Diverse performance gains for hedge fund strategies in February

Diverse performance gains for hedge fund strategies in February

March 6, 2020 | Margie Lindsay
Tags: arbitrage, commodity trading advisors (CTA), diversified, equity, Event driven, fixed income, fundamental value, healthcare, Hedge Fund Research (HFR), liquid alternatives, long/short, macro, multi-strategy, performance, quantitative, relative value, systematic, trend-following, volatility

During February global equities and commodities suffered steep declines on spreading coronavirus contagion fears.

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