Sun, Sep 24, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

Turmoil in Quant Land: A hedge fund's candid view why strategies that were once working regularly mysteriously stopped working

Thursday, July 06, 2017

Matthias Knab, Opalesque:

Neal Berger is is President of Eagle's View Asset Management and an investor and allocator I've known and respected for many years. His most recent extended market commentary, which is in parts included below, is a highly recommended read and a candid analysis why 'the lackluster performance from some historically smooth and steady strategies can no longer be dismissed as simply random coincidence in a low volatility environment.'

Having started as a global macro trader at New York-based Millennium Partners, Neal's Wall Street career spans nearly 30 years. Eagle's View seeks to capitalize upon market inefficiencies often overlooked by most traditional hedge fund investment vehicles and investing across a variety of unique strategies.

"June was only the 2nd time we've ever experienced a losing month exceeding -2%. While we are pleased that we remain positive YTD, the lackluster performance from some of our historically smooth and steady strategies can no longer be dismissed as simply random coincidence in a low volatility environment. We've analyzed our portfolio and returns over these past 18 months thoroughly and have come to some conclusions which we believe will have a positive impact upon our portfolio immediately ahead.

Naturally, it took us some time to determine whether we were witnessing normal variations amongst certain Managers, or, something larger was at play. We are not willing to sit idle and a......................

To view our full article Click here

Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing

 



  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. iCapital Network enters deal to acquire innovative U.S. private equity access fund platform from Deutsche Bank[more]

    Komfie Manalo, Opalesque Asia: Financial technology platform iCapital Network has entered into a definitive purchase agreement to acquire the US Private Equi

  2. Asia - Hedge funds used to love shorting China. Now, not so much, Fledgling China FoFs require careful use: NCSSF, Amac, Japanese banks turn to PE, hedge funds for returns[more]

    Hedge funds used to love shorting China. Now, not so much From Bloomberg.com: A sharp devaluation. A credit crisis. And an economic hard landing. That's what some of the biggest names in the hedge fund industry were predicting for China after the nation's stocks and currency tumbled in 2

  3. Launches - Orchard launches new credit platform, ETN based on hedge fund to launch on the LSE[more]

    Orchard launches new credit platform Orchard Platform has rolled out Deals as a part of its new platform launch. With the addition of Deals to their suite of technology solutions for loan originators and institutional investors, Orchard Platform takes the next step in their evolution. De

  4. Neuberger Berman closes $1.1bn Credit Opportunities Fund[more]

    Neuberger Berman, a private, independent, employee-owned investment manager, announced that NB Private Equity Credit Opportunities Fund LP closed on $1.1 billion of limited partner commitments. The Fund seeks to invest in the secured and unsecured debt of private equity-backed companies, primarily i

  5. Capital Dynamics launches mid-market private credit business[more]

    Capital Dynamics, a global private asset manager, has launched a dedicated Private Credit Asset Management business. Experienced industry executives Jens Ernberg and Thomas Hall have joined Capital Dynamics to co-lead the company's new private credit initiative. They are based in Capital Dynamics' N