Commodity Trading Advisor (CTA)
Lifecycle stage key factor in new RPM Sicav CTA
RPM Risk & Portfolio Management, the Stockholm based CTA/Macro specialist, is launching a Luxembourg domiciled Sicav - RPM Evolving CTA - which aims to invest in CTAs identified as being in the "most competitive stage of development".
CTA worst performing hedge funds in September, says Lyxor
Commodity Trading Advisors (CTA) were the worst performers of all hedge fund strategies last month, despite some hedge funds making good returns with this strategy in the first half of the year.
Investors move to protect against tail risk (even if they don't know what it is)
Institutional investors fear a ‘tail risk event' in the next12 months, but are unsure what strategy would be effective protection against it, according to research from State Street Global Advisors.
Smaller is better says Aquantum, as it joins modelling club
Aquantum, the managed futures start-up in Munich says its computer-driven investment strategy will differ in a sector becoming too large for the markets.
Election results, diversification and search for talent occupy selector thoughts
European election results, elements of diversification, and the global search for talented managers figure prominently among the latest collection of views of fund selectors.
'Look the manager straight in the eye,' say selectors
Despite staging a comeback in many portfolios, as low yields elsewhere fuel the need for returns, hedge funds still face demands for trust, transparency and track records.
CTAs ponder regulatory future
Regulation of over the counter markets poses one type of challenge to the CTA community, but there are others to consider too.
Austrian investors on the hunt for the perfect volatility fund
Volatility products are gaining popularity, yet fund selectors in Austria are struggling to decide which ones to use from the growing choice of absolute return and hedging strategies.
Aquila Capital Spectrum Fund outperforms index in first year
Hamburg-based alternative investment company Aquila Capital, has reported that its AC Spectrum Fund has delivered a return of 4.62% since its launch one year ago, despite the Newedge CTA index, regarded as the benchmark for the CTA universe, incurring...
Zurich's Rialto readies commodity-focused fund
Zurich-based Rialto Capital has added former Standard Chartered Bank commodities trader Giacomo Berta as a portfolio manager and head of quantitative research as it prepares to offer its second investment fund, Rialto Systematic.
Using third party databases to find talent
Capital Strategies Partners is using particular databases to find managers of niche active management strategies, and bring their capabilities and products to market.
Eurizon's Auleta applies the holistic view
Discovering consistency, a good approach to risk, and recognition of communications needs.
Lyxor adds managed futures strategy to Ucits platform
French group Lyxor Asset Management has added the IKOS Futures Strategy Index to its alternatives Ucits platform, Lyxor Dimension, to meet investor demand for CTA strategies providing diversified returns.
Special situations and convertible bonds boost hedge fund performance
The Lyxor Global Hedge Fund index was up 1.3% in January, reversing its downwards trend in 2011 thanks to special situations, equity long bias and convertible bond strategies.
Foreign groups continue their Iberian campaign
It’s a tough market to break into, but external funds groups believe Spain is worth the effort.
Is Alpha Ucits an oxymoron? asks Fraser McKenzie of 47 Degrees North
“Oxymoron – a figure of speech that combines contradictory terms.” Fraser McKenzie of 47 Degrees North, based in Pfäffikon in Switzerland, says advisers should look closely at the promises and delivery of Alpha Ucits.
Syz & Co launches multi-manager CTA fund
Syz & Co's new fund, Oyster Multi-Manager Tail & Trading, will combine a commodity trading advisor (CTA) strategy with active management to hedge against extreme risks known as tail events.
Hedge fund slump continued in November
The Lyxor Global Hedge Fund index was down 0.44% in November bringing year to date performance to a negative 6.26%, further denting the image of ‘absolute return’ hedge fund vehicles.
