We are featured in a Profit & Loss Magazine Special Report discussing hedge fund performance, along with luminaries Cliff Asness and Bill Lipschutz!
We show how manager diversification improves confidence in predicting future hedge fund returns and can be used as a substitute for demanding long track records.
Hedge fund return predictability depends on having a long track record to analyze. How long is long enough? You won’t like the answer.
Before you can start analyzing hedge funds you need to scrub the data. We look at the basics of hedge fund data hygiene. We give you some tips and tricks specific to Hedge Funds, and tell you what to watch out for.
The post details the changes the SEC has made in the Form ADV October 2017 Version versus the October 2012 Version. We get much more accurate customer profile information. Finally we get information about separately managed accounts, key data when looking at major hedge funds and CTAs.