Hedge fund trading strategies

Hedge Funds are becoming increasingly popular investment vehicles because of their superior returns on investment. With growing popularity comes curiosity about the trading strategies used by hedge funds and the reasons for their success. This project examines in detail the ten most popular hedge...

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Bibliographic Details
Main Author: Madhav Janakiraman
Other Authors: Wong Jia Yiing, Patricia
Format: Final Year Project
Language:English
Published: 2009
Subjects:
Online Access:http://hdl.handle.net/10356/15763
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Institution: Nanyang Technological University
Language: English
Description
Summary:Hedge Funds are becoming increasingly popular investment vehicles because of their superior returns on investment. With growing popularity comes curiosity about the trading strategies used by hedge funds and the reasons for their success. This project examines in detail the ten most popular hedge fund strategies and tests their success within some choice market scenarios. A parallel phenomenon to the growing popularity of hedge funds is their migration from mature markets in the west to developing markets such as Asia. Singapore in particular is trying to position itself as an Asia hub for these hedge funds. This project assesses the feasibility of the aforementioned strategies within the SGX. Also it identifies potential improvements to the SGX that could further entrench Singapore as the destination of choice for these hedge funds. Lastly, the project deals with some additional areas related to the core of the project such as the future trends in hedge fund trading strategies, statistical biases in hedge fund indices and principles involved in risk rating a hedge fund.