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Voting for the for the 2017 edition of the annual Hedgeweek USA Awards is now open. These prestigious awards recognise excellence among hedge fund managers and service providers in the USA.
Uniquely, our awards are based on a ‘peer review system’ whereby our readers – including institutional and high net worth investors as well as managers and other industry professionals at fund administrators, prime brokers, custodians and advisers – are invited to elect a ‘best in class’ in a series of categories via an online survey.
Please make your nominations by completing the survey.
Please note that you can self-nominate and
- 15/05/2017
- 15/05/2017
The more competitive the capital raising market becomes, the more alternative fund managers are looking to get better control over the costs of this crucial exercise.
Rather than rely on traditional routes – placement agents, third party marketers, or investment banking capital introduction teams – London-based Murano gives the buy-side community the chance to take greater ownership of the asset raising cycle by bringing it back in-house.
Ole Rollag is Founder of Murano, a disintermediary that sits directly between investors and managers to help both parties make a relevant connection. By asking questions that are specific to its fund manager
- 15/05/2017
FlexTrade, a provider of multi-asset execution and order management systems, has launched FlexAlgoWheel, a data-driven interface to algo selection that incorporates real-time internal and external inputs as well as TCA to optimise the broker and algo selection process.
According to Vijay Kedia, president and CEO of FlexTrade, an important, yet repetitive role of any trader is to select the right broker and algorithm based on a multitude of factors, such as order characteristics, portfolio manager instructions, market volatility and relative contribution to risk in the portfolio.
FlexAlgoWheel enables buy-side firms to configure a systematic and quantifiable decision matrix
- 15/05/2017
- 15/05/2017
DNCA Investments has launched its first onshore OEIC with the DNCA European Select Equity Fund.
DNCA Investments, an affiliate of Natixis Global Asset Management, says the fund will invest a minimum of 80 per cent of assets in European (excluding UK) equities and employs a value investment approach, seeking stocks that are undervalued yet demonstrate sustainable profitability and growth.
The DNCA European Select Equity Fund will be run by two portfolio managers. Both based in Paris, lead manager Isaac Chebar (pictured), and co-manager Don Fitzgerald have combined investment experience of more than 40 years.
Chebar and Fitzgerald
- 15/05/2017
- 15/05/2017
Fees across several asset classes have fallen, with global active equity fees down 8 per cent (24 per cent for low volatility), smart beta fees down 25 per cent, fund of hedge fund fees down 20 per cent (30 per cent in Europe) and private debt management fees down over 30 per cent due to recent pricing pressures, research from bfinance shows.
Yet greater allocations to private markets and new breeds of premium product have fuelled overall cost increases, on average, for sophisticated investors: a seemingly contradictory trend.
Although investors’ costs have never been more vigilantly scrutinised than
- 15/05/2017
The Taiwan Futures Exchange (TAIFEX) has listed the first-ever US index futures contracts in Taiwan – S&P500 Futures and Dow Jones Industrial Average (DJIA) Futures, in parallel with the launch of an after-hour trading session.
The listing was marked by a launching ceremony attended by guests from its international partners, CME Group and Deutsche Börse, as well as representatives from regulators, the American Institute in Taiwan, the American Chamber of Commerce in Taipei, and the futures industry.
Len-Yu Liu (pictured), chairman of TAIFEX, says: “We are delighted to introduce two new offshore equity index futures products in response
- 15/05/2017
- 15/05/2017
Vistra, a corporate service provider of international incorporations, trust, fiduciary, private office and fund administration services, has acquired the compliance division of Foster Raffan, a boutique chartered accounting firm based in Sydney, Australia.
Commencing business under the current owners in 1995, Foster Raffan provides accounting and tax, audit, and wealth management services.
The firm commenced business under the founding partners in the 1970s. The compliance division has grown in the past 20 years as one of the leading business units within the firm, providing accounting, business planning and monitoring, payroll and company secretarial services, superannuation administration and tax
- 15/05/2017
Pragma, a multi-asset quantitative trading technology provider, has expanded its algorithmic (algo) trading platform, Pragma360, to include non-deliverable forwards (NDFs).
NDFs are a key instrument for traders looking to access emerging market currencies. According to the Bank of International Settlements’ (BIS) 2016 Triennial Central Bank Survey, the NDF market grew by 5.3 per cent between 2013 and 2016, accounting for over USD130 billion of daily currency trading activity.
Clients can utiliSe several algos to trade the three most actively-traded NDFs – the Brazilian Real (BRL), Korean Kon (KRW) and Indian Rupee (INR), which account for almost half (49
- 15/05/2017
MV Index Solutions (MVIS) has launched the MVIS All World Long/Short Equity Index.
The index captures the systematic returns (beta) of long/short equity hedge funds that invest both regionally and globally.
It analyses the regional MVIS Long/Short Equity Indices (MVLSDA, MVLSEM, MVLSGL, MVLSNA and MVLSWE) to identify the factors driving their returns. It then applies a patented methodology that constructs a low volatility portfolio of ETFs corresponding to the factors with the most positive momentum.
The new index complements the suite of MVIS Long/Short Equity indices that cover global and selected regional markets.
“By investing in
- 15/05/2017
The Preqin All-Strategies Hedge Fund benchmark returned 0.76 per cent in April, its sixth consecutive month of gains, taking 2017 YTD and 12-month performance to 3.99 per cent and 10.67 per cent respectively.
In contrast to the wider benchmark, macro strategies have posted two consecutive month of losses, having returned -0.27 per cent in April and -0.09 per cent in March. However, all other leading strategies have been above water in each month of the year so far. Equity and event driven strategies have outperformed the industry benchmark in 2017 posting robust returns in April of 1.03 per cent and
- 13/05/2017
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