Special Report on
Trading, Investing and Hedging
Trading, Investing and Hedging - Trends
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Hedge fund detractors often argue that hedge fund returns are driven by systematic risk factors (beta) not manager skill (alpha) as is often assumed. During the hedge fund industry’s 2-decade-run of positive returns, this argument took the sheen off of hedge fund returns and suggested they could replicated using much cheaper passive investments. But 2008 threw a bit of a wrench into the works. If beta (or it’s exotic cousin alternative beta) was responsible for the positive returns, then were they also responsible for the negative returns? And if so, was hedge fund alpha actually positive during the dark days of 2008?
Prior to I discuss using hedging to off-set risk, we must realize the part as well as the purpose of hedging. The history of modern futures investing begins in Chicago in the early 1800’s. Chicago is located at the base with the Excellent Lakes, close towards the farmlands and cattle country with the U.S. Midwest producing it a natural center for transportation, distribution and buying and selling of agricultural create. Gluts and shortages of these products caused chaotic fluctuations in cost. This led for the development of the industry enabling grain merchants, processors, and ... Read More
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