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New Study Forecasts Hedge Fund Trading to Withstand Greater Scrutiny, Tougher Markets

Jul 17, 2013
Joey Peters

Regulatory scrutiny by the SEC and the brutal dogfight for scarce alpha are pushing US hedge funds to implement a more rigorous and formalized trading process, according to a recent report published by New-York based research firm TABB Group. In tandem, hedge funds are working with their sell side counterparts to bring additional cost-efficiency to an industry seeing revenues fall for the fourth straight year. Report officials concluded, based on interviews with 63 separate Hedge Fund Managers managing $301 billion, that the industry needs head traders to continually act as evangelizers for better practices.

Now in its eighth year, the study’s key findings included evidence of a more dramatic than usual shift in presence among the top five overall and top five algorithm brokers in 2012, driven by changes in the sell-side trading landscape and an increased focus on broker relationships over execution performance. In addition, two-thirds of the firms surveyed have already established a formal broker-vote process; among these funds, 70 percent conduct the voting process on a quarterly basis, at a minimum, according to the report. TABB Group is a research and consulting firm focusing on capital markets with offices in New York and London.

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