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Decentralisation of cryptocurrencies is helping curb systemic risk amid the ongoing digital asset price volatility, Anthony Scaramucci, founder and managing partner of SkyBridge Capital, told Hedgeweek on Thursday.
Emles Advisors (Emles) has launched a new actively managed exchange-traded fund (ETF); the Emles Alpha Opportunities ETF (EOPS), providing institutional investors with access to a hedge fund strategy through an ETF structure.
Natural Language Processing (NLP) can enhance ESG Investing in a variety of ways, from building alpha-generating strategies to monitoring controversy risk across portfolios.
Investors can make the most of the global trend in ESG investing using NLP technology, such as that developed by RavenPack, the company I work for.
RavenPack generates analytics by scanning online news, identifying entities, tying them to events, and then calculating sentiment. It has a rich ESG event taxonomy covering a wide range of controversies, from news about companies being fined for pollution, to labor disputes, to lawsuits.
This enables the large-scale tracking of controversies, covering
Most hedge fund managers have taken action to protect their firm’s data from external attacks. However, there is a growing recognition of the importance of shielding the firm from risks which can breed within the firm itself, and also protecting data in transit particularly in the hybrid working environment most of the world currently finds itself in.
By A Paris – The volatility experienced since the start of the Covid-19 pandemic in March 2020 has largely been a positive development for alpha-hunting hedge fund managers who were able to take advantage of the arbitrage opportunities available. However, various market forces saw those at extreme ends of the investment approaches come under pressure – causing the convergence of quantitative and fundamental philosophies to rise in appeal.
The spectrum of investment approaches is very diverse – with fundamental investors using traditional metrics like balance sheet evaluations at one end, and strictly quant managers whose investment decisions are driven by statistical models.
Following a ‘harmonious’ Q1, when global markets saw almost identical factor winners and losers, it was a definite case of ‘discord’ in May, with the month seeing global divergence in factor performance.
OptionMetrics, an options database and analytics provider for institutional investors and academic researchers worldwide, has released OptionMetrics IvyDB Europe 3.0m which offers new features for institutional investors and academia to assess extreme volatility and complex trading strategies.
Major advancements include extension of the volatility surface for underlying securities and the increase in maximum calculated option implied volatility.
One of the biggest updates in IvyDB Europe 3.0 is expansion of the volatility surface to include a 10-day maturity curve along with new call and put delta grid points at 10, 15, 85, and 90 (expanding the curve to 10-90 from
Altana Wealth, the credit, currency and special situations-focused hedge fund led by former Trafalgar Asset Managers co-founder Lee Robinson, is making bumper returns from distressed opportunities within the global oil services sector, where companies have been clobbered by Covid-19.
The Altana Distressed Opportunities Fund, which seeks out investment ideas in neglected corners of capital markets, has soared some 115 per cent since its late October lows by targeting certain energy assets which tumbled in value in the early stages of the coronavirus crisis, the firm said on Wednesday.
Since the start of 2021, the fund is up more than 64 per
The companies admitted to trading at the European Energy Exchange (EEX) have elected a new Exchange Council.
Amongst other things, the Exchange Council appoints and supervises the Management Board of the Exchange, approves the rules and regulations of the exchange as well as changes thereto and is involved in all essential decisions concerning the further development of the exchange.
The Exchange Council of EEX consists of 24 members. The Exchange Participants voted in four different election groups in order to adequately represent their different interests in the Exchange Council. The election was carried out via postal vote and resulted in
DASH Financial Technologies (DASH), a US options technology and execution provider, has launched DASH360 Risk and DASH360 Allocations.
The highly customisable new products – which allow traders to dynamically manage their 15c3-5 market access requirements and post-trade option and equity trade allocations, respectively – are the latest additions to the DASH360 suite of analytics, reporting and risk tools.
Tim Miller, Co-COO at DASH, says: “Since our inception, we have been committed to making all aspects of trading and execution as efficient as possible and that commitment extends to workflow and compliance solutions. We’re excited to launch two new products that
