Hedge funds added bearish bets in Japanese stocks at the fastest pace in over five years for a week between Aug. 2 and Aug. 8, as the Nikkei on Aug. 5 faced ...
NEW YORK - Hedge funds added bearish bets in Japanese stocks at the fastest pace in over five years for a week between Aug. 2 and Aug. 8, as the Nikkei on Aug. 5 faced the worst day for the index since Black Monday in 1987, Goldman Sachs said in a note on Friday.
Goldman Sachs said hedge funds' net exposure to Japanese equities was on Thursday at 4.8%, down from 5.6% a week earlier. Global equity fundamental long/short hedge funds were down 1.34% for the week amid the market rout, while systematic long/short funds rose posted gains of 0.77%.“A trained, qualified lifeguard should have identified that and made instant contact with that person to provide them flotation, get them out of the water.
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