Hedge fund managers are having a hard time making a buck this year, unless they get a boost from a whole lot of market beta. “It's been all about beta this year,” said hedge fund consultant ...

ETF Portfolio Hedging Strategy #2: Turning Beta Into Anti-Beta With BTAL Feb. 25, 2020 11:56 PM ET AGF U.S. Market Neutral Anti-Beta Fund ETF (BTAL) BTAL 43 Comments 14 Likes Dave Dierking, CFA ...

The dedicated short hedge fund has a negative exposure to the market, as it has significant market beta of -0.84. Moreover, it has the highest R-square of 65.69% across all styles of hedge funds.

It seems the annual rite of spring—the fresh launches of smart beta exchange-traded funds that seek to replicate the returns of equity hedge funds. Smart beta ETFs are indeed raking in assets in ...

As the concept of beta has transformed markets, powering the phenomenal rise of passive investing, ongoing research has extended its application. “Alternative beta” can be used to analyze ...

So, I decided to compare Betas for various hedge fund strategies from a Bull Market Period (Jan 2005 – June 2007) to that of a Bear Market Period (Jan 2008 – July 15, 2008).

Although he believes crypto hedge funds merely offer beta exposure, Bernegger is not convinced. He still sees opportunities for alpha generation. "Compared to traditional markets, ...

Dynamic Beta Uses ETFs to Replicate Hedge Funds. Founder Andrew Beer explains how the firm’s main fund has managed to outperform the S&P 500. January 25, 2021 at 1:30 PM EST.

Wall Street has been caught in a vicious circle of woes, led by recent tariff escalations and a slowdown in the economy. This is especially true as the U.S. stocks erased all the gains made post ...