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Volatility trading and quantitative macro hedge funds outperform in October

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An increase in market volatility during October helped the Newedge Volatility Trading Index post strong positive returns for the month of October, with an increase of 1.12%, its best month since January 2012.

Quantitative Macro strategies outperformed Discretionary trading strategies, gaining 0.52% for the month, bringing YTD performance to 6.95%. The headline Newedge Macro Trading Index experienced roughly flat performance during October, posting a -0.12% return, meaning it stands at 1.57% for 2014 so far.

The Newedge Commodity Trading Index remains in positive territory for the year to date, with returns of 2.33%, although it was slightly down in the month of October. The Commodity Equity sub-index experienced a volatile period of monthly returns and posted -2.05% in October.
James Skeggs, Global Head of Advisory Group at Newedge, says: “Investor’s expectations of Volatility strategies were broadly fulfilled in October, producing positive returns as volatility and vol of vol increased.
Individual Macro and Commodity strategies however had more variable fortunes in October, resulting in the headline indices finishing largely unchanged for the month.

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