Sign up for free newsletter

 

The Newedge Macro Trading Index (Quantitative), which represents quantitative macro strategies, rose 2.31% in September, marking the index’s best month since July 2012.

In addition, the top YTD performer through September remains the Newedge Commodity Trading Index (Equity), which has returned 16.08% over the nine-month period.
 
The Newedge CTA, Trend, and Short-Term indices fared poorly in September, finishing down 0.97%, 0.59% and 2.08%, respectively.
 
Ryan Duncan, Global co-head of Newedge’s Advisory Group for Alternative Investment Solutions, says: “September returns of the Newedge Indices were mixed.  Performance amongst constituents remains dispersed as well.  In 2013, the average pairwise correlation amongst the constituents of the CTA Index is low at 0.30.  In addition, top and bottom performing strategies are separated by over 22 per cent.”
 


Subscribe to free daily newsletter
latestjobs
Lead C++ Software/Hardware Engineer

Fri, 27 Feb 2015 00:00:00 GMT

Private Equity Analyst

Fri, 27 Feb 2015 00:00:00 GMT

Full Stack Developer – Ruby on Rails

Fri, 27 Feb 2015 00:00:00 GMT

events
2 days 11 hours from now - Florida
5 days 11 hours from now - San Francisco
5 days 11 hours from now - London
specialreports