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There is currently an industrial revolution taking place in the asset management industry, driven by the dual forces of mass production and mass customisation. Rather than merely create ‘one size fits all’ products, investment managers are increasingly required to develop investment solutions.
To navigate these changing waters, EDHEC-Risk Institute has teamed up with Yale School of Management to produce a 3-seminar academic programme in advanced investment management techniques.
The seminar series is specifically aimed at asset managers who wish to learn how to produce smarter building blocks and deliver mass customised solutions to their investors. And for asset allocators, who
- 17/05/2017
Horizon Software, a global technology provider for electronic trading and investment management, has launched native connectivity to the Singapore Exchange (SGX) for derivatives (DT).
Horizon now provides more than 80 native gateways to exchanges and trading venues around the world.
In Singapore, Horizon provides low latency connectivity for transactions and market data. Now in production and available to traders in Singapore and outside Singapore, connectivity to the exchange allows banks, brokers, funds and prop desks to execute trades at low-latency, along with market making and algorithmic trading.
Clement Pelletier, APAC sales director at Horizon Software, said: “SGX-DT
- 17/05/2017
INDATA, a provider of software, technology and services for buy-side firms, has released Epic Data API, a technology toolkit for connecting systems and data sources, extending or creating software programmes, custom reports and mobile-friendly applications.
The release is available to clients using INDATA’s iPM Epic solution, an investment software platform specifically designed for the era of big data.
Buy side firms are under ever increasing pressure to not only replace legacy systems, but to do more with less by extending current systems to be able to keep up with the regulatory environment, increased investor scrutiny and downward fees
- 17/05/2017
- 17/05/2017
Axioma, a provider of risk and portfolio management solutions, has launched the latest version of its Japan Equity Factor Risk Model suite (AXJP4).
The model provides improved methodologies, enhanced style factors and enriched exposures for its fundamental and statistical models, which all combine to deliver improved risk forecasts and better articulate risk.
“Sophisticated risk management is taking centre stage, emphasising the need for advanced and effective tools,” says Joel Coverdale, Asia Pacific managing director at Axioma. “Our latest Japan Equity Risk Model suite exemplifies our commitment to providing clients with more informative and intuitive results for performance and
- 17/05/2017
PivotalPath, a technology-driven hedge fund investment consultant, has launched Quality of Performance (PQP), a proprietary quantitative manager rating system across 1,300-plus hedge funds, located on its technology platform, PivotalBase.
PQP systematically transforms existing quantitative insights into intuitive fund ratings presented across the firm’s platform.
The algorithm measures the key qualities of suitable hedge fund manager performance within the context of its peers, ultimately empowering sophisticated clients to identify managers who employ a repeatable application of skilful methods.
The use and application of PQP will enable dynamic fund comparisons and improve clients’ decision-making process.
“‘Quality of Performance’
- 17/05/2017
Nine of the BRI index strategies, including BRI’s Long/Short Equity (BRILSE) Index, which is powered by Wilshire, are now available on the HedgeCoVest UMA/SMA platform.
HedgeCoVest also provides the SMArt Xchange, a UMA/SMA solution exclusively for SS&C’s client base of advisors using Axys, APX, or Black Diamond, where the BRI indexes will also feature.
BRI Partners has entered into a licensing agreement with HedgeCoVest to make the index strategies accessible on its investment platform.
BRI will provide nine passive indexes for long-only and absolute return hedge fund strategies: long/short equity, dynamic growth and value, hedged small cap,
- 17/05/2017
Cowen, formerly Cowen Group, has launched a new brand identity Outperform, designed to better reflect the quality and breadth of services the firm offers clients and partners.
“Financial services and actively managed investment products need to be differentiated and immediately recognisable as capable of contributing to overall client performance,” says Peter A Cohen (pictured), chairman and chief executive officer of Cowen. “In staying true to our mission, Cowen is a well-recognised organization with focused asset management offerings and knowledge-based financial services offerings for corporations and active investors.”
Jeffrey M Solomon, president of Cowen, says: “To be successful in
- 17/05/2017
- 17/05/2017
Acadian Asset Management has recently transitioned its long/short portfolios to SS&C GlobeOp.
Acadian has been leveraging SS&C GlobeOp as its fund administrator for long-short strategies since Acadian launched its Diversified Alpha equity strategy in 2016.
SS&C provides a comprehensive range of middle and back office services to Acadian for its long/short business.
Acadian cited a number of factors that were critical in its decision, including SS&C’s fund administration leadership as well as extensive middle office expertise. Most notably for Acadian were SS&C GlobeOp’s capabilities around margin finance management, cash and collateral management, and tri-party reconciliation. As part
- 17/05/2017
The hedge fund industry saw net inflows totalling USD19.7 billion in Q1 2017, ending five successive quarters of net outflows for the industry, according to the latest Hedge Fund Asset Flows reports from Preqin.
The influx of investor capital, combined with a consistent run of positive performance for the industry, has seen total assets held by hedge funds grow by 3.2 per cent in the first quarter of the year to hit a record USD3.35 trillion.
All leading hedge fund strategies experienced a percentage increase in total assets and, notably, macro strategies funds attracted USD11.1 billion of net
- 17/05/2017
Hedge funds were up 0.64 per cent in April with 2017 year-to-date gains coming in at 3.00 per cent, according to the Eurekahedge report for May.
Investor appetite for hedge funds has picked up pace since the start of the year, with net inflows of USD34.8 billion.
AUM for the North American hedge fund industry has reached a record high of USD1.54 trillion as of April 2017. Investor subscriptions for 2017 year-to-date stood at USD29.5 billion, with USD18.4 billion of performance-based gains recorded over the same period of time.
The USD260.6 billion CTA/managed futures mandated hedge fund
- 16/05/2017
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