Tag:
Correlation
Latest Headlines
Latest Headlines
Study shows ETFs enhance correlation
So how bad was the investment climate from a correlation perspective the last few years? Pretty bad, according to a new study from Factors Advisors . Correlations among various asset classes...
Hedge fund inflows are no performance guarantee
AllAboutAlpha.com makes an interesting point about the recent inflows we've see into hedge funds: Inflows may not strictly be correlated with strong performance. While the conventional wisdom holds
Correlation soars, an opportunity to profit?
Since the U.S. debt downgrade and the re-ignition of the European debt crisis, correlation has kicked up impressively, if not predictably. The Financial Times notes that the correlation among big
Hedge funds still holding up better than stocks
Many hedge funds have taken their lumps recently. August was a terrible month. By one measure, the Hennessee Hedge Fund Index, funds on average declined 3.36 percent in August and are down 1.80
Correlation to end for bank stocks?
That old market bugaboo has returned in force the last month or so, wreaking havoc with bank stocks. Correlation was an unfortunate reality during the financial crisis. No matter how strong your
Correlation less of an issue in 2011
A big concern in the hedge fund universe last year was a high degree of correlation that seemed to question the very premise of hedge funds. The correlation among stocks was troubling enough . The
How much will pensions invest in hedge funds?
A lot of institutions got burned in the hedge fund pyrotechnics that flowed from the financial crisis. But pensions are as interested as ever in investing in hedge funds specifically and alternatives
Hedge funds riding equity market beta?
Hedge funds have had a good run as of late, and by a several measures they've managed to beat the major stock market indexes so far this year. Over the first nine months of the year, the Barclays
Correlation bubble to pop?
Has the art of stock picking been irreversibly harmed by the financial crisis? Not if you ask analysts at JPMorgan who believe the equity correlation bubble is about to burst, which would great news
Morgan Stanley to break out of Goldman Sachs' shadow
Bloomberg notes something interesting about Morgan Stanley and Goldman Sachs: the correlation between the two firms' daily stock movements is down 17 percent this year from the average over the last
