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Barclay CTA Index down 1.71 per cent in June

Fri, 17/07/2015 - 12:52

Managed futures traders lost 1.71 per cent in June according to the Barclay CTA Index compiled by BarclayHedge. The Index remains up 0.05 per cent year to date. »

index

Hedge fund industry outperforms major indices in June/Q2 despite macro & managed futures fund declines

Fri, 17/07/2015 - 12:40

Hedge funds produced an aggregate return of -0.93 per cent in June, just over 100 basis points ahead of the S&P 500 which fell -1.94 per cent during the month. according to eVestment’s latest Hedge Fund Industry Performance Summary. »

Sol Wakeman

Barclay Hedge Fund Index Down 0.91 per cent in June

Thu, 16/07/2015 - 07:33

Hedge funds lost 0.91 per cent in June, according to the Barclay Hedge Fund Index compiled by BarclayHedge. The Index remains up 3.52 per cent year to date, outperforming the S&P 500 Index which has gained 1.23 per cent. »

James Skegg

Managed futures endure mixed first half of 2015

Tue, 14/07/2015 - 07:26

Following the strongest first quarter since 2008, managed futures endured a challenging second quarter of 2015, according to the latest performance data for Societe Generale Prime Services’ Newedge CTA indices. »

Adrian Ash

Gold investing sentiment hits two-year high as price holds steady amid Greek-Euro crisis

Wed, 08/07/2015 - 07:45

Gold sentiment among private investors reached its highest peak for more than two years in June, according to the latest Gold Investor Index from BullionVault. »

Edward T. Tilly

CBOE Futures Exchange to list VIX 'Weeklys' Futures from 23 July

Tue, 07/07/2015 - 13:39

CBOE Futures Exchange plans to list futures with weekly expirations on the CBOE Volatility Index (VIX Index) beginning Thursday, July 23, 2015, subject to regulatory review. VIX Weeklys options at CBOE are expected to follow, also subject to regulatory approval. »

six number

All six MVIS long/short equity indexes down in June

Fri, 03/07/2015 - 12:00

All six of Market Vectors Index Solutions’ (MVIS) investable Long/Short Equity Indices recorded negative performance in June. »

Sol Wakeman

Barclay CTA Index down 0.17 per cent in May

Wed, 24/06/2015 - 06:00

Managed futures traders lost 0.17 per cent in May according to the Barclay CTA Index compiled by BarclayHedge. The Index is up 1.83 per cent year to date. »

index

Barclay Hedge Fund Index up 0.92 per cent in May

Fri, 19/06/2015 - 06:00

Hedge funds were up 0.92 per cent in May, according to the Barclay Hedge Fund Index compiled by BarclayHedge. The Index has gained 4.58 per cent year to date. »

index

Credit Suisse Hedge Fund Index up 0.83% in May

Tue, 16/06/2015 - 17:15

The Credit Suisse Hedge Fund Index (the Broad Index) finished up 0.83 per cent for the month of May with eight of the 10 sub-strategies all finishing the month in positive territory. »

Sol Wakeman

Barclay CTA Index down 1.27% in April

Wed, 20/05/2015 - 06:00

Managed futures traders lost 1.27 per cent in April according to the Barclay CTA Index compiled by BarclayHedge. The Index is up 2.22 per cent year to date. »

Sol Waksman, BarclayHedge

Barclay Hedge Fund Index up 1.25 per cent in April

Mon, 18/05/2015 - 06:00

Hedge funds were up 1.25 per cent in April, according to the Barclay Hedge Fund Index compiled by BarclayHedge. The Index has gained 3.82 per cent year to date. »

Index

ERI Scientific Beta adds High Profitability and Low Investment smart factor “quality” indices to range

Tue, 21/04/2015 - 18:00

ERI Scientific Beta has launched two new families of smart "quality-type" factor indices – High Profitability and Low Investment, allowing investors to benefit from well-documented additional risk premia.  »

Index

SS&C GlobeOp Hedge Fund Performance Index up 1.30% in March

Tue, 14/04/2015 - 18:00

The gross return of the SS&C GlobeOp Hedge Fund Performance Index for March 2015 measured 1.30%, while hedge fund flows as measured by the SS&C GlobeOp Capital Movement Index declined 1.14% in April. »

index

S&P DJI launches family of Global Sovereign Inflation-Linked Bond Indices

Mon, 13/04/2015 - 14:00

S&P Dow Jones Indices (S&P DJI) has launched a new family of Global Inflation-Linked Sovereign Indices to effectively measure inflation-linked country debt within these classifications.  »

data

CTAs enjoy second strongest quarter since 2008

Thu, 09/04/2015 - 16:00

Three of the four managed futures indices calculated by Societe Generale Prime Services recovered their positive performance in March after February’s retreat, with the Newedge CTA Index enjoying its second strongest quarter since 2008 – up 5.79 per cent.  »

beta

Credit Suisse LAB Index up 0.29% in March.

Tue, 07/04/2015 - 09:00

The Credit Suisse Liquid Alternative Beta Index (CSLAB), which aims to reflect the performance of the overall hedge fund industry, finished up 0.29% in March.  »

CBOE

CBOE Futures Exchange reports increases in March trading volumes

Tue, 07/04/2015 - 06:00

CBOE Futures Exchange (CFE) has reported a month-on-month increase in March in average daily volume (ADV) and monthly total volume, both exchange-wide at CFE and for futures on the CBOE Volatility Index. »

index

STOXX launches daily currency hedged version of key indices

Fri, 27/03/2015 - 13:00

STOXX has introduced daily currency hedged versions of the EURO STOXX 50, EURO STOXX, EURO STOXX Select Dividend 30, STOXX Europe 600 and STOXX Europe Select Dividend 30 indices.  »

CBOE

CBOE to launch MSCI Index Options on 21 April

Thu, 12/03/2015 - 09:00

CBOE Holdings plans to list options on the MSCI Emerging Markets Index (EEM) and the MSCI EAFE Index (EAFE) beginning Tuesday, 21 April. »

London Stock Exchange

CBOE signs licensing agreement to list options on FTSE and Russell indices

Fri, 27/02/2015 - 06:00

London Stock Exchange Group (LSEG) has entered into a licensing agreement with CBOE Holdings, to develop and list options based on more than two dozen FTSE and Russell indices.  »

Charles Hepworth, GAM

Is it time to party like it’s 1999?

Thu, 26/02/2015 - 18:18

Charles Hepworth (pictured), Investment Director, GAM, comments on the outlook for the FTSE 100 index… »

man with loud hailer

STOXX expands smart beta offering with STOXX Sharpe Ratio index family

Wed, 18/02/2015 - 16:00

STOXX Limited has expanded its smart beta offering with the release of a new index family that selects components based on their Sharpe ratios.  »

Index

SS&C GlobeOp Hedge Fund Performance Index measures 1.18% in January

Thu, 12/02/2015 - 21:00

The gross return of the SS&C GlobeOp Hedge Fund Performance Index for January 2015 measured 1.18%, while fund flows as measured by the SS&C GlobeOp Capital Movement Index advanced 0.63% in February. »

index

FTSE expands Infrastructure Index Series with two capped indices

Fri, 06/02/2015 - 10:00

FTSE Group has expanded of its established FTSE Infrastructure Index Series with the launch of two capped indices to complement the FTSE Core Infrastructure Indices »

index

S&P DJI adds S&P Quality Nordic Index to Factor-Based Indices Family

Thu, 22/01/2015 - 11:30

S&P Dow Jones Indices (S&P DJI) has added the S&P Quality Nordic Index to its rapidly expanding global lineup of factor-based indices.  »

CBOE logo

CBOE disseminates volatility index values on three CME Group FX options contracts

Thu, 15/01/2015 - 10:00

The Chicago Board Options Exchange (CBOE) has begun disseminating values for three new CBOE volatility indexes using the prices of CME Dollar/Euro, Dollar/British Pound and Dollar/Japanese Yen futures options. »

Oil

Crudely interrupted

Mon, 22/12/2014 - 19:07

In the last full trading week of the year, the closing of the books was crudely interrupted by a crossover from chaos in the energy markets, accompanied by a total collapse in the Russian Rouble, says Tim Edwards, Index Investment Strategy, S&P Dow Jones Indices… »

document with magnifying glass

Asset Managers turning to index derivatives to mitigate risk, says TABB Group

Tue, 09/12/2014 - 12:00

Asset managers have told TABB Group that they are focusing more attention on index derivatives as market structure changes in both OTC and cash markets are impacting their portfolio decisions.  »

globe

Eurekahedge and MPI launch new benchmark index tracking top 50 hedge funds

Fri, 05/12/2014 - 06:00

Eurekahedge has launched a new index, the Eurekahedge 50, created in partnership with Markov Processes International, which tracks the world top 50 hedge funds in terms of consistently attractive risk-adjusted returns. »

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