A new Hedgeweek report provides intelligence on the leading developments at the world’s 30 largest hedge funds, ranked by assets under management. As the report explores, scale has become increasingly vital for top managers.
Massive resources allow mega-funds to contend with soaring pay for top trading talent and remain on the cutting edge. However, size also breeds considerable expectations and pressure to deliver consistent returns.
Key findings in the report include:
- The dominance of quantitative strategies among the largest funds
- Intensifying demand for data scientists, programmers, and PhDs
- Expansion into private markets as public equity performance languishes
- Growing attention to ESG integration even among fundamentally driven managers
While scale empowers the leading hedge funds, it also creates challenges to preserve alpha-generating edge. By tracking trends at the top tier, other managers can identify what strategies and talent are propelling these asset-gathering giants. Access the full Hedgeweek report here for detailed analysis of the developments shaping the world’s largest hedge funds. This intelligence can help managers of all sizes chart their own course in 2024 and beyond.
