All six of Market Vectors Index Solutions’ (MVIS) investable Long/Short Equity Indices recorded negative performance in June. Each index is constructed using transparent, liquid ETFs and US Treasury securities to produce hedge fund-style returns without hedge fund pricing, opaqueness and
CBOE Futures Exchange plans to list futures with weekly expirations on the CBOE Volatility Index (VIX Index) beginning Thursday, July 23, 2015, subject to regulatory review. VIX Weeklys options at CBOE are expected to follow, also subject to regulatory approval.
ERI Scientific Beta has launched two new families of smart "quality-type" factor indices – High Profitability and Low Investment, allowing investors to benefit from well-documented additional risk premia. These new smart factor indices have been available on the www.scientificbeta.com platform
The gross return of the SS&C GlobeOp Hedge Fund Performance Index for March 2015 measured 1.30%, while hedge fund flows as measured by the SS&C GlobeOp Capital Movement Index declined 1.14% in April. “The negative CMI for April reflects the
S&P Dow Jones Indices (S&P DJI) has launched a new family of Global Inflation-Linked Sovereign Indices to effectively measure inflation-linked country debt within these classifications. The launch of the S&P Global Sovereign Inflation-Linked Bond Indices is part of S&P DJI’s
Three of the four managed futures indices calculated by Societe Generale Prime Services recovered their positive performance in March after February’s retreat, with the Newedge CTA Index enjoying its second strongest quarter since 2008 – up 5.79 per cent. The
The Credit Suisse Liquid Alternative Beta Index (CSLAB), which aims to reflect the performance of the overall hedge fund industry, finished up 0.29% in March. The Managed Futures strategy was the strongest performer, finishing up 4.28% in March, and remained
CBOE Futures Exchange (CFE) has reported a month-on-month increase in March in average daily volume (ADV) and monthly total volume, both exchange-wide at CFE and for futures on the CBOE Volatility Index. Both totals though, are down from level achieved
STOXX has introduced daily currency hedged versions of the EURO STOXX 50, EURO STOXX, EURO STOXX Select Dividend 30, STOXX Europe 600 and STOXX Europe Select Dividend 30 indices. The new indices are aimed at investors seeking exposure to these
CBOE Holdings plans to list options on the MSCI Emerging Markets Index (EEM) and the MSCI EAFE Index (EAFE) beginning Tuesday, 21 April. The announcement was made during a CBOE press briefing at the Futures Industry Association conference in Boca
