Maximum Drawdown of Active Currency Indices

Using Monte Carlo analysis to explore the limitations of drawdown statistics in comparing active currency indices. »

Stenham closes Universal II, launches new multi-strategy fund

Strong inflows have prompted Stenham to close its Universal II fund and to open a new multi-strategy fund. »

Fortune launches South African hedge fund of funds for international investors

Fortune is making the Mayibentsha Opportunities Fund available to overseas investors through a Cayman Islands-registered entity, Fortune Fu »

Russell's Amsterdam office announces new hires and multiple mandate wins

Russell Investment Group (Russell) has appointed two new associates to its Amsterdam office, directors Michiel Faber and Henk Radder. »

The case for the Omega function

The Omega function and associated metrics offer a solution to the limitations of parametric approaches to investment performance app »

Volatility Futures: Developments in the EU regulatory environment and adjustment to Eurex product parameters

Eurex has revised its trading parameters for volatility futures in response to the CESR's final advice on the inclusion of index-based deri »

Baring EMEA Absolute Return Fund on track for 20%+ returns

The Baring EMEA Absolute Return Fund is on track towards delivering target net returns in the region of 20%+ per year, with annualised v »

MAREX joins forces with FXall for FX trading services

Independent brokerage company MAREX Financial has selected Fxall to provide foreign exchange liquidity and trading ser »

Guernsey funds under management reach GBP 100 billion

Funds under management and administration in Guernsey grew by GBP 8.3 billion (9.1%) over the quarter ended 31 December 2005 to reach a »

Sharper Risk Adjusted Performance Measures (RAPMs): From Omega to AIRAP

Two measures that address weaknesses of the Sharpe ratio are the Omega measure and Alternative Investments Risk Adjusted Performance »

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