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Definition of 'Macro-Hedge'
An investment technique used to eliminate the risk of a portfolio of assets. In most cases, this would mean taking a position that offsets the whole portfolio. But this technique is difficult in practice because there is rarely one asset that will offset the risk of a broader portfolio, so applying a macro-hedge most likely requires taking an offsetting position in each individual asset.
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Investopedia explains 'Macro-Hedge'
Here's an example of a macro-hedge: an index-fund manager believes there will be a loss in the index in the upcoming period. To eliminate the risk of a downward turn in the index, the manager can take a short position in the index fund's futures market that will lock in a price for the index.
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Search results for 'Macro-Hedge'
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http://www.investopedia.com/university/financial-careers/financial-careers9.asp
... Broader mandates, such as a multi-asset class strategy or a global macro hedge fund,
might also be managed by someone with a research analyst background, but ...
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http://www.investopedia.com/articles/financial-theory/09/how-soros-does-it.asp
... While most global macro hedge fund traders are relatively quiet types, avoiding
the spotlight while they earn their fortunes, Soros has taken very public ...
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