AlphaBot's Dmitri Alexeev looks at how a basket of cryptocurrencies performs against a Bitcoin
We thought it would be interesting to see how the private equity folks are doing versus their public peers
In this review we are looking back at the entire year 2022, and are using the Russell 2000 index in addition to S&P 500 to be more fair to smaller...
Cryptocurrency losses have been ranging from 50% to almost 80% across some of the largest coins
Given the continued challenges facing risk assets in 2022, we wanted to check in and see how our crypto index is doing year to date
The GS ETF continues to underperform the general index, generating more losses through the end of August than the other stocks on average
6 months later we want to see where our winners are and check how our approach of focusing on risk-adjusted returns and diversification have shown themselves so far
In this post we take a look at the potential benefits of using an index-like portfolio construction mechanism to control risk and produce a more stable portfolio than, say, allocating...
The outperformance of the past two years has completely reversed back to the performance of the broader market
Hedge fund 'Very Important Positions' basket adding another 20% to S&P 500
CTAs appeared to generate close to 5% in the first half of the year, which is not a bad result in any given year. However, Q3 proved to be difficult
Using a risk-adjusted view, the Multi-Strategy, overall Hedge Fund, and Global Macro indices are taking the lead with predominantly equity-long strategies sliding to the middle of the line up
Commodities have traditionally been an inflation hedge so how are managed futures strategies are doing in the current environment?
People and companies are willing to pay large premiums for smaller resource variety, houses, construction, wood, energy, and almost everything else