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Overview of Hedge Fund Strategies and Styles
Detailed introduction to hedge fund strategies and styles—Long/Short Equity, Global Macro, Relative Value Arbitrage, Event-Driven, Managed Futures (CTA), and Multi-Strategy—highlighting objectives, key risks, and common hedging tools. Ideal for CFA Level I candidates and finance professionals.
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Legal Structures, Lock-Ups, and Liquidity
A comprehensive guide to hedge fund legal structures, lock-up periods, and key liquidity considerations for portfolio managers and investors.
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Operational Due Diligence and Manager Selection
A comprehensive guide that explores the critical operational due diligence aspects of hedge fund investing, emphasizing governance, infrastructure, risk controls, and best practices to help CFA candidates and professionals make informed manager selection decisions.
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Evaluating Performance, Skill, and Benchmarking
Explore how hedge funds measure and benchmark performance, distinguish genuine skill, and analyze risk-adjusted returns.
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Prime Brokerage and Counterparty Risk
Explore how prime brokers support hedge funds with leverage, securities lending, and custody services, and learn to mitigate counterparty risk through diversification, collateral management, and robust regulatory practices.
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Risk Parity Strategies and Multi-Strategy Funds
Learn how hedge funds utilize risk parity principles, leverage, and multi-strategy approaches to diversify across asset classes and trading styles, manage risk, and enhance returns.
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Market Microstructure and High-Frequency Trading
An in-depth exploration of the mechanisms behind modern trading environments, focusing on how hedge funds leverage high-frequency trading strategies.
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Behavioral Biases in Hedge Fund Management
Explore how overconfidence, anchoring, confirmation bias, and herd instinct influence hedge fund decisions, and discover practical strategies to mitigate these behavioral traps.
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Volatility and Tail-Risk Management Strategies
A comprehensive look at hedging approaches against extreme market movements, including out-of-the-money options, variance swaps, and volatility arbitrage.
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Factor-Based and Alternative Beta Approaches
Discover how factor-based strategies and alternative beta exposures help hedge fund managers generate returns beyond traditional market risks. Explore smart beta, risk premia, factor timing, and pitfalls like overcrowding and factor drawdowns.
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Event-Linked Instruments and Reinsurance Securitizations
Explore the mechanics of event-linked instruments such as catastrophe bonds, their triggers, diversification benefits, and hedge fund portfolio fit.
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Constraint and Thematic Hedge Fund Mandates
Explore how hedge funds use targeted constraints and specialized themes, such as ESG or tech-focused mandates, to align strategies with client or regulatory requirements. Examine key challenges, risk management, and potential style drift, along with real-world examples and best practices.
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Technology Infrastructure and Quantitative Tools
Explore how hedge funds leverage robust technology infrastructures and quantitative tools to streamline operations, enhance risk management, and generate alpha through systematic insights.
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Tax-Efficient Offshore Domiciles
This in-depth article explores the strategic considerations, regulatory nuances, and best practices behind setting up tax-efficient offshore domiciles for hedge funds, focusing on common jurisdictions, master-feeder structures, FATCA/CRS compliance, and risk management. Gain clarity on how managers balance investor preferences, legal compliance, and market perception in these specialized vehicles.
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Interpreting Regulatory Filings and Reports
Explore how hedge funds report to regulators, the nuances of Form PF and Annex IV, and how to glean deeper insights about leverage, risk, and strategy from required filings.
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Succession Planning and Fund Lifecycle Management
Discover essential strategies for hedge fund succession planning, key-man risk, and comprehensive fund lifecycle management to ensure sustained growth and investor confidence.