Managed futures funds turned in another positive month in August returning 0.18 per cent, according to the Barclay CTA Index, compiled by BarclayHedge, a division of Backstop Solutions. Year-to-date, CTAs are up 2.73 per cent through August. “The S&P 500 extended
The State Street Investor Confidence Index (ICI) for November 2017 decreased to 97.1, down 1.0 point from October’s revised reading of 98.1. The minor decline in global sentiment was driven largely by a 12.0 point drop in the European ICI
The hedge fund industry posted a second consecutive monthly loss in October, down 0.11 per cent for the month, according to the Barclay Hedge Fund Index.
Bloomberg and Goldman Sachs Asset Management (GSAM) have launched a comprehensive suite of 21 alternative risk premia benchmark indices. The Bloomberg GSAM Risk Premia Indices, available through the Bloomberg Terminal, represent fully transparent and replicable indices of widely accepted alternative risk
As Wall Street experienced its best August since the 1980s, the hedge fund industry posted its fifth straight positive month returning 2.42 per cent in August, according to the Barclay Hedge Fund Index, compiled by BarclayHedge, a division of Backstop
Paris-based systematic hedge fund Quantology Capital Management – which trades US equities using a quarterly earnings-based quant model – has generated positive returns from IT and internet positions, and now sees US markets firmly in “risk on” territory.
The Wilshire Liquid Alternative Index, which provides a representative baseline for how the broad liquid alternative investment category performs, returned 1.13 per cent in August, underperforming the 1.54 per cent monthly return of the HFRX Global Hedge Fund Index. The Wilshire
Pricing volatility in currency and energy markets has created a challenging performance environment for CTAs in 2017 so far, according to data released by Preqin. As at the end of September, the Preqin All-Strategies CTA benchmark has recorded year-to-date losses
Activist-focused managers comfortably outperformed other strategy types last month, as the hedge fund industry continues to recover from the Covid-19 turmoil with solid August gains and positive year-to-date returns, new eVestment data shows. Activism-focused hedge funds rose 7.88 per cent
KRM22, a technology and software company focused on risk management in capital markets, is to acquire Object+, a risk management and post-trade services technology company for capital markets firms. Based in the Netherlands with offices in Amsterdam and Chicago, Object+
