The Long March Through April (Credit Suisse)

April 2014

KEYWORDS: risk management, tail risk, Hedge Fund Performance, Macro, CTA, MSCI, hedge funds, strategy, asset flow, trading volume

Authors:

Jon Kinderlerer

Organizations:
  • Credit Suisse

Summary:

As the sector rotation vortex recedes, we are seeing most of our hedge fund risk metrics tick up – net exposure for both Equity Long/Short and Macro/CTA is on the rise, hedging activity is declining, and even the widely held names are no longer struggling to keep pace with the S&P. This week’s First Look examines these recent changes in detail.

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