Just checking that I can upload graphs now! Yaay...
This is the graph of factor loadings of Emerging Markets Hedge Funds... interesting how much of their returns can be explained by BRIC MSCI, Put Call ratio, Istanbul Index, Fama French Size Factors, and U.S. GDP growth...
We did know that there is little diversification in EM funds, but we didn't know that the EM funds were quite dependent on the U.S. GDP to this extent...
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