(HedgeCo.Net) One of the most important—and least publicly discussed—stories shaping the largest U.S. hedge funds in early 2026 is not a specific trade, but a staffing arms race: macro talent is being hoovered up across the industry, with an emphasis on rates, FX, and cross-asset volatility expertise.
The reason is straightforward. The macro environment has become structurally tradable again.
For years, central bank dominance compressed volatility, flattened opportunity sets, and reduced t...
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