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Indexes

Matteo Andreetto, STOXX

STOXX expands fixed income offering

Tue, 21/02/2017 - 10:31

STOXX Ltd, the operator of Deutsche Boerse Group’s index business and a provider of tradable index concepts, has launched the EURO STOXX 50 Corporate Bond Sector, Rating and Maturity Bucket Sub-Indices. »

ABR Dynamic Funds launches first UCITS V liquid alts fund

Tue, 14/02/2017 - 14:22

Building on its indexing and liquid alternative asset management business in the United States, New York-based ABR Dynamic Funds, LLC has launched its first Irish-domiciled UCITS V fund.  »

Jason Schwartz, Wilshire

Wilshire Liquid Alternative Index gains 0.50 per cent in January

Tue, 14/02/2017 - 10:36

The Wilshire Liquid Alternative Index, which provides a representative baseline for how the broad liquid alternative investment category performs, returned 0.59 per cent in January, outperforming the 0.50 per cent monthly return for the HFRX Global Hedge Fund Index.  »

Ittai Korin, PortfolioScience

PortfolioScience launches Factor Index Construction Toolset

Tue, 31/01/2017 - 09:34

PortfolioScience, a provider of on-demand risk management systems, has launched a Factor Index Construction Toolset via the company's RiskAPI Enterprise platform, which allows users to dynamically construct factor indices based on dozens of fundamental, technical and statistical metrics. »

CBOE launches second social media benchmark index

CBOE launches second social media benchmark index

Mon, 16/01/2017 - 08:33

Chicago Board Options Exchange (CBOE) has launched the CBOE-SMA Large-Cap Weekly Index (SMLCWSM Index), the second in a series of sentiment-based strategy benchmark indices designed to capitalise on short-term market momentum based on Social Market Analytics’ (SMA) social media metrics. »

Keneth Heinz, HFR

Oil, equities and US interest rates push HFRI FWC to record value level in December

Tue, 10/01/2017 - 09:09

Hedge funds posted gains across all strategies in December, with the HFRI Fund Weighted Composite Index (FWC) rising to a record index value level as oil prices surged, equities gained and US interest rates increased into year end. »

SG Prime Services releases 2017 CTA indices constituents

SG Prime Services releases 2017 CTA indices constituents

Wed, 14/12/2016 - 08:29

Societe Generale Prime Services has made three changes to its flagship SG CTA Index for 2017 – one new constituent and two strategy rotations – following its annual CTA indices review. »

Marc Denogent, HFR

HFR to launch HFRI-I futures contract

Mon, 31/10/2016 - 17:25

Hedge fund data provider HFR is at an advanced stage of working with one of the large global derivatives exchanges to develop a new investment product, the HFRI-I futures contract, a contract based on the HFRI-I Fund Weighted Composite Investable Index.  The firm writes that once launched, this will be an industry first.  »

Bill Speth, CBOE

CBOE launches Smile Index based on implied volatilities of S&P 500 options

Thu, 27/10/2016 - 11:00

Chicago Board Options Exchange (CBOE) has launched the CBOE S&P 500 Smile Index, a premium-capture strategy benchmark index based on the steepness of the curve of implied volatilities of S&P 500 Index (SPX) options. »

Stephan Flagel, Thomson Reuters

Thomson Reuters SGX SFI series selected as UOB’s recommended fixed income benchmark

Tue, 25/10/2016 - 10:55

The Thomson Reuters and Singapore Exchange Singapore Fixed Income Indices (TR/SGX SFI) have been selected as the recommended fixed income benchmark by United Overseas Bank (UOB) following the discontinuation of the UOB SGS Index. »

Hillary Clinton

ETX Capital launches US Election News Sentiment Index

Thu, 20/10/2016 - 10:08

ETX Capital has launched the US Election News Sentiment Index, a tool that displays the quantity and tonality of media coverage towards the presidential elections. »

Debra Walton, Thomson Reuters

Thomson Reuters launches Diversity & Inclusion Index

Mon, 26/09/2016 - 13:00

Thomson Reuters has launched a Diversity & Inclusion (D&I) Index, which ranks the top 100 publicly traded companies globally with the most diverse and inclusive workplaces, as measured by 24 metrics across four key categories. »

Sol Waksman

Barclay Hedge Fund Index up 0.65 per cent in August

Tue, 20/09/2016 - 16:18

Hedge funds gained 0.65 per cent in August according to the Barclay Hedge Fund Index compiled by BarclayHedge. Year to date, the Index is up 3.37 per cent. »

New AlphaClone indices look to capture high conviction hedge fund holdings

New AlphaClone indices look to capture high conviction hedge fund holdings

Wed, 14/09/2016 - 13:25

AlphaClone, a provider of alpha-seeking active indexes for long-term investors, has launched the AlphaClone Small Cap Index and AlphaClone Value Manager Index. »

HFR chooses Risk-AI software for HFR index factsheets

HFR chooses Risk-AI software for HFR index factsheets

Fri, 09/09/2016 - 13:29

Risk-AI is now the official provider of Hedge fund Research’s (HFR) index factsheet report. »

STOXX changes composition of Blue-Chip Indices

STOXX changes composition of Blue-Chip Indices

Thu, 01/09/2016 - 12:43

STOXX, the operator of Deutsche Boerse Group’s index business, has held its regular annual review of the STOXX Blue-Chip Indices, among them the STOXX Europe 50, EURO STOXX 50 and STOXX Nordic 30 indices. »

CBOE launches first in series of social media-based strategy benchmark indices

CBOE launches first in series of social media-based strategy benchmark indices

Tue, 16/08/2016 - 07:45

Chicago Board Options Exchange (CBOE) has launched the CBOE-SMA Large Cap Index (SMLC Index), the first of a series of sentiment-based strategy benchmark indexes that measure short-term market momentum based on Social Market Analytics’ (SMA) social media metrics. »

IQ Merger Arbitrage Index leads four of six IndexIQ IQ Hedge Indices higher in May

IQ Merger Arbitrage Index leads four of six IndexIQ IQ Hedge Indices higher in May

Fri, 24/06/2016 - 09:13

IndexIQ has announced the performance of its family of six IQ Hedge Indexes with four positive, led by a 1.31 percent return for the IQ Merger Arbitrage Index.  »

Event driven hedge funds out in front in May

Event driven hedge funds out in front in May

Wed, 22/06/2016 - 16:43

The Lyxor Hedge Fund Index was up 0.84 in May, with six out of 10 Lyxor indices ending the month with a positive performance. The more directional strategies had the best returns. »

Barclay CTA Index loses 0.68 per cent in May

Barclay CTA Index loses 0.68 per cent in May

Fri, 17/06/2016 - 09:18

Managed futures traders lost 0.68 per cent in May according to the Barclay CTA Index compiled by BarclayHedge. The Index remains up 0.21 per cent year to date. »

Barclay Hedge Fund Index gains 0.78 per cent in May

Barclay Hedge Fund Index gains 0.78 per cent in May

Thu, 16/06/2016 - 09:15

Hedge funds gained 0.78 per cent in May, its third consecutive positive month, according to the Barclay Hedge Fund Index compiled by BarclayHedge. Year to date, the Index is up 0.85 per cent. »

SS&C GlobeOp Hedge Fund Performance Index up 1.26 per cent in May

SS&C GlobeOp Hedge Fund Performance Index up 1.26 per cent in May

Mon, 13/06/2016 - 09:43

The gross return of the SS&C GlobeOp Hedge Fund Performance Index for May 2016 measured 1.26 per cent. Hedge fund flows as measured by the SS&C GlobeOp Capital Movement Index advanced 0.03 per cent in June. »

Hedge fund performance mixed but overall positive in May, says GAM

Hedge fund performance mixed but overall positive in May, says GAM

Tue, 07/06/2016 - 16:38

Major global indices stood still in May as equity and bonds markets proved largely directionless. The MSCI World index returned less than 1 per cent, while the Barclays US Aggregate Bond index was flat for the month.  »

Five out of six MVIS Long/Short Equity Indices positive in May

Thu, 02/06/2016 - 09:19

Five out six of the six MVIS investable Long/Short Equity Indices recorded positive performance in May, with the sixth remaining flat.  »

STOXX extends suite of smart-beta indices

STOXX extends suite of smart-beta indices

Thu, 26/05/2016 - 14:49

STOXX Ltd, operator of Deutsche Boerse Group’s index business, and a global provider of tradable index concepts, has extended the STOXX Select and STOXX Diversification Select index families that were introduced in October 2015.  »

Four of six IndexIQ Hedge Fund Indexes positive in April

Four of six IndexIQ Hedge Fund Indexes positive in April

Thu, 19/05/2016 - 16:15

Four out of six of IndexIQ’s family of IQ Hedge Indexes recorded positive performance in April, with the IQ Hedge Long/Short Index leading the way with a return of 1.25 per cent. »

Barclay CTA Index Slips 0.05 per cent in April

Barclay CTA Index Slips 0.05 per cent in April

Thu, 19/05/2016 - 16:13

Managed futures traders lost 0.05 per cent in April according to the Barclay CTA Index compiled by BarclayHedge. The Index has gained 0.95 per cent in the first four months of 2016. »

Barclay Hedge Fund Index gains 1.05 per cent in April

Barclay Hedge Fund Index gains 1.05 per cent in April

Wed, 18/05/2016 - 09:27

Hedge funds gained 1.05 per cent in April according to the Barclay Hedge Fund Index compiled by BarclayHedge. Year to date, the Index is up 0.07 per cent as April’s gain moves it into positive territory for the first time this year. »

Lyxor Hedge Fund Index down 1.3 per cent in April

Lyxor Hedge Fund Index down 1.3 per cent in April

Thu, 12/05/2016 - 15:37

The Lyxor Hedge Fund Index was down 1.3 per cent in April with just four out of 10 Lyxor Indices ending the month in positive territory.  »

Euronext Derivatives added to McKay Brothers’ Quincy Extreme Data Service

Euronext Derivatives added to McKay Brothers’ Quincy Extreme Data Service

Thu, 05/05/2016 - 09:28

McKay Brothers International has added Euronext equity index futures to its industry-leading Quincy Extreme Data (QED) service. The QED service now offers select Euronext instruments at the lowest known latency at major UK trading centres.  »

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