Solactive AG has launched the Solactive Hedge Fund Holdings US Index, which will be used as underlying by Société Générale Corporate & Investment Banking for swaps, options and certificates. The goal of the Solactive Hedge Fund Holdings US Index is
According to the August 2014 monthly performance report for the ERI Scientific Beta indices, the best performing strategy year-to-date for the developed equity universe is the Efficient Minimum Volatility strategy. That is both in absolute (9.03 per cent) and relative
Listed hedge funds have outperformed the S&P 500, the HFRI Fund Weighted Composite index and the HFRI Fund of Funds index, according to research from alternatives investment bank Dexion Capital. The analysis compared the returns from single manager listed hedge
STOXX has launched the STOXX Global 3D Printing Tradable Daily Short Index, which has been licensed to HypoVereinsbank onemarkets (UniCredit Bank AG) to serve as the basis of an index certificate. “The STOXX Global 3D Printing Tradable Daily Short Index
S&P Dow Jones Indices (S&P DJI) has created and licensed the S&P Europe 350 Shareholder Yield Low Volatility Index to Commerzbank AG. The index aims to achieve a balance between shareholder yield, a measure of total return to shareholders, and
Managed futures gained 1.63 per cent in August, according to the Barclay CTA Index compiled by BarclayHedge. Year to date, the index is up 2.18 per cent. “The trend was a friend in August,” says Sol Waksman, founder and
After a challenging beginning in August, on the back of higher risk aversion, markets started their rebound and progressively recouped their losses, according to Philippe Ferreira, head of research at Lyxor’s Managed Account Platform. The easing of geopolitical tension in
S&P Global BMI indices will undergo its annual reconstitution on 22 September 2014. This year’s major changes to the S&P Global BMI indices are the reclassification of Greece to Emerging status from Developed status, as well as the reclassification of
The SS&C GlobeOp Forward Redemption Indicator for August 2014 measured 4.19 per cent, up from 3.15 per cent in July. “Redemption notifications increased by about one per cent for the month, but remain moderate and in line with activity this
Hedge funds lost 0.44 per cent in July, according to the Barclay Hedge Fund Index compiled by BarclayHedge. The index remains up 3.26 per cent in 2014. “European equity prices dropped due to weakening economic data, and US equity
