The administration of the CBOE Volatility Index (VIX Index) is now in alignment with the Principles for Financial Benchmarks established by the International Organisation of Securities Commissions (IOSCO). The VIX Index, calculated using real-time bids and offers of S&P 500
Barclays has launched the Barclays Merger Arbitrage US Index Family, a new addition to the Barclays range of Quantitative Investment Strategies. Barclays launched its first Merger Arbitrage indices in 2010. The addition of the new index family will allow investors to
The Credit Suisse Liquid Alternative Beta Index (CSLAB), which aims to reflect the performance of the global hedge fund industry, finished down 1.42 per cent in January. The Managed Futures strategy was the strongest performer for the month, with a
The Chicago Board Options Exchange plans to list S&P 500 Index (SPX) Wednesday-expiring Weeklys options beginning 23 February, 2016. CBOE's new SPX Wednesday-expiring Weeklys options, or "Wednesday Weeklys," will generally have the same characteristics as CBOE's Friday-expiring SPX Weeklys options,
Managed futures traders gained 0.06 per cent in May according to the Barclay CTA Index compiled by BarclayHedge. Year to date, the Index has lost 0.67 per cent. Four of Barclay’s CTA indices had gains in May, and four had
Hedge funds gained 0.50 per cent in May according to the Barclay Hedge Fund Index compiled by BarclayHedge. The Index is up 4.13 per cent in 2017. The Barclay Hedge Fund Index has now been profitable for seven months in
Managed futures traders lost 1.19 per cent in December according to the Barclay CTA Index compiled by BarclayHedge. The Index was down 1.43 per cent in 2015. “European Central Bank easing in December fell short of investor expectations, and markets
ALTIN, the USD240 million multi-strategy fund of hedge funds listed on the London and Swiss stock exchanges, ended the year in positive territory (+2.20 per cent YTD), 2 per cent to 3 per cent ahead of hedge fund and fund
The Wilshire Liquid Alternative Index, which provides a representative baseline for how the broad liquid alternative investment category performs, returned 0.34 per cent in May, outperforming the 0.24 per cent monthly return of the HFRX Global Hedge Fund Index. The
Hedge funds lost 0.64 per cent in December according to the Barclay Hedge Fund Index compiled by BarclayHedge. The Index was up 0.29 per cent at the end of 2015, its smallest yearly gain since 2011 when it declined 5.48
