“A couple of trends have been developing in the hedge fund space that are worth noting. It seems that institutional investors (and fund of funds managers) continue to support the so-called “market neutral” strategies. Typically these funds will run a leveraged portfolio on a gross basis but try to neutralize it via long/short stocks or stock indices. They tend to use various beta weighted measurements to determine how stocks will respond to market movements in order to construct what they view as a “neutral” book.”
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