Hedge Funds Are Back!20201130122213

Hedge Funds Are Back!

mmamoumaniNovember 30, 20200 comments
While pundits love to beat up on hedge funds these days, hedge funds may have a more compelling opportunity set today and the hurdle to demonstrate va...
The Case For Replication Of Equity Long/Short Hedge Funds20200106115405

The Case For Replication Of Equity Long/Short Hedge Funds

Dave DiamondJanuary 6, 2020, 0 comments
In the wealth management space, many allocators are confronted with a dilemma:      ...
The Case For Replication Of Managed Futures Hedge Funds20191205095358

The Case For Replication Of Managed Futures Hedge Funds

Dave DiamondDecember 5, 2019, 0 comments
Factor-based replication of managed futures hedge funds may solve the two principal issues with investing in the space. First, replication of a portfo...
Trend-Following Index Managers Have So Far Failed to Replicate Managed Futures’ Performance20191121133911

Trend-Following Index Managers Have So Far Failed to Replicate Managed Futures’ Performance

Dave DiamondNovember 21, 2019, 0 comments
The evidence that investors can reliably replicate managed futures' performance with low cost, trend-based indices is scant. To read more, click here&...
Understanding The Key Landmines In Liquid Alternatives20191004143610

Understanding The Key Landmines In Liquid Alternatives

Dave DiamondOctober 4, 20190 comments
A version of this first appeared in Absolute Return here Investors are understandably frustrated with liquid alternatives. The average liquid alternat...
Should Fundamental Investors Own Managed Futures Today?20190909174403

Should Fundamental Investors Own Managed Futures Today?

Dave DiamondSeptember 9, 2019, 0 comments
Like most of you, I am a fundamental investor at heart. I started my career in the hedge fund business working for famed value investor Seth Klarman (...
Rethinking Managed Futures in a Low Fee World20190708012104

Rethinking Managed Futures in a Low Fee World

mmamoumaniJuly 8, 2019, , 0 comments
Managed futures as a strategy (before high hedge fund fees) has delivered strong performance since 2000 – higher returns than equities with far lower ...
The practitioner’s guide to investing in managed futures20190619052608

The practitioner’s guide to investing in managed futures

mmamoumaniJune 19, 2019, , 0 comments
Plenty of white papers extoll the diversification benefits of investing in managed futures strategies.  Those papers principally highlight long-term s...
Generation two liquid alternatives20180912213647

Generation two liquid alternatives

mmamoumaniSeptember 12, 20180 comments
Executive Summary Generation One liquid alternatives suffered from three issues: poor performance, high fees and/or unpredictable results. Dissatisf...
Six Reasons To Replicate Hedge Funds20180611110106

Six Reasons To Replicate Hedge Funds

mmamoumaniJune 11, 20180 comments
In this recent article in AlphaWeek, Beachhead Capital’s Andrew Beer makes the case for hedge fund replication and describes how replication str...
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