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Thursday, June 10, 2010

Hedge Funds, Correlation and the Broader Market

Back in January I made a brief point in a CNBC interview that, when looking for zero correlation assets, one would do well in considering the degree to which hedge funds in general tend to behave with a high degree of correlation to the broader equity markets. My point was that one of the few true asset classes with zero correlation to any market is, in fact, life policies.

A favorite source of interesting analysis and commentary has posted a very interesting analysis on hedge fund vs S&P correlation and I suggest you head over and take a look. Read more...
posted by Charles Monat Associates at 5:41 PM


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