Macro Suffers as Hedge Funds Exploit Volatility
August 15, 2024
Macro strategies posted losses in July, in contrast to a more positive picture generally amongst hedge funds as other strategies… Read More »
Macro strategies posted losses in July, in contrast to a more positive picture generally amongst hedge funds as other strategies… Read More »
Currency traders were the only sub-class to return a positive performance as CTAs in the Barclay CTA Index, managed by… Read More »
After a strong start to the year, the Barclay CTA Index, compiled by BarclayHedge, suffered its first down month in… Read More »
Euronext has agreed to acquire 75% of New Zealand-based Global Rate Set Systems, a service provider to benchmark administrators –… Read More »
Exchange and data group Six has launched new reference rates and real-time crypto indices – they will be used as… Read More »
Singapore Exchange (SGX) has announced a new structure to its multi-asset offering, as it seeks to further scale the business… Read More »
Hedge fund indexation firm HFR says August was a difficult month for many hedge funds with mixed performance from Macro… Read More »
State Street has announced the retirement of its monthly Investor Confidence Index (ICI), effective 25 October 2023, ending 20 years… Read More »
TP Icap’s data and analytics division, Parameta Solutions, has launched a new family of interest rate swap volatility indices that… Read More »
Global investor confidence continues to rebound strongly, according to the State Street Investor Confidence Index (ICI), rising for the sixth… Read More »
CME Group and CF Benchmarks will extend their suite of non-tradeable cryptocurrency benchmark products after announcing plans for three new… Read More »
Trend following CTAs managed to produce another positive return in October, although the payout curve was more volatile than usual.… Read More »
CME Group and CF Benchmarks have unveiled plans to publish three new cryptocurrency benchmarks from October 31. The firms will… Read More »
The latest State Street Investor Confidence Index (ICI) suggests that investors are shrugging off extended losses in equity markets and… Read More »
Investor confidence climbed for the second successive month according to the State Street Investor Confidence Index (ICI) for August. The… Read More »
CME Group has started real-time streaming of its suite of volatility indices (CVOL), allowing investors to keep an up to… Read More »
In what might be considered a surprise given how markets have behaved in recent weeks, the latest State Street Global… Read More »
The Barclay CTA Index managed to eke out a 0.35% gain in June, as CTAs continued their strong collective 2022.… Read More »
While they continue to outperform equities markets, hedge funds suffered through the first half of 2022, with only Macro funds… Read More »
Market volatility was kind to CTAs in March, with the Barclay CTA Index, managed by BarclayHedge, rising 3.09% with over… Read More »
Hedge funds posted the largest single month decline since March 2020 in November, largely thanks to equities falling sharply in… Read More »
Financial indexing firm T3Index has launched two new crypto indices, measuring volatility skew for Bitcoin and Ethereum. The new indices,… Read More »
London Stock Exchange Group (LSEG) and Singapore Exchange (SGX) are among a host of financial infrastructure and service providers launching… Read More »
After suffering the first dip in nine months in July, hedge funds returned to positive territory in August. The HFRI… Read More »
CTAs managed to return small gains in July according to the Barclay CTA Index, compiled by BarclaysHedge, which was +0.37%… Read More »
Hedge funds posted their first decline, albeit slight, in July, ending a run of positive monthly performance that started in… Read More »
Hedge fund performance advanced in June, extending the streak of consecutive monthly gains to nine and completing the best first… Read More »
Macro funds continued a positive start to 2021 according to the SG Prime Services, with the firm’s Macro Trading Index… Read More »
