Invest in a hedge fund? It's easier than you'd think. Interactive Brokers now offers individuals with $25,000 or more the opportunity to invest in hedge funds.
If this appeals to you, please use caution. In 2011, several hedge funds did not fare so well. Other sources refer to this as well. Cheers.
Disclaimer: Please only use this information with a grain of salt and at your own risk / for educational purposes. I am not an investment advisor so please seek professional help if that's what you're looking for.