Following a difficult October, CTAs continued to face challenges in November, with the SG CTA Index was down 1.09 per cent and the SG Trend Index down 1.75 per cent. However, the SG Trend Indicator outperformed the Trend Index as
The Wilshire Liquid Alternative Index, which provides a representative baseline for how the broad liquid alternative investment category performs, returned -0.10 per cent in November, outperforming the -0.62 per cent monthly return of the HFRX Global Hedge Fund Index. The
Hedge funds continued to decline in December, largely driven by L/S Equity (and to some extent CTAs), according to the latest Weekly Brief from Lyxor’s Cross Asset Research team. L/S Equity strategies continued to suffer from the unusual level of
Hedge fund redemptions slowed in October after spiking to a five-year high the month before, according to the Barclay Fund Flow Indicator, published by BarclayHedge. Data from more than 5,000 hedge funds in the BarclayHedge database revealed that the hedge
The European Energy Exchange (EEX) increased volumes on its power derivatives markets by 17 per cent to 273.7 TWh in December (December 2017: 234.5 TWh). In power futures for Germany (Phelix-DE), at 159.1 TWh, trading volumes more than doubled compared
The end of the year remained challenging for L/S Equity, suffering in sympathy with plunging equity markets, according to the first Weekly Brief of 2019 from Lyxor’s Cross Asset Research team. L/S Credit strategies were also caught up by widening
Hedge funds dipped 2.61 per cent in December, according to the Barclay Hedge Fund Index compiled by BarclayHedge. The loss was less significant, however, than that of the S&P 500 Total Return Index, which dropped 9.03 per cent in December.
The market rebound since end of December fuelled hedge fund strategies most exposed to risk assets such as L/S Equity and Special Situations, according to the latest Weekly Brief from Lyxor’s Cross Asset research team. Lyxor writes that this is
There was a pause in trade developments and solid corporate profits fuelled risk appetite last week pushing hedge funds strategies with the highest market beta higher, according to the latest Weekly Brief from Lyxor’s Cross Asset Research team. CTAs outperformed
The value of regulated funds serviced in Jersey has broken through the GBP300 billion barrier for the first time, according to the latest figures to be collated by the jurisdiction’s regulator the Jersey Financial Services Commission (JFSC). Figures for the
