But the theory didn’t stand up terribly well to the blow-ups of this past summer.
Invesdex is a Bermuda-based alternative investments firm that specializes in providing access to alternative styles through OTC return swaps.
Eye-catching correlation
Invesdex tracked the various hedge fund indices and styles against the leading market indicators through the recent market disruption. Although investors have got used to the idea that all assets are correlated in periods of crisis – they all sink – the degree of correlation found by Invesdex is eye-catchingly high.
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