Fides + Ratio Newsletter 2022-05-15
Fides + Ratio Newsletter 2022-05-01
Technical Articles and Commentary
The following is a selection of pdfs in which we demystify hedge funds and managed futures. Topics include the business aspects of hedge funds, useful industry data, and quantitative techniques. Eventually, a tag cloud will be available to make it easier to find posts that are of interest to you.
Most of the articles are still available in their original form on the Rayner Gobran website.
We have also published many of these posts on LinkedIn – feel free to connect!
Uncorrelated Strategies As We Exit COVID
Once again, managed futures proved to be a resilient asset class that every institution should have in their portfolio. We anticipate that the current market dynamics will provide a fertile ground for managers to perform. And the continued positive performance will attract more assets into the strategy
Uncorrelated Strategies in Times of COVID
Here comes a new crisis bringing with it a spike in volatility reminiscent of 2008. Once again, investors are reminded of the diversification benefits associated with managed futures and check to see if this time the strategy will “save” them.
The Case for Managed Futures
I make the case for alternatives in institutional portfolios. Far from reducing exposure to hedge funds, investors should be increasing it. Simple portfolios and dramatic results make the point.
Hedge Fund ODD Toolkit
Hedge fund operational due diligence is the vital last step before allocating capital to a manager. Tom and Ian put together this toolkit to help allocators proceed through ODD in an organized and thorough fashion, creating a bullet-proof audit trail along the way. If you want a copy, just let us know via the contact form and we will send it over!