Hedge Funds
In a time of low yields asset managers are drawn to strategies that will deliver them better returns. Hedge funds are increasingly seen as optimising the balance of fund portfolios while promising the earnings for which investors are striving. Expadis has considerable experience in a diverse range of markets, investment instruments and strategies. Our expertise embraces the full gamut of strategies adopted by hedge fund managers from absolute return to replication strategies.
Whatever the level of risk appetite, our advice extends from:
- Manager Selection and Due Diligence
- Quantitative Analysis and benchmarking
Expadis has a global reach and you can rely on our specialists in the range of disciplines that can combine and coordinate your successful hedge fund strategy.
Equity Hedge
Managers maintain a substantial portion of assets within a hedged structure and commonly employ leverage. Where short sales are used, hedged assets may be comprised of an equal dollar value of long and short stock positions.
CTA & Quant Macro
Managers are something of a hybrid. Macro managers do not rely purely on price movements but consider other factors, ranging from inventories to central bank policies.
Discretionary Macro
Managers utilise financial instruments that are broad in scope and move based on systemic risk. In general, managers focus on currency strategies, interest rates strategies, and stock index strategies.
Commodity
Fund managers use a combination of futures contracts, options and/or swaps on a wide variety of physical goods such as agricultural products, forest products, metals, and energy.
Emerging Markets
While mutual funds typically invest only in stocks and bonds, hedge funds can offer exposure to more sophisticated investments, including commodities, real estate, currencies and derivatives.
