All About Alpha – Aureliano Gentilini and Massimo Maurelli, two managing partners of Mathema S.R.L., an Italy-based consultancy, have prepared a report on the Global Investment Outlook, as of December 2011 aimed at potential hedge fund investors, and broken down strategy-by-strategy.
The short version: they are positive on just two of the ten hedge fund strategies they discuss. One of these, and the only one on which they are unequivocally positive, is fixed income arbitrage.
