Hedge Fund Trading Strategies

While the objectives of all Hedge Fund Managers are essentially identical – the pursuit of an absolute return in all market environments – the range of trading strategies employed by them to achieve that objective is vast.

Some use Derivatives heavily, some not at all. Some strategies are leveraged, some are not. Some strategies are hedged, some are not. This interactive one day programme offers a thorough walk through the range of different approaches employed..

At the end of this course you will be able to:

  • Understand how Global Macro & Managed Futures Funds trade in these markets
  • Appreciate the role of Distressed Debt in today's Bond markets
  • Understand the differences between Risk, Convertible, Credit and ADR Arbitrage
  • Understand the rationale for employing the Fund of Funds approach
  • Identify which styles should perform best within a given market environment & the difference between Directional & non-Directional strategies

Who will benefit?

Valuable not only to anyone in a role involved with the administration or marketing of Hedge Funds, but also to investment professionals – e.g. Custody, Compliance, Fund Management – who need to be aware of the increasing presence of these investment vehicles in today's marketplace, and client demand for such exposure.

Course Length: 1 day

Available Dates:

There are no dates in the calendar for this course.

Please contact us for availability.