I am looking for a survey book on general hedge fund strategies, preferably on the quantitaitive side. An ideal book would survey common hedge fund strategies (e.g. fixed income arb, volatility arb) and be somewhat on the technical side.

  • 5
    $\begingroup$ "Expected Returns" by Ilmanen may not be exactly that, but worth having a look. $\endgroup$
    – rbm
    Commented Nov 17, 2017 at 9:48
  • 2
    $\begingroup$ Very few people know both Fixed Income Arb and [Equity] Volatility Arb, so unless john meriwether writes a book... $\endgroup$
    – nbbo2
    Commented Nov 17, 2017 at 13:24
  • $\begingroup$ @noob2, since you mentioned FI - what are top quant funds, that specialize in FI? Or for FI being "quant" is not so well defined, as, say, for equities? $\endgroup$
    – LazyCat
    Commented Nov 17, 2017 at 21:26
  • 2
    $\begingroup$ @noob2 If John Meriwether wrote a book it’s not completely clear that one should follow any of the advice in it... $\endgroup$ Commented Jan 17, 2018 at 10:09

2 Answers 2


"Active Equity Management" gives a decent coverage for US equities.



I would recommend most recent aggregation of the literature on hedge funds (or Alternative Investment Vehicles). It's very useful and considers all topics related to hedge funds performance/performance persistence and their statistical properties:

"Recent advances in hedge funds' performance attribution: Performance
persistence and fundamental factors"

by Dimitrios Stafylas, Keith Anderson, Moshfique Uddin

Published in the International Review of Financial Analysis [highly respected 3 star journal]

You can find it here

  • $\begingroup$ This does not really answer the question which is not about performance attribution but about the strategies themselves. $\endgroup$ Commented Feb 22, 2018 at 15:38
  • $\begingroup$ Please respect the be nice policy. $\endgroup$
    – Bob Jansen
    Commented Feb 23, 2018 at 8:14

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.