Tue, Dec 1, 2015
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. Other Voices: Hedge fund marketing and the selling cycle[more]

    By Bruce Frumerman. How long is the selling cycle now? That’s a question my financial communications and sales marketing consulting firm has been asked on a regular basis by hedge fund firm owners and sales people, ever since we opened the doors to our firm in 1987 pre-crash. Wa

  2. People - Solus Alternative Asset Management adds chief strategist from BTIG[more]

    From PIonline.com: Daniel Greenhaus joined hedge fund manager Solus Alternative Asset Management as managing director and chief strategist. He will work closely with Chris Bondy, Solus’ chief economist, managing director and executive vice president, said Chris Pucillo, CEO and chief investmen

  3. Commodities - Stung by oil, distressed-debt traders see worst losses since '08[more]

    From Bloomberg.com: It’s mid-November, but for investors who trade in the debt of distressed companies, the year’s already done -- and they lost. Hedge funds that specialize in the debt are grappling with their worst declines in seven years. Funds managed by Knighthead Capital Management, Candlewood

  4. Opalesque Roundtable: Seeding deal terms can be onerous for hedge funds[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: Executives from fund of funds firms, family offices, a placement agent, a private equity firm, and an accounting firm gathered in Connecticut last month for the

  5. Opalesque Roundtable: Family offices flock to co-investment[more]

    Bailey McCann, Opalesque New York: Co-investments have been a hot topic for pension funds in recent years, as they try to move away from high fees and improve transparency. But now, family offices are more readily getting into the mix and establishing in-house deal teams, according to the delega