Increasing correlation between bonds and equities, rising interest rates, increased geopolitical risk and potentially overheating markets appear to have eroded many of the diversification benefits of the 60:40 balanced portfolio. The traditional asset management portfolio, long considered a low risk, default option, may no longer be a match for today’s markets. As the traditional portfolio […]
Natixis Global Asset Management has announced the launch of a managed futures fund for European investors from one of its alternatives-focused boutiques, AlphaSimplex. AlphaSimplex’s Managed Futures Fund will invest in futures and forward contracts across several markets including equities, fixed income and currencies. It seeks to benefit from current trends in the markets, taking long positions in […]
Tullett Prebon Information, which provides real time information for over the counter (OTC) markets is to distribute data on biofuel, ethanol and palm oil, following an exclusive deal with SCB Group. TPI, which is part of interbroker dealer Tullett Prebon, said the distribution agreement would bring further transparency to what are growing global markets for […]
Systematic investing, in the form of managed futures, often called CTAs, rose to the attention of the wider investment community particularly through its performance in 2008, when it delivered strong returns against the dramatic losses posted by most other strategies. In the following years, however, its performance has been somewhat lackluster, prompting several market commentators […]
Estlander & Partners, the Finnish manager currently known for its systematic strategies Freedom, Presto and Alpha Trend, is launching a commodities fund to take advantage of an improved market environment in which it argues different commodities have become priced on fundamentals rather than the general risk on/risk off approach seen in the wake of the […]
Precious metals trader Sharps Pixley says the commitment to QE3 has buoyed the gold market.
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.