From Hedge Fund Insight Chicago-based Citadel LLC, through it’s two huge flagship funds, put in a good first quarter performance with a gain of 6.35%. The $29bn firm is one of the biggest hedge fund managers in the world, and has been run by CEO Ken Griffin since inception. He oversees more than 675 investment […] Read more »
Fixed Income Signals: A Red Alert for Compliance and Valuations?
by Deborah Prutzman, The Regulatory Fundamentals Group The SEC recently issued guidance about risk management in the fixed income market in light of the prospect of the Fed tapering its quantitative easing program and triggering a rise in interest rates. It noted that the net assets of bond funds are at “near-historic highs” with much […] Read more »
Question Of The Day – New Risk Measurement Methodologies For Hedge Funds?
Q.What are some of the new risk methodologies that are being used? A. There are a lot, and the following may not be exhaustive but essentially I try to focus on creating an holistic risk approach, tail risk management and extreme events, dynamical correlation analysis and shift in correlation regime, dynamic volatility adjustment, macro risks […] Read more »