Quant strategy deep dive

Event driven hedge funds focus on exploiting pricing inefficiencies caused by corporate events such as mergers, acquisitions, restructurings, bankruptcies…

In summary Hedge fund performance was generally positive in July. Most hedge fund strategies had positive performance, with the exception of quant. The…

Aurum Funds Limited hosted their second Alternative ESG Symposium in May 2024, aimed at driving forward positive, sustainable change across the industry…

Aurum’s commingled and bespoke fund of hedge funds $US classes delivered returns ranging from +0.8% to +1.8% in Q2 2024, driven by robust performances…

Hedge fund assets – as measured by those funds reporting to Aurum’s Hedge Fund Data Engine – have grown by $103.1bn since the end of 2023 to stand at just under $3.0tn…

In summary Hedge fund performance was generally positive in June. Strategy performance was mixed. The average asset weighted hedge fund net return across…

In summary Hedge fund performance was generally positive in May; most strategies, particularly those with a higher beta to equities, had positive performance….

Aurum Funds Limited hosted their second Alternative ESG Symposium in May 2024, aimed at driving forward positive, sustainable change across the industry…

In summary Hedge fund performance was generally flat in April, however this masked dispersion between underlying strategies; the average asset weighted…

Multi-strategy hedge funds seek to maximise risk-adjusted returns by investing in a variety of underlying investment strategies, or differing…

Performance for Aurum’s commingled fund of hedge funds $US classes ranged from +1.5% to +3.8% in the first quarter of 2024. Multi-strategy and systematic…

Hedge funds ended Q1 2024 up 4.9%, outperforming bonds, -2.1%, but behind equities, +7.3%. Quant was the strongest performing master strategy in Q1…