The Barclay CTA Index compiled by BarclayHedge gained 7.71% in 2014. The Barclay BTOP50 Index, which measures performance of the largest CTAs, was up 12.31% in 2014. “The BTOP50 had a strong finish, ending the year with five consecutive profitable
Managed futures gained 2.62% in November according to the Barclay CTA Index compiled by BarclayHedge. The Index is now up 6.63% for the year. “November was an excellent month for trend-followers,” says Sol Waksman, founder and president of BarclayHedge. “Equity
Hedge funds gained 0.79% in November, according to the Barclay Hedge Fund Index compiled by BarclayHedge. The Index is now up 3.47% in 2014. “A continuing recovery in the US, along with increased monetary stimulus in Japan and possibly Europe,
Intercontinental Exchange’s ICE Futures US achieved a daily volume record in the mini MSCI Index futures complex and a daily volume record in the mini MSCI All Country World Index Net Total Return future on 12 December, 2014. The mini
Trading volume in CBOE Volatility Index (VIX Index) futures during extended trading hours (ETH) – from 3:30 pm CT to 8:30 am CT – established a new single-day volume record last week. An estimated 79,926 VIX futures contracts were traded
The Lyxor Hedge Fund Index was up +1.3% in November (YTD +0.1%), with 8 out of 12 Lyxor Indices ending the month in positive territory. The Lyxor CTA Long Term Index (+7.8%), the Lyxor CTA Long Term Index (+5.9%), the
The gross return of the SS&C GlobeOp Hedge Fund Performance Index for November 2014 measured 1.13%. Hedge fund flows as measured by the SS&C GlobeOp Capital Movement Index advanced 0.43% in December. "In line with historical patterns, 2014 closes with
Global equity markets continued on their upward trend from mid-October, finishing November up 2.1%, as measured by the MSCI World index in US dollars. US Treasuries and core European bonds also rallied. Against this backdrop, coupled with a strong US
S&P Dow Jones Indices (S&P DJI) has launched the S&P 500 VEQTOR Switch Index, which seeks to simulate a dynamic portfolio that allocates between equity and the CBOE Volatility Index (VIX Index). Today’s launch expands S&P Dow Jones Indices family
Hedge funds delivered healthy returns in November, with The Lyxor Hedge Fund Index up 1.8% for the month, mainly supported by CTAs and to a lesser extent by Event Driven managers. In November, CTAs delivered their best month in more
