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如果你对对冲基金的基本状况和主要策略有了一定的了解,那么你知道如何挖掘优秀的对冲基金么?市场中性策略,是对多头和空头同时进行操作,对冲投资组合的系统性风险,以获得与市场组合相关性较低的超额收益的策略。由于市场中性策略会在对冲市场风险的同时,也对冲掉了市场风险所带来的收益,只保留相对稳定的Alpha收益,故市场中性策略对冲基金一般呈现低风险低收益的特征。
If you have some understanding of the fundamentals and key strategies of hedge funds, then you know how to find good hedge funds? The market-neutral strategy is to operate both long and short positions to hedge the systemic risk of the portfolio, In order to obtain a low correlation with the market excess return strategy. Because the market neutral strategy hedges the market risk, it also flushes the returns from the market risk and retains only the relatively stable Alpha income. Therefore, the market neutral strategy hedge funds generally have the characteristics of low risk and low return.