Market Overview, History, Main Strategies
Long/Short, Relative Value, Arbitrage, Directional and other strategies such as Fundamental and Quantitative.
Equity-based Strategies
L/S Equity, Long Bias, L/S Equity Mn, L/S Equity Short Bias, Emerging Markets, Merger Arb/Risk Arb, Equity Mn - Quant, Activist, Multi-strategy - Equity. HFoF Diversified Single Strategy (Multi L/S, Multi Europe).
Exercise: how to pick profitable Equity-based HF strategies.
Fixed Income-based Strategies
Rv Fi, Credit Long/Short - Bonds/Cds, Credit Long/Short - Loans/Lcds, Distressed, High Yield Bonds, Cat Bonds, NBS, ABS, CB Arb, MBS Arb, HFoF Diversified Single Strategy (Fixed Income).
Exercise: how to pick profitable fixed-income-based HF strategies.
Derivatives-based Strategies
Vol Arb, Option-based - Long/Short, other derivatives such as weather, energy, mortality and inflation. HFoF Diversified Single Strategy (Arbitrage).
FX - Futures-based Strategies
Discretionary CTA, Systematic CTA - Trend Follower, Quant, FX Trading, Commodity Trading, HFoF Diversified Single Strategy (Trading)
Structured Finance
CDO, Abs, Asset-based Lending, Asset-based Financing, HFoF Diversified Multi Strategy.
Multi-asset Strategies
Multi-strategy, Global Macro, HFoF Diversified Multi Strategy.
Other Asset-based Strategies
Property-based, Closed-end Fund Arbitrage, Litigation, football/transfer rights, new markets, HFoF Diversified Single Strategy (Arbitrage).
Question & Answer Session and Summary on both days
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Very good. The tutor made the subjects come alive!
Francis Akpata, Eurekahedge
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