Eurex will introduce equity options with weekly expiration dates on 24 January 2011. It’s the first time that weekly options will be available on the exchange. The Eurex Weekly Equity Options will be listed as separate contracts and will initially
Bank of America Merrill Lynch has launched Instinct Natural, an enhancement to its alternative trading system (ATS) Instinct X, aimed at increasing opportunities to execute block trades while minimising market impact. “We want to make it easier for our clients
The Dow Jones Credit Suisse Hedge Fund Index finished up 0.64 per cent for the month of November, with all but one of the ten sub-strategies finishing the month in positive territory. Emerging markets (+1.10 per cent) and multi-strategy (+1.0
The Credit Suisse Liquid Alternative Beta (LAB) Index was up 1.10 per cent in January, according to Dr Jordan Drachman, head of alternative beta strategies at Credit Suisse. The merger arbitrage strategy was the strongest performer for the month, finishing
Pacific Fund Systems (PFS) and StatPro have teamed up to allow PFS-PAXUS users that sign up to StatPro’s services to perform online portfolio analysis and Value at Risk (VaR) calculations. StatPro Revolution, a cloud-based portfolio analysis platform for the front
DST Systems’ US Investment Recordkeeping solution is now supporting over 1.5 million accounts in the alternative investment space. DST, the largest provider of third-party shareholder recordkeeping services in the mutual fund industry, also supports a full range of retail alternative
CAIS Exchange (CAIS-X), the first online alternative investment marketplace for the wealth management industry, has expanded its suite of adviser tools to include MSCI’s RiskMetrics HedgePlatform, an investment decision support tool providing hedge fund transparency and risk analysis. The addition
ICAP has launched Hazard Rates and Survival Probabilities as part of an expanded end of day Credit Derivatives Service. Hazard rates are often referred to as the default intensity or conditional default probability of a specified company while survival probabilities
Managed futures lost 0.39 per cent in November, according to the Barclay CTA Index compiled by BarclayHedge. The index has lost 1.45 per cent year to date, compared to a gain of 0.73 per cent in the S&P GSCI Index.
Towers Watson, a global investment consultant, will include MSCI’s RiskMetrics HedgePlatform into some of its hedge fund advisory and investment processes. As part of the agreement Towers Watson will use HedgePlatform to evaluate and monitor individual investment managers with reports
