Are Hedge Funds as Diversified as They Claim?

UBS is holding its Diversifying Strategies Forum on 3rd July 2018, at The May Fair Hotel in London. As part of the forum, a panel of fund managers will introduce their funds and explain their investment strategies to the participants. Most if not all of the funds claim to be highly diversified, as such diversity would reduce correlations with the market, preventing hefty losses in the event of adverse market conditions. Hence, the Quantflix team sought to investigate the validity of those claims, and assess