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November 23

Strategy Most L/S Equity emerge unscathed from factor rotations

Several hedge fund strategies have momentum biases, in particular L/S Equity, and CTAs. Considering the fact that this rotation took place in a bullish environment, most hedge fund strategies ended the week in positive (...)

October 19

Strategy Our thoughts on the rally in momentum stocks

Momentum is a strategy which buys stocks trending higher and sells stocks on a downtrend within an index. It is systematic and has no considerations for earnings, valuation, or other fundamental metrics such as (...)

September 28

Opinion Weaker Alpha potential in EM Debt after the rally…temporarily

The market crash that began in March sent the spread of EM debt (for the hard currency aggregate) to nearly 700 bps. It is now only 30 bps away from the pre-crisis level. This spread tightening reflects the ongoing economic recovery EM countries. Trends in Covid-19 are (...)

June 15

News What are activists buying after the storm?

The Special Situations strategy went through a roller coaster since February. Typically, due to their long structural market beta, managers tend to underperform in risk-off episodes. However, as they also tend to look beyond short-term volatility, they usually rebound (...)

April 23

News Mixed outlook for L/S Equity Neutral and Short-Selling

Lyxor’s L/S Equity Neutral peer group was down -2.8% year-to-date, hurt by extreme trading conditions and the constituents’ average market beta of 20%. The environment has been challenging for the strategy amid extreme stock volatility and unsettling heavy systematic trading (...)

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