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".
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.
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.
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.
European election results, elements of diversification, and the global search for talented managers figure prominently among the latest collection of views of fund 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.
Regulation of over the counter markets poses one type of challenge to the CTA community, but there are others to consider too.
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.
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-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.
Capital Strategies Partners is using particular databases to find managers of niche active management strategies, and bring their capabilities and products to market.
Discovering consistency, a good approach to risk, and recognition of communications needs.
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.
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.
It’s a tough market to break into, but external funds groups believe Spain is worth the effort.
“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'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.
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.