The Newedge CTA Index rose by 2.74 per cent in October and is up 9.02 per cent year-to-date.
Nine out of ten Newedge hedge fund indices posted positive performances in October.
The strongest performing index was the Newedge CTA Trend Sub-Index, which rose by 5.12 per cent.
The Newedge AlternativeEdge Short-Term Traders Index fell by 0.49 per cent, bringing its year-to-date performance to +0.97 per cent.
The Newedge CTA Index top performance for the month of October included Chesapeake Capital (Diversified), up an estimated 10.95 per cent; Graham Capital Management (K4D-15V), up 5.00 per cent; and Aspect Capital (Diversified Fund), up 4.52 per cent.
The Newedge AlternativeEdge Short-Term Traders Index top performers for the month of October included Revolution Capital (Mosaic), up 18.36 per cent; SSARIS Short-Term Momentum, up 2.86 per cent; and Kaiser Trading Group (2X), up 2.81 per cent.
Exploiting the volatility premium through systematic strategies
With over $2bn in AUM just two years after launch, Empureon is leveraging volatility premiums, portfolio hedging and portable alpha to…
More
Alternative Views Ahmet Peker and Daniel Lucke
In Alternative Views Hedgeweek®,goes behind closed doors with those in the know to get the latest on hedge funds. Today, we speak to Ahmet…
More
Removing human bias from an concentrated market
Mast Investments outline how systematic investment processes seek to reduce behavioural biases while identifying opportunities created by…
More
