Solutions
Dow Jones Indexes has expanded the Dow Jones LSP Position Sizing Index family to include three new size-segment indexes: Dow Jones LSP Position Sizing US Large-Cap 250 Index; Dow Jones LSP Position Sizing US Mid-Cap 250 Index; Dow Jones LSP Position Sizing US Small-Cap 250 Index.
The Dow Jones LSP Position Sizing Indexes are quantitative-strategy gauges based on a proprietary quantitative algorithm created by the risk-management-research consulting firm LSP Partners LLC. The new size-segment indexes supplement the Dow Jones LSP Position Sizing Equal Sector US Large-Cap 50 Index, which launched in January.
Indexes in the Dow Jones LSP
CBOE Futures Exchange, LLC (CFE) plans to launch trading on the CBOE NASDAQ-100 Volatility Index futures contract beginning on Wednesday, 23 May, pending regulatory approval.
VXN, which measures the volatility of the NASDAQ-100 Index, is calculated through the application of CBOE’s VIX methodology to the prices of options on NDX.
The NASDAQ-100 Index represents the largest non-financial US and international securities listed on The NASDAQ Stock Market, based on market capitalisation. As of May 15, 2012, 63.76 percent of the Index securities were classified as technology.
"Our customers are seeking ways to trade and better hedge the dynamic volatility in
FXCM Inc has fully launched its forex trading app store – FXCM Apps – a unique offering in the retail forex industry, hosting applications for the FXCM Trading Station and MT4 platforms.
FXCM Apps opens the door for traders to choose from dozens of plug-and-play apps for all types of traders.
“It is about customising the user experience,” says Sameer Bhopale, chief marketing officer of FXCM. “Trading is a large part of our audiences’ lives. Why not provide them a medium to customise their experience, whether it is through providing indicators, strategies, or custom tools. Every trader has different needs
In the framework of the NER 300 Initiative of the European Investment Bank (EIB,) European Energy Exchange (EEX) will launch auctions of EU allowances (EUA), which will be held on four days per week on its Derivatives Market in June and July.
For the first time, EU allowances for the third trading period will be auctioned on EEX.
The EIB auctions will be carried out by EEX during the period from 7 June to 31 July 2012. The auctions are scheduled to take place on Monday, Tuesday, Thursday and Friday of the respective weeks with a volume of 625,000 EUAs
Kinetic Partners is partnering with Redkite Financial Markets to offer a comprehensive regulatory and trading surveillance solution.
The partnership, which combines Kinetic Partners’ unique expertise in advising on monitoring and surveillance requirements and Redkite’s market-leading software, will help firms respond to regulatory pressure to adopt automated, real-time trade monitoring and surveillance. The announcement comes shortly after ESMA’s 1st May deadline which required firms to comply with its guidelines on systems and controls in an automated trading environment. This latest guidance reflects the increasing importance that regulators are putting on trade monitoring and analysis, in the wider context of a crackdown
J E Moody’s Commodity Relative Value (CRV) Program has been added to Sciens’ managed account platform (MAP).
J E Moody’s CRV Program is a highly diversified natural resource strategy investing in energies, metals, grains, meats, and soft commodities. It employs a fundamental, relative value spread trading strategy for commodity futures. The strategy is non-directional and seeks pure alpha with minimal drawdowns and no commodity beta or correlations to other Commodity Managers, major asset classes such as stocks and bonds, or hedge funds. The new ‘cell’ is open to all current and new investors on Sciens’ MAP.
Dr John Moody (pictured),
GlobeOp Financial Services is launching an independent, asset-weighted hedge fund performance index on 15 May, 2012. The latest in a series of monthly GlobeOp hedge fund indices, it is transparent, consistent in underlying funds and data processing, and free from selection and survivorship bias.
“The GlobeOp Hedge Fund Performance Index offers a timely and true reflection of the aggregated return on capital invested in funds on our administration platform,” says Hans Hufschmid (pictured), chief executive officer, GlobeOp Financial Services. “The Index does not overstate exposure to, or the contribution of, any single strategy to aggregated hedge fund performance. Its correlation
AlphaHedge Capital Partners, LLC (AlphaHedge) has launched a separately managed account (SMA) platform to provide an array of long/short equity hedge fund strategies to high-end investment advisors, consultants, family offices, broker-dealers and institutions.
According to Gregory S Horn, chairman and CEO, a growing number of investment advisors and their clients are frustrated by the high volatility and low returns from equities over the past decade and are interested in less volatile equity exposure. Long/short equity strategies offer advisors an opportunity to potentially lower a client’s equity risk profile without reducing the underlying allocation.
Horn explained that SMAs available via the
Trading volumes for NYSE Euronext’s global derivatives and cash equities exchanges were mixed both year-over-year and month-over-month across most venues in April, but reflected some strengthening relative to weak first quarter 2012 levels.
NYSE Euronext global derivatives ADV in April 2012 of 8.2 million contracts decreased 6.9% compared to April 2011, but increased 1.4% from March 2012 levels and were up 9.0% from first quarter 2012 levels.
NYSE Euronext European derivatives products ADV in April 2012 of 4.3 million contracts decreased 9.6% compared to April 2011, but increased 9.1% from March 2012 and were up 28.2% from first quarter 2012
In April 2012, the international derivatives exchanges of Eurex Group recorded an average daily volume of 10.9 million contracts (April 2011: 10.5 million).
Of those, 8.3 million were Eurex Exchange contracts (April 2011: 7.6 million), and 2.6 million contracts (April 2011: 2.9 million) were traded at the US-based International Securities Exchange (ISE). In total, 156.9 million contracts were traded at Eurex Exchange and 52.0 million at ISE. This makes April the best month in terms of trading volumes in 2012.
Eurex Exchange traded 64.6 million equity index derivatives contracts (April 2011: 49.9 million). The single largest contract was the future
