel a rally. The wheel turned in favour of Event Driven and the longest bias L/S Equity. In contrast, CTAs underperformed, hit on their long bonds exposure. Market Neutral funds also suffered from factor rotations. Within the L/S Equity space, US long bias funds led the group, while pressure fell upon the Market Neutral funds. After weeks of bleeding, the longest bias funds staged a substantial rally, especially in the US. It made up for most of the lost ground since the end of August. Exposures were little altered over the period: this was mainly a beta recovery.

READ MORE
Purchase options below
Find the complete article and many more in this issue of The Hedge Fund Journal - Issue 109 - November 2015
If you own the issue, Login to read the full article now.
Single Issue - Issue 109 - November 2015
$159.99
Or 15999 points
READ NOW
Getting free sample issues is easy, but we need to add it to an account to read, so please follow the instructions to read your free issue today.
Email Address
6 Month Digital Subscription
Only $ 170.00 per issue
$849.99
Or 84999 points

View Issues

About The Hedge Fund Journal

INFORMING THE HEDGE FUND COMMUNITY With access to some of the industry’s biggest names and an astute and talented group of writers and contributors, The Hedge Fund Journal has established itself as a trusted source of information on the hedge fund industry.