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Axioma, a provider of risk and portfolio management solutions, has launched the latest version of its Japan Equity Factor Risk Model suite (AXJP4).
The model provides improved methodologies, enhanced style factors and enriched exposures for its fundamental and statistical models, which all combine to deliver improved risk forecasts and better articulate risk.
“Sophisticated risk management is taking centre stage, emphasising the need for advanced and effective tools,” says Joel Coverdale, Asia Pacific managing director at Axioma. “Our latest Japan Equity Risk Model suite exemplifies our commitment to providing clients with more informative and intuitive results for performance and
- 17/05/2017
PivotalPath, a technology-driven hedge fund investment consultant, has launched Quality of Performance (PQP), a proprietary quantitative manager rating system across 1,300-plus hedge funds, located on its technology platform, PivotalBase.
PQP systematically transforms existing quantitative insights into intuitive fund ratings presented across the firm’s platform.
The algorithm measures the key qualities of suitable hedge fund manager performance within the context of its peers, ultimately empowering sophisticated clients to identify managers who employ a repeatable application of skilful methods.
The use and application of PQP will enable dynamic fund comparisons and improve clients’ decision-making process.
“‘Quality of Performance’
- 17/05/2017
Nine of the BRI index strategies, including BRI’s Long/Short Equity (BRILSE) Index, which is powered by Wilshire, are now available on the HedgeCoVest UMA/SMA platform.
HedgeCoVest also provides the SMArt Xchange, a UMA/SMA solution exclusively for SS&C’s client base of advisors using Axys, APX, or Black Diamond, where the BRI indexes will also feature.
BRI Partners has entered into a licensing agreement with HedgeCoVest to make the index strategies accessible on its investment platform.
BRI will provide nine passive indexes for long-only and absolute return hedge fund strategies: long/short equity, dynamic growth and value, hedged small cap,
- 17/05/2017
Cowen, formerly Cowen Group, has launched a new brand identity Outperform, designed to better reflect the quality and breadth of services the firm offers clients and partners.
“Financial services and actively managed investment products need to be differentiated and immediately recognisable as capable of contributing to overall client performance,” says Peter A Cohen (pictured), chairman and chief executive officer of Cowen. “In staying true to our mission, Cowen is a well-recognised organization with focused asset management offerings and knowledge-based financial services offerings for corporations and active investors.”
Jeffrey M Solomon, president of Cowen, says: “To be successful in
- 17/05/2017
- 17/05/2017
Acadian Asset Management has recently transitioned its long/short portfolios to SS&C GlobeOp.
Acadian has been leveraging SS&C GlobeOp as its fund administrator for long-short strategies since Acadian launched its Diversified Alpha equity strategy in 2016.
SS&C provides a comprehensive range of middle and back office services to Acadian for its long/short business.
Acadian cited a number of factors that were critical in its decision, including SS&C’s fund administration leadership as well as extensive middle office expertise. Most notably for Acadian were SS&C GlobeOp’s capabilities around margin finance management, cash and collateral management, and tri-party reconciliation. As part
- 17/05/2017
The hedge fund industry saw net inflows totalling USD19.7 billion in Q1 2017, ending five successive quarters of net outflows for the industry, according to the latest Hedge Fund Asset Flows reports from Preqin.
The influx of investor capital, combined with a consistent run of positive performance for the industry, has seen total assets held by hedge funds grow by 3.2 per cent in the first quarter of the year to hit a record USD3.35 trillion.
All leading hedge fund strategies experienced a percentage increase in total assets and, notably, macro strategies funds attracted USD11.1 billion of net
- 17/05/2017
Hedge funds were up 0.64 per cent in April with 2017 year-to-date gains coming in at 3.00 per cent, according to the Eurekahedge report for May.
Investor appetite for hedge funds has picked up pace since the start of the year, with net inflows of USD34.8 billion.
AUM for the North American hedge fund industry has reached a record high of USD1.54 trillion as of April 2017. Investor subscriptions for 2017 year-to-date stood at USD29.5 billion, with USD18.4 billion of performance-based gains recorded over the same period of time.
The USD260.6 billion CTA/managed futures mandated hedge fund
- 16/05/2017
Algomi, a network company providing information-matching solutions for the optimisation of fixed income liquidity, is to acquire and distribute the ALFA product created and developed by AllianceBernstein (AB).
ALFA (Automated Liquidity Filtering & Analytics) was developed as an in-house liquidity tool by AB.
It provides cross-market information on liquidity and trade intent in order to give the buy-side a real-time view of the entire bond market including government bonds, investment grade, high yield, emerging market, municipal debt, and structured credit.
AB selected Algomi in a competitive search process to acquire and become the sole marketer of the product, now called
- 16/05/2017
In response to the planned split of the German-Austrian price zone, the European Energy Exchange (EEX) will launch a financially settled power future for the Austrian market area.
Scheduled to launch on 26 June 2017, the new products will comprise base and peak contracts with a monthly, quarterly and yearly maturity. With the introduction, EEX provides an additional product suite that allows exchange members to hedge against prices changes in the domestic Austrian market.
After consultation with market participants, EEX will also extend the Phelix-DE product suite with further products. On 26 June, day and week contracts for
- 16/05/2017
Turning Big Data into Small Data – Nasdaq, the world’s first electronic exchange, has ‘fintech’ running through its veins, and today introduces its latest innovation to support growing market demand for unstructured data sets.
The Nasdaq Analytics Hub will pull in data from Nasdaq’s own feeds as well as from a number of financial technology start-ups such as iSentium, which specialises in collecting and crystallising massive unstructured social media content, into market intelligence; in other words, to turn Big Data into Small Data, and Small Data into trading and investment signals.
Four data sets are being introduced as the initial offering
- 16/05/2017
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