Wed, May 6, 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. SEC charges funds of hedge funds Alpha Titans, executives, and auditor for improper expense allocations[more]

    Update: Please note the important updated information at the end of the article.The Securities and Exchange Commission today announced charges against a Santa Barbara, Calif.-based hedge fund advisory firm and two executives involved in improper allocations of fund assets to pay undisclose

  2. Avenue Capital raises $700m for new energy hedge fund[more]

    Komfie Manalo, Opalesque Asia: Global hedge fund Avenue Capital Group, which manages $13bn in assets as at end March, reported that it raised an additional $700m for a new energy fund that it plans to launch in May. Avenue Ca

  3. Swiss group Pictet releases first public annual and financial reports[more]

    Benedicte Gravrand, Opalesque Geneva: Pictet Group, a Swiss private bank, has just released its first public annual report and financial report since it opened for business in Geneva in 1805. I

  4. Opalesque Exclusive: Carne establishes non-EU ManCo in Jersey[more]

    Benedicte Gravrand, Opalesque Geneva: For those managers who will not domicile their fund in the European Union (EU) and yet want to distribute it in the EU – especially the UK –, going under the wing of an AIFMD-compliant ManCo on the Channel Islands could be one of the ways to do it. Ch

  5. Opalesque TV: Aequam Capital: Asset management industry will be mainly quantitative going forward[more]

    Benedicte Gravrand, Opalesque Geneva: Before starting his boutique in 2010, Arnaud Chretien, co-founder and CIO of Aequam Capital, worked ten years as a market trader and 18 years as a quantitative and systematic fund manager for Soc

 

banner