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I'm bullish on hedge funds

41 点作者 gearhart超过 8 年前

9 条评论

seibelj超过 8 年前
My understanding of a hedge fund is simply an organization that is given the freedom to make any type of investment using any type of strategy they want[0]. They raise millions, and for a set period of time the people who gave them the millions cannot pull it out, allowing them to execute strategies that may not make any money for several years, which is different from a traditional investment organization.<p>So all the author is saying is that giving a &quot;black box&quot; a lot of money, and letting it opaquely invest however it wants, will be a winning investment strategy in the future, even though right now it isn&#x27;t working out so well.<p>[0] Of course they have documents that explain the strategy, agree to certain things, etc. I&#x27;m simplifying it a bit.
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unknown_apostle超过 8 年前
I’m bullish on any investor who:<p>* stays away from the pressure to be &quot;with it&quot; every quarter<p>* stays away from stuff that everyone is talking about<p>* stays away from short term thinking (like real time datasets)<p>* stays away from statistical artefacts and spurious relations (aka “huge amounts of data”)<p>* stays away from stuff where they don&#x27;t understand the basic business models<p>* stays away from stuff that is built on promises<p>* stays away from mostly all hedging, other than paying the proverbial 50c for a dollar<p>* stays away from diversification &quot;just because&quot; (looks at each individual investment on its own merits)<p>* stays away from arbitrary limitations on asset types or sectors<p>* stays away from short selling (or situations where you can loose more than what you put in)<p>* stays away from giving or taking tips on individual investments<p>* even stays away from feeling they have to kick ass every quarter (if you just can&#x27;t find anything good... do nothing)<p>* instead just focuses on not loosing big quantities of his&#x2F;her own money<p>* tries to keep costs down (less data, less trading, no hedging, low fees, less dealing with currency exchange)<p>* doesn&#x27;t worry about volatility or even enjoys it<p>* has a few large winners and then some smaller potential winners<p>That may exclude most if not all funds, hedged or otherwise.<p>Also: in my experience every 19 year old and his dog now tend to consider themselves &quot;macro traders&quot;. It’s an indication of how extremely financialized the entire world has become since the 80s. That in itself bodes ill for the 2 and 20 crowd.
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jomamaxx超过 8 年前
Sadly, most of the history of hedge funds it would seem relates to winning in &#x27;zero sum games&#x27;.<p>i.e. a waste of human potential.<p>Obviously there are side benefits: market liquidity, rational pricing, &#x27;market making&#x27; for specific activities, the ability to allocate resources in more exotic ways etc. but by enlarge it doesn&#x27;t look good.<p>It&#x27;d be nice to see more opportunity in growing the pie rather than fighting for the same pieces.
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crdoconnor超过 8 年前
This guy sells products to hedge funds.
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lordnacho超过 8 年前
Sounds mostly like gibberish to me, sorry to say it.<p>&gt; By the 90s, hedge funds were back, this time capitalising on advances in sheer computing power that permitted real-time pricing of instruments in volumes never previously possible. By introducing more and more complex derivatives and so increasing the difficulty of pricing the market, hedge funds managed to maintain this source of alpha almost until 2000.<p>There are very few funds who make a living pricing complex derivatives. I used to work in a couple of funds that traded derivatives, and quite often we had to explain to people what volatility trading was. Generally, the more complex it is, the more the market maker will charge you in spread for trading it.<p>It&#x27;s also not computing power that allows you to make money trading them. A few numerical PDE solvers do not take a huge amount of computing power (or indeed data) to calculate. The people who make money off it are the ones who manage to sell a product to a client at a price the client doesn&#x27;t understand. I wouldn&#x27;t use &quot;complex derivatives&quot; as speculation vehicles (&quot;I&#x27;m bullish&#x2F;bearish -&gt; trade&quot;) in themselves.<p>&gt; Even as the market caught up and the potential for alpha withered for hedge funds in the early 2000s, these newly-technically-savvy funds shifted their focus to speed; driving in the era of the hyper-successful HFT firm that drew massive, riskless profits from the sheer speed at which they could capitalise on arbitrage opportunities.<p>HFT firms are not hedge funds. I&#x27;m sitting in the offices of one right this minute, writing code for a strategy. It&#x27;s not something outside people can invest in. I wouldn&#x27;t say the profits are riskless either, they&#x27;re just not traditional risks that you list in a finance course.<p>&gt; The winners in this market will require many of the skills that have been required before - deep market understanding, strong technical competence and grounded, balanced leadership - but they will also require a new skill; the ability to acquire, make sense of and apply these new data sets.<p>Gibberish. You need to know what you needed to know, but also to be open to new situations?<p>There&#x27;s no discussion here of how various styles generate their alpha. What do macro guys do? Surely not complex derivatives and HFT? What about special situations? And activists?
inthewoods超过 8 年前
I don&#x27;t know why anyone is bullish on hedge funds just based on their numbers. Bottomline, there will always be successful hedge funds, but your chance of identifying the winners before hand is challenging to say the least. Add their costs and &quot;heads I win, tails you lose&quot; fee structure and I&#x27;m really not interested.
chrismealy超过 8 年前
The point of hedge funds is that the US government will allow very rich people to pay super high fees on poorly regulated investments.
lintiness超过 8 年前
hedge funds with less limiting investment &quot;thesis&quot; tend to massively outperform bear markets. long s&amp;p500 index funds (all the rage) has been a great strategy since the last real market downturn (7 years), it won&#x27;t look so ironclad ingenius when stocks take their inevitable 2 year 30-50% dip.
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YPCrumble超过 8 年前
What hedge funds are really good at is creating a tax strategy for the rich. Let&#x27;s say you have a business and you want to pay less tax. You talk to a hedge fund.<p>The hedge fund says, let&#x27;s convert all your earnings that should be taxed at the short term gains rate and convert them to long-term capital gains!<p>The hedge fund takes two well-correlated stocks, let&#x27;s say Coke and Pepsi. They make a hedge going long Coke and short Pepsi. The hedge doesn&#x27;t make or lose money, but you engineer the hedge so that you hold your long Coke shares 366 days (long-term). You sell your Pepsi shares after 364 days (short-term).<p>You haven&#x27;t made any money, but you&#x27;ve engineered short-term capital losses and long-term capital gains. Of course you&#x27;ve created your hedge such that your short-term losses offset your business&#x27; short-term gains. Now your profits are in the long-term Coke stock, and rather than paying a 50% marginal tax rate, you pay 20%.<p>Yay hedge funds!
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