Hedge fund strategy primer series

Arbitrage is a widely used term in finance that encompasses a broad range of strategies designed to take advantage of pricing inefficiencies across markets…

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

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

Macro funds typically take positions (either directional or relative value) in currencies, bonds, equities and commodities, based on fundamental and qualitative…

Quantitative hedge funds are investment firms that use advanced mathematical and statistical models, as well as computer algorithms, to make investment…

Equity long/short hedge funds focus on trading listed equities aiming to profit from both rising and falling share prices. Managers select stocks to buy and short…