What % of hedge funds make money? Are SOME really as clueless as retail?

Discussion in 'Trading' started by iamnewuser911, May 24, 2018.

  1. truetype

    truetype

    Your link-salad (mostly about mutual funds - wtf?) is irrelevant. It's easy enough to find (for instance) Credit Suisse Hedge Fund Index's methodology. "Funds are not excluded until they liquidate or fail to meet the reporting requirements." And the index isn't back-adjusted.
     
    #11     May 24, 2018
  2. zdreg

    zdreg

    hedge funds manipulate as well as mutual funds.
    Feedback
    About this result
    Survivorship Bias - Investopedia
    https://www.investopedia.com/terms/s/survivorshipbias.asp
    Survivorship bias is the tendency to view the fund performance of existing funds in the market as ... Considering hedge funds as part of your investment strategy?

    Hedge Fund Survivor Bias – AlphaBetaWorks Insights
    abwinsights.com/2015/03/26/hedge-fund-survivor-bias/
    Mar 26, 2015 - Conclusions. Historical performance of surviving hedge funds overstates actual average returns by a fifth. Hedge fund survivor bias boosts 10-year nominal returns by 26%, primarily post-2008. Hedge fund survivor bias boosts 10-year security selection returns by approximately 15%.
    Hedge Funds | Survivorship Bias - The Financial Encyclopedia
    https://www.investment-and-finance.net/hedge-funds/s/survivorship-bias.html
    Survivorship bias raises a major concern for investors in hedge funds. If it is significant, then the historical return record of the average surviving fund is higher than the average return of all funds over the sampled period.
    [PDF]What is 'survivorship bias' - Vanguard
    https://www.vanguard.co.uk/documents/adv/literature/survivorship-bias.pdf
    How survivorship bias works. Survivorship bias occurs when an analyst calculates the performance results of a group of investments, such as funds or individual.

    [PDF]Hedge Funds: Attrition, Biases and the Survivor Premium - QUT ePrints
    https://eprints.qut.edu.au/24351/1/24351_bianchi_2007003512.pdf
    by R Bianchi - ‎2006 - ‎Cited by 3 - ‎Related articles
    The mutual and hedge fund literature demonstrates that this simple but subtle restriction by the researcher tends to cause survival requirements on the data which tends to induce biases in mutualfund and hedge fund performance estimates. methodology to comprehensively measure this form ofbias.
    Hedge fund indices' accuracy in question - Financial Times
    https://www.ft.com/content/16e4fb60-46ad-11e0-967a-00144feab49a
    Mar 6, 2011 - Survivorship bias reflects the tendency of some data providers to merely reflect the returns generated by existing hedge funds, a potentially big ...
    Survivorship bias - Bogleheads
    https://www.bogleheads.org/wiki/Survivorship_bias
    Jump to Hedge fund survivorship bias - Kat and Guarov report the following conclusions regardinghedge fund attrition and survivorship bias for the period ...
    [PDF]Hedge Funds: Attrition, Biases and the Survivor Premium - European ...
    www.efmaefm.org/0EFMAMEETINGS/.../2006-Madrid/papers/816799_full.pdf
    by RJ Bianchi - ‎Cited by 3 - ‎Related articles
    Abstract. This study examines attrition, biases and the survivor premium of hedge fund returns for the period 1994-2001. We estimate an attrition rate of nearly 9 ...
    Survivorship Bias: Why Most Investors Should Own Index Funds ...
    https://www.barrons.com/.../survivorship-bias-why-most-investors-should-own-index-...
    Feb 3, 2014 - Survivorship Bias: Why Most Investors Should Own Index Funds. By ... If a mutual fund performs poorly and is shut down, it will take its poor record to the grave. ... A Cheat Sheet on What Stocks Hedge Funds Are Buying ...
    Hedge fund biases after the financial crisis | Managerial Finance | Vol ...
    https://www.emeraldinsight.com/doi/full/10.1108/03074351211188349?fullSc=1
    The purpose of this paper is to explore how hedge fund database biases .... Several empirical studies calculate survivorship bias in hedge fund index returns.


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    #12     May 24, 2018
  3. zdreg

    zdreg

    exactly the point. adios.
     
    #13     May 24, 2018
    murray t turtle likes this.
  4. Sig

    Sig

    What percentage of people who don't invest in hedge funds have any idea what correlation in returns is and why institutional money that does invest in hedge funds cares about it far more than absolute returns? Antecdotally it would appear to approach 100%!
     
    #14     May 24, 2018
  5. zdreg

    zdreg

    I gave you a list to research, which unlike you who shows nothing and tell others to do the work. it is typical of a snake oil salesman. market surfer was the master of that technique. he is gone now.
    time will tell.
     
    #15     May 24, 2018
  6. comagnum

    comagnum

    #16     May 25, 2018
    murray t turtle likes this.
  7. carrer

    carrer

    Any comparison of the index fund vs. let's say top 10 largest hedge funds?
     
    #17     May 25, 2018
    murray t turtle likes this.
  8. newwurldmn

    newwurldmn

    David good boy was a troll. Just because he used his real name doesn’t make him not a troll.

    Truetype is contructive to this forum. Thanks for changing.
     
    #18     May 25, 2018
  9. srinir

    srinir

    Are you saying marketsurfer and @truetype are same person?
     
    #19     May 25, 2018
    schweiz likes this.
  10. Are some really as clueless as retail ?

    If you mean do 90% lose 90% of their clients money in 90 days .. no.
     
    #20     May 25, 2018
    schweiz, comagnum and murray t turtle like this.