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,
The market recovery gathered momentum last week with the S&P 500 hitting new high. Equities were up, high yield spreads down and the VIX is back to the 12-14 range. Market sentiment was boosted by positive data on US jobs
The gross return of the SS&C GlobeOp Hedge Fund Performance Index for October 2014 was -0.81 per cent, while hedge fund flows as measured by the SS&C GlobeOp Capital Movement Index advanced 0.74 per cent in November. Total assets under
The Lyxor Hedge Fund Index was down 2.3 per cent in October (YTD -1.4 per cent) with just three out of 12 Lyxor Indices ending the month in positive territory. The Lyxor CTA Short Term Index (+1.7 per cent), the
Hedge funds negotiated a tumultuous environment in October, with the HFRI Fund Weighted Composite Index posting a narrow gain of 0.09 per cent for the month, according to data released by HFR. Gains in macro, currency and equity hedge strategies
Hedge funds lost 1.18 per cent in September, according to the Barclay Hedge Fund Index compiled by BarclayHedge. At the end of three quarters in 2014 the index remains up 3.10 per cent. “Anticipation of Fed tightening and ECB
The hedge fund industry took in USD7.7 billion, or 0.3 per cent of assets, in June, down from USD19.1 billion (0.8 per cent of assets) in May, according to BarclayHedge and TrimTabs. “First half inflows to hedge funds this year
All managed futures indices calculated by Newedge reported negative performance in July, although the Newedge CTA Index remains in positive territory for the year at +0.14 per cent year-to-date, a decline of 0.91 per cent over the month. Trend followers
The gross return of the SS&C GlobeOp Hedge Fund Performance Index for July 2014 measured -0.37 per cent. Hedge fund flows as measured by the SS&C GlobeOp Capital Movement Index advanced 0.62 per cent in August. “Net flows returned
The gross return of the SS&C GlobeOp Hedge Fund Performance Index for September 2014 measured 0.24 per cent. Hedge fund flows as measured by the SS&C GlobeOp Capital Movement Index declined 1.01 per cent in October. "Net flows were
