Hedging style factors L/S

Hi guys,

So I am running a long short portfolio for a while, and although I have quite decent returns, I am more and more interested in the way big L/S funds operate.

For the past year I have only been hedging out beta and now size (since I had some losses when small caps rallied), and got fairly well returns by adjusting sector exposure.

One thing I can’t wrap my head around is the fact that there are a lot of funds that aim to hedge out a lot of style factors such as quality/value/low vol/momentum etc. The reasoning behind this is unclear to me, yes I understand by hedging these out you get more uncorrelated returns and your portfolio vol goes down, but for example, wouldn’t you always want to be long high quality stocks and short junk? It seems to me that you always want multifactor exposure on the long side to these risk factors and low exposure to these risk factors on the short side, or isn’t this the way these funds operate? It also feels like by hedging out all these style factors you also severely limit your amount of investment opportunities. It seems hard to believe that if you need to hedge out size, sectors, and all the style factors, you can make the optimal stock pick.

Also if you run a personal L/S portfoli of 12 to 16 names, would you want exposure to these factors on the long side or would you hedge them out like a fund would? Or would you want to time these factors? If not, could you maybe look at the volatility between the hi-lo of the factors, for example, if high quality/low quality ratio chart is very volatile over the past months, but large cap/small cap is not, that you then decide you are not hedging size but you are quality?

I'd like to hear your thoughts

Thanks!

4 Comments
 
Most Helpful

I don't know why people think all PMs at the big funds run mostly factor-neutral books. Someone correct me if I'm wrong but unless you are at Citadel where they literally force you to adhere strictly to their limits, most other places give you flexibility and many of the best PMs are paying attention to exposures but not as rigorously as people think they do. 

To your question, though, the reason they might look to hedge out most factors is because of their holding period. On a long enough horizon, you want to have factor exposure on the long side, but if you are getting in and out of a position weekly or monthly, volatility, R/R, and what drives the stock are completely different. 

 

Ngl - even at citadel some of the factor exposure hedging is bogus. You just need a certain amount of idiosyncratic/residual risk and the rest is all yolo. I disagree with the notion of wanting to always be long quality. Yeah most have some quality bias but trust me when I say things can go tits up if you you’re tilted heavily that way. Rotations can hurt really bad. So sometimes it’s worth being short quality or long some non quality companies where you have a negative or positivr view on actual fundamentals. Helps smoothen vol and keep your career afloat longer lol 

 

There's so much money in that space following the same exact trades, some people have alluded to overcapacity, even market netural you're susceptible to what they do

2007 is one example of what could happen and that was when the strategies were less popular

They could also all underperform at the same time, some funds from aqr where you can see this

 

Ullam id est sed natus voluptate incidunt. Ipsa minus repellendus tempore est eveniet mollitia. Voluptatum qui aut et vel voluptates quia.

Ipsum deserunt cupiditate quibusdam molestiae est velit nobis. Quibusdam enim deleniti unde dolorem voluptatem. Eaque dolorum praesentium magni dolorem laborum dolorum esse. Eum et voluptas natus officiis dolore. Optio reprehenderit corrupti fugiat quasi at numquam iusto numquam.

Quia voluptates sed necessitatibus tempora similique nisi fugit. Quas non aut vero ut ab aperiam labore. Totam maiores pariatur ut minima sint. Officia voluptas sed delectus sint.

Career Advancement Opportunities

May 2026 Hedge Fund

  • Point72 99.0%
  • D.E. Shaw 98.1%
  • Citadel Investment Group 97.1%
  • AQR Capital Management 96.2%
  • Magnetar Capital 95.2%

Overall Employee Satisfaction

May 2026 Hedge Fund

  • Magnetar Capital 99.0%
  • Millennium Partners 98.1%
  • D.E. Shaw 97.1%
  • Blackstone Group 96.1%
  • Citadel Investment Group 95.1%

Professional Growth Opportunities

May 2026 Hedge Fund

  • AQR Capital Management 99.1%
  • Point72 98.1%
  • D.E. Shaw 97.2%
  • Citadel Investment Group 96.2%
  • Magnetar Capital 95.3%

Total Avg Compensation

May 2026 Hedge Fund

  • Portfolio Manager (9) $1,648
  • Vice President (27) $464
  • Director/MD (12) $423
  • NA (9) $320
  • Engineer/Quant (86) $288
  • 3rd+ Year Associate (26) $284
  • Manager (4) $282
  • 2nd Year Associate (32) $253
  • 1st Year Associate (76) $192
  • Analysts (240) $181
  • Intern/Summer Associate (28) $146
  • Junior Trader (5) $102
  • Intern/Summer Analyst (282) $96
notes
16 IB Interviews Notes

“... there’s no excuse to not take advantage of the resources out there available to you. Best value for your $ are the...”

Leaderboard

1
redever's picture
redever
99.2
2
kanon's picture
kanon
99.0
3
BankonBanking's picture
BankonBanking
99.0
4
Secyh62's picture
Secyh62
99.0
5
DrApeman's picture
DrApeman
98.9
6
Betsy Massar's picture
Betsy Massar
98.9
7
dosk17's picture
dosk17
98.9
8
CompBanker's picture
CompBanker
98.9
9
GameTheory's picture
GameTheory
98.9
10
bolo up's picture
bolo up
98.8
success
From 10 rejections to 1 dream investment banking internship

“... I believe it was the single biggest reason why I ended up with an offer...”