Hedge fund trading strategies
Date of Issue2009
School of Electrical and Electronic Engineering
Hedge Funds are becoming increasingly popular investment vehicles because of their superior returns on investment. With growing popularity comes curiosity about the trading strategies used by hedge funds and the reasons for their success. This project examines in detail the ten most popular hedge fund strategies and tests their success within some choice market scenarios. A parallel phenomenon to the growing popularity of hedge funds is their migration from mature markets in the west to developing markets such as Asia. Singapore in particular is trying to position itself as an Asia hub for these hedge funds. This project assesses the feasibility of the aforementioned strategies within the SGX. Also it identifies potential improvements to the SGX that could further entrench Singapore as the destination of choice for these hedge funds. Lastly, the project deals with some additional areas related to the core of the project such as the future trends in hedge fund trading strategies, statistical biases in hedge fund indices and principles involved in risk rating a hedge fund.
Final Year Project (FYP)
Nanyang Technological University