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Hedge Fund Strategy of the Month – Fixed Income Arbitrage

August 28th, 2007 by Stephen Roman

From the Financial News linked in FierceFinance:

The fixed income arbitrage index was up 0.31%. Each of the other nine strategies covered by Credit Suisse/Tremont lost money over the same period.The overall investable hedge fund index published by Credit Suisse/Tremont was down 1.54% for the first two weeks of August.

However, many individual hedge funds following the fixed income arbitrage strategy lost money, including seven of the 10 that reported their results for the first 10 days of August.

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