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An investment strategy used by hedge funds: Systematic trading strategy aimed at generating a profit by exploiting short-term trends (e.g. on equity, currency or commodities markets) using futures.
An investment strategy used by hedge funds: Strategically exploiting differences in prices and valuations between related securities, with the general market risk largely being eliminated.
Investment funds that invest their assets in shares of medium-sized companies with mid-range stock market capitalizations and trading turnover.
The duration represents the average length of time for which capital is tied up in the money market investments, bonds and other debt securities in an investment fund portfolio. Largely determines the volatility of the net asset value in the event of interest-rate fluctuations. Unlike the residual term to maturity, the duration also takes into account returning cash flows from interest payments.
Merger of two or more units/shares to form one new unit/share of the same class (opposite of split).
An investment strategy used by hedge funds: Anticipating expected changes in the prices of various securities in the case of corporate mergers.
Minimum amount required for an order for an initial acquisition of units/shares by an investor who is not already invested in the fund.
Minimum amount required for additional acquisitions of units/shares by an investor who is already invested in the fund concerned.
These products invest their assets primarily in fixed-term deposits, fiduciary investments, money market instruments (banker's acceptances, certificates of deposit, commercial paper, Treasury Bills), and securities with a term to maturity not exceeding 12 months.
An investment strategy used by hedge funds: Combination of different strategies for risk diversification reasons (popular strategy in the case of funds of hedge funds, which spread their assets over various target funds that pursue different strategies).