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Sol Waksman, BarclayHedge

Barclay CTA Index Falls 0.98 per cent in June

Fri, 21/07/2017 - 09:09

Managed futures traders lost 0.98 per cent in June, according to the Barclay CTA Index compiled by BarclayHedge. This was the largest monthly decline so far this year as the Index is down 1.65 per cent through the first two quarters of 2017. »

Sol Waksman, BarclayHedge

Barclay Hedge Fund Index rises 0.37 per cent in June

Thu, 20/07/2017 - 08:29

Hedge Funds gained 0.37 per cent in June according to the Barclay Hedge Fund Index compiled by BarclayHedge. The index has risen every month this year, as well as in 11 of the past 12 months, and is up 4.41 per cent for 2017. »

Bill Stone, SS and C Global Operations

SS&C GlobeOp Hedge Fund Performance Index at 0.04 per cent in June

Fri, 14/07/2017 - 17:41

The gross return of the SS&C GlobeOp Hedge Fund Performance Index for June 2017 measured 0.04 per cent. »

Jean-Baptiste Berthon, Lyxor

Lyxor Hedge Fund Index down 0.9 per cent in June

Fri, 14/07/2017 - 08:20

The Lyxor Hedge Fund Index was down 0.9 per cent last month, with four out of 10 Lyxor indices in positive territory, according to the latest Lyxor Alternative Investment Industry Barometer. »

Jason Schwarz, Wilshire

Wilshire Liquid Alternative Index falls 0.02 per cent in June

Wed, 12/07/2017 - 10:50

The Wilshire Liquid Alternative Index, which provides a representative baseline for how the broad liquid alternative investment category performs, returned -0.02 per cent in June, slightly underperforming the 0.03 per cent return of the HFRX Global Hedge Fund Index. »

Tom Wrobel, Societe Generale

CTAs see mid-month gains erased by market reversals in final week of June

Fri, 07/07/2017 - 14:09

All of Societe Generale Prime Services’ CTA indices posted negative returns at the end of June, despite being in positive territory up until the last week of the month. »

Tim Edwards, S and P Dow Jones

UK equities contributed to a third of Europe’s losses in June

Wed, 05/07/2017 - 10:41

The UK was the main culprit for the biggest decline in the S&P Europe 350 since the UK voted to leave the EU, according to analysis carried out by Tim Edwards (pictured), senior director, index investment strategy at S&P Dow Jones Indices. »

Mehtap Dinc, Eurex

Eurex unlocks new hedging tools

Wed, 05/07/2017 - 08:03

Following the launch of futures and options on the popular MSCI EAFE index that represents the developed markets of Europe, Australasia and the Far East, Eurex has become the only exchange that offers futures and options on all major MSCI indexes. »

Diana Tidd, MSCI

MSCI launches two new ESG Indexes focused on Japan

Mon, 03/07/2017 - 09:20

MSCI has launched two new ESG indexes, the MSCI Japan Empowering Women Index (WIN) and the MSCI Japan ESG Select Leaders Index.  »

Man with megaphone

Barclays launches new Merger Arbitrage US Index family

Fri, 30/06/2017 - 10:40

Barclays has launched the Barclays Merger Arbitrage US Index Family, a new addition to the Barclays range of Quantitative Investment Strategies. »

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