Wed, Sep 2, 2015
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

Another good year for Swiss short-term trading shop Amplitude

Tuesday, January 29, 2013

Benedicte Gravrand, Opalesque Geneva:

Swiss CTA shop Amplitude Capital, which runs three short-term trading programs, has kept on doing very well since we last reported on them last summer.

Amplitude Klassik (A share), launched in September 2009, was slightly down in December 2012 (-0.17%) but is up 17.35% for 2012.

The fund trades liquid exchange-traded futures across equities, FX, fixed income and commodities. The strategy is based on a systematic and fully automated directional short-term program. It uses extensive quantitative analysis of real-time price data and sophisticated portfolio methodology to detect ultra-short to short-term market trends and reversion.

Amplitude’s flagship fund, the Dynamic Trading fund (C share), launched in June 2005, is up 0.80% in December and up 1.33% for 2012. It runs a similar program to Klassic’s.

In December, Dynamic profited from equity performance, in particular from its European and Asian net long positions. Klassic benefited from its small to mid-size long positions during the year-end rally. Bonds were the worst asset class this month, as the programs were affected by the downward trending markets by not switching to the short side on time. Currencies delivered solid returns with the EUR/USD faring best. Commodities deliv......................

To view our full article Click here

Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing


  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Cliff Asness attracts $360 million as liquid alternative funds hold up[more]

    From Bloomberg.com: As U.S. stocks suffered their worst month in more than three years in August, Clifford Asness’s managed futures fund was able to profit. Investors are taking notice. The $9.12 billion AQR Managed Futures Strategy Fund pulled in an estimated $360 million in net subscriptions last

  2. Activist News - Carl Icahn has snapped up a huge stake in Freeport-McMoRan, and the stock is ripping, Meet Europe's best activist investor[more]

    Carl Icahn has snapped up a huge stake in Freeport-McMoRan, and the stock is ripping From Businessinsider.com: Carl Icahn has picked his next target: Freeport-McMoRan. Icahn and a group of other investors have snapped up an 8.46% stake in mining company Freeport-McMoRan, according to a j

  3. North America - Hedge fund manager Ray Dalio’s challenge to the Fed[more]

    From Newyorker.com: For some reason, Janet Yellen, the chair of the Federal Reserve, decided to skip this year’s annual Fed conference in Jackson Hole, where monetary policymakers from the United States and abroad get together with some prominent academics to discuss the big issues of the moment. Th

  4. Performance - Einhorn and Loeb's hedge funds both decline 5% in August, Some target-date funds miss in the market turmoil[more]

    Einhorn and Loeb's hedge funds both decline 5% in August From Reuters.com: Hedge fund billionaires David Einhorn and Daniel Loeb saw their main funds lose roughly 5 percent in August during a dramatic market sell off, two people familiar with their returns said on Monday. Einhorn's

  5. Opalesque Exclusive: Foundation returns slide, but commitment to alternatives remains[more]

    Bailey McCann, Opalesque New York: Private and community foundations posted returns of 6.1 percent for the 2014 fiscal year (January 1 – December 31, 2014), down from the 15.6 percent return reported for FY2013, according to the latest Council on Foundations–Commonfund Study of Investment of End

 

banner