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Tom Wrobel, Societe Generale

CTA performance continued to improve in November

Tue, 12/12/2017 - 09:39

Following an improvement in performance in October, the Societe Generale CTA Index continued its positive run last months as it gained 0.30 per cent in November, increasing gains for the year to 1.77 per cent. »

Philippe Ferreira, Lyxor

L/S equity shows resilience as market momentum falters

Tue, 21/11/2017 - 09:02

Hedge fund performance took a small hit in recent days on the back of adverse market developments and trend reversals, according to the latest Weekly Brief from Lyxor’s Cross Asset Research team. »

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October was best month of the year so far for Alternative UCITs, says LuxHedge

Fri, 17/11/2017 - 10:32

October was the best month of the year so far for Alternative UCITS funds with the LuxHedge Global Alternative UCITS index advancing 0.68 per cent, bringing YTD gains to 2.29 per cent. »

Jason Schwarz, Wilshire

Wilshire Liquid Alternative Index gains 0.78 per cent in October

Thu, 16/11/2017 - 09:45

The Wilshire Liquid Alternative Index, which provides a representative baseline for how the broad liquid alternative investment category performs, returned 0.78 per cent in October, outperforming the 0.69 per cent return of the HFRX Global Hedge Fund Index. »

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CTAs and Macros shone in October as hedge funds continued winning streak

Tue, 14/11/2017 - 19:37

Hedge funds gained 1.32 per cent during the month of October with underlying markets, as represented by the MSCI AC World Index (Local), up 2.56 per cent over the same period, according to EurekaHedge’s latest Index Flash Update. »

Sol Waksman, BarclayHedge

Barclay CTA Index up 1.75 per cent in October

Tue, 14/11/2017 - 10:25

The latest flash estimate for the Barclay CTA Index, compiled by BarclayHedge, shows a 1.75 per cent gain in October. Year to date, the index is up 0.15 per cent. »

Bill Stone, SS and C Globe Op

SS&C GlobeOp Hedge Fund Performance Index up 0.86 per cent in October

Tue, 14/11/2017 - 09:29

The gross return of the SS&C GlobeOp Hedge Fund Performance Index for October 2017 measured 0.86 per cent. »

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CTA performance improves in October

Thu, 09/11/2017 - 08:41

Following difficult conditions for CTAs for most of this year, October has seen significant improvement as all of Societe Generale’s CTA indices returned positive performance. Trend following strategies performed the best as the SG Trend Index was up 5.55 per cent for the month. »

Picture of a trading screen

Cboe total trading volume passes 2016 level with three months to spare

Mon, 06/11/2017 - 09:19

Total volume traded on Cboe Futures Exchange (CFE) year to date in 2017 has exceeded the total volume of all contracts traded on CFE in 2016. »

Bill Stone, SS and C

SS&C GlobeOp Hedge Fund Performance Index up 0.9 per cent in August

Fri, 15/09/2017 - 07:39

The gross return of the SS&C GlobeOp Hedge Fund Performance Index for August 2017 measured 0.90 per cent. »

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