22 Feb 2006
Stenham closes Universal II, launches new multi-strategy fund
Strong inflows have prompted Stenham to close its Universal II fund and to open a new multi-strategy fund. Strong inflows have prompted…
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Fortune launches South African hedge fund of funds for international investors
Fortune is making the Mayibentsha Opportunities Fund available to overseas investors through a Cayman Islands-registered entity, Fortune…
Russell's Amsterdam office announces new hires and multiple mandate wins
Russell Investment Group (Russell) has appointed two new associates to its Amsterdam office, directors Michiel Faber and Henk…
The case for the Omega function
The Omega function and associated metrics offer a solution to the limitations of parametric approaches to investment performance…
21 Feb 2006
Volatility Futures: Developments in the EU regulatory environment and adjustment to Eurex product parameters
Eurex has revised its trading parameters for volatility futures in response to the CESR's final advice on the inclusion of index-based…
Baring EMEA Absolute Return Fund on track for 20%+ returns
The Baring EMEA Absolute Return Fund is on track towards delivering target net returns in the region of 20%+ per year, with annualised…
MAREX joins forces with FXall for FX trading services
Independent brokerage company MAREX Financial has selected Fxall to provide foreign exchange liquidity and trading…
Guernsey funds under management reach GBP 100 billion
Funds under management and administration in Guernsey grew by GBP 8.3 billion (9.1%) over the quarter ended 31 December 2005 to reach a…
Sharper Risk Adjusted Performance Measures (RAPMs): From Omega to AIRAP
Two measures that address weaknesses of the Sharpe ratio are the Omega measure and Alternative Investments Risk Adjusted…
20 Feb 2006
Home mortgage market tops agenda at annual ABS West
Could a potential softening of US home price appreciation affect the issuance and performance of the huge asset-backed credit sector?Could…
Merriman Curhan Ford & Co appoints heads of new Capital Access Group
Securities broker-dealer and investment bank Merriman Curhan Ford has hired Michael Fitzsimmons and David Schane to lead its new…
Credit Suisse provides low correlation 'alternative' to alternative investments
Credit Suisse believes that its CS Nova (Lux) Commodity Plus Fund offers institutional investors a low correlation 'alternative' to…
A brief history of performance ratios
Early performance ratios grew out of the mean variance framework, were adapted for downside risk but have given way to newer…
17 Feb 2006
Hedgeweek Special Focus: New BlackRock will be a USD 1 trillion investment management powerhouse with a global footprint
The merger of BlackRock and Merrill Lynch has created a new global investment player - Hedgeweek unravels the detail and highlights the…
Investable Indices v. Funds of Funds
Investable hedge fund indices have grown rapidly since 2003.PARA_BREAK_SENTINEL_9f8e7d6cInvestable hedge fund indices have grown rapidly…