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A new study by The Chicago Board Options Exchange (CBOE) has examined six benchmark indexes that write Standard & Poor’s 500 Index (SPX) options, comparing their performances with those of traditional stock, bond and commodity indexes.
The study found that the options-selling indexes generally had returns that were similar to those of the S&P 500 Index, but with lower volatility and lower maximum drawdowns.
The report, “Performance Analysis of CBOE S&P 500 Options-Selling Indices,” is the first comprehensive study that examines the performance of options-strategy benchmark indexes that incorporate iron condor and iron butterfly strategies.
Commissioned by CBOE
- 24/02/2016
Against a challenging market backdrop, FUM at Man Group grew 8 per cent in 2015 to USD78.7 billion, driven by a positive investment performance of USD2.4 billion, a second year of positive net inflows (USD0.3 billion) and acquisitions.
Adjusted profit before tax of USD400 million was in line with analyst expectations. This follows a very strong 2014 which saw exceptional performance at AHL in 2014 (all four of AHL’s flagship funds were in the top 25 of Bloomberg’s 100 top performing hedge funds for the year).
The company’s commitment to diversification continued with the appointment of several high-calibre investment
- 24/02/2016
- 24/02/2016
Frost Consulting has launched FrostRB, a research valuation & budgeting software platform which gives asset managers the ability to establish monetary (dollar) values for specific unpriced research products and construct monetary research budgets that meet MiFID II research spending requirements.
FrostRB offers a transparent and comprehensive research valuation, budgeting and reporting framework that generates highly customised, multi-asset class research budgets down to the fund level, reflecting the fund or strategy’s investment process, style and investment universe.
FrostRB aligns research budgets and actual fund investment processes directly, demonstrably supporting the investment objectives mutually agreed by the asset manager and
- 23/02/2016
Vienna Stock Exchange is to continue to use Deutsche Börse’s trading technology. Both exchanges extended their contract by a further six years, at least until 2021. The co-operation partners of Vienna Stock Exchange will also use Deutsche Börse’s trading infrastructure.
“Deutsche Börse offers an extremely reliable, high-performance and well-recognised trading technology. The long-standing relationship has proven successful for both the Vienna Stock Exchange as well as other exchanges with whom we are cooperating in Central and Eastern Europe. We therefore decided to approach future technological developments and upcoming challenges within the financial industry jointly again with Deutsche Börse,” says Michael
- 23/02/2016
Hedge funds are expected to outperform equity markets in 2016, according to Deutsche Bank’s 14th annual Alternative Investment Survey, Additionally, 41 per cent of respondents plan to increase their hedge fund allocations during the year.
The survey, which polled the views of 504 global hedge fund investors, representing USD 2.1 trillion in hedge fund assets, on their current sentiment and allocation plans for 2016, reveals industry assets are expected to grow approximately 5 per cent in 2016, surpassing USD3 trillion.
Pension funds’ allocations to hedge funds are trending upward year on year. The average pension fund has an 8
- 23/02/2016
Artivest, a technology-driven investment platform that provides investors access to best-in-class alternative investment funds, has implemented new initiatives to enhance its offering to financial advisors and their qualified clients.
Artivest has joined the Depository Trust and Clearing Corporation's Alternative Investment Product Services (DTCC-AIP) platform, thereby integrating reporting for its vetted selection of premier funds with major custodians such as Schwab, TD Ameritrade, Pershing, and Fidelity. DTCC-AIP automates and standardises transactions between funds and participants in the alternative investment space.
Additionally, Artivest has coordinated directly with custodians and advisors to spare clients the administrative fees typically associated with such investments.
- 23/02/2016
Frost Consulting has launched FrostRB, a research valuation & budgeting software platform which gives asset managers the ability to establish monetary (dollar) values for specific unpriced research products and construct monetary research budgets that meet MiFID II research spending requirements.
FrostRB offers a transparent and comprehensive research valuation, budgeting and reporting framework that generates highly customised, multi-asset class research budgets down to the fund level, reflecting the fund or strategy’s investment process, style and investment universe.
FrostRB aligns research budgets and actual fund investment processes directly, demonstrably supporting the investment objectives mutually agreed by the asset manager and
- 23/02/2016
Managed futures traders gained 0.95 per cent in January according to the Barclay CTA Index compiled by BarclayHedge.
“Seventy percent of CTAs were profitable in January as strong downtrends in global equities and commodities helped fuel uptrends in fixed income and the US Dollar,” says Sol Waksman, founder and president of BarclayHedge.
Seven of Barclay’s eight CTA indices had positive returns in January. The Diversified Traders Index gained 1.59 per cent, Systematic Traders were up 1.48 per cent, Financial/Metals Traders gained 1.26 per cent, and Currency Traders added 0.59 per cent.
“Rising crude oil inventories amid concerns of
- 23/02/2016
The introduction of the EU Alternative Investment Fund Managers Directive (AIFMD) is having little impact on the scale of US alternative fund managers’ activity in the European market, according to research looking at US manager attitudes towards the regulation.
The ‘Impact of AIFMD on the European & US alternative fund industries’ research, conducted by IFI Global and sponsored by fund and corporate service provider Crestbridge, was published last month. Surveying US managers with total combined assets under management of USD306 billion, the research focuses on how the AIFMD has impacted approaches across the hedge, private equity, infrastructure and real estate
- 23/02/2016
The Hedge Fund Standards Board (HFSB), the standard-setting body for the hedge fund industry, has published its standardised Administrator Transparency Reporting (ATR) data structure as part of its Toolbox.
The HFSB is custodian of the Hedge Fund Standards, and is supported by more than 120 hedge fund managers with USD700 billion in aggregate assets and by more than 60 leading institutional investors.
In the wake of the financial crisis in 2008 and events such as the Madoff scandal and Lehman Brothers collapse, an increasing number of administrators are providing ATRs to hedge fund investors. ATRs provide independent confirmation of fund
- 22/02/2016
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