Hedge Funds Turn “Net Long”

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Hedge Fund Managed Futures

Hedge Funds Turn “Net Long”

hedgeco

3 months ago

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(HedgeCo.Net) A decisive shift in hedge fund positioning is rippling across global markets. After nearly two months of defensive posture and elevated short exposure, U.S. hedge funds have officially turned net long, marking a critical inflection point in sentiment, capital allocation, and risk appetite. According to a closely followed client note from Goldman Sachs, managers are aggressively covering bearish positions and adding exposure across equities, credit, and macro assets—signaling growin...

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