21 May 2019
In a recent article for Investment and Pensions Europe, experts from Credere Capital, MAN Group, Aspect Capital and Blackstone, amongst others, were asked how advances in algorithmic trading could be expected to impact the hedge fund industry.
Oliver Dobbs, CIO of Credere Capital responded that the rise of the machines combined with the decline of investment banking trading, has led to an unprecedented level of event-driven opportunities. He notes that the prevalence and growth of algorithmic trading across the globe is creating fresh inefficiencies across asset markets. From mispricing around new capital raises to regulatory change, shareholder buy-backs, security issuance and capital restructuring, he states that there has never been more fertile ground to unearth sources of uncorrelated alpha.
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The full text of the article can be viewed here.