Wed, Oct 1, 2014
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. Socially responsible investments grow in demand, but performance questions persist[more]

    Komfie Manalo, Opalesque Asia: A study by financial services firm TIAA-CREF showed that interest in socially responsible investing (SRI) is increasing rapidly, but investors are still asking if investing in an SRI strategy

  2. Regulatory - Ireland launches structure for passporting loan origination funds within EU[more]

    From Asiaasset.com: The Irish Funds Industry Association (IFIA) has introduced new loan origination capabilities that will offer Asian managers and investors a new structure under the European Union’s (EU’s) Alternative Investment Fund Managers Directive (AIFMD). The new structure will allow the mar

  3. Europe - Ed Miliband's war on hedge funds could damage City of London[more]

    From Telegraph.co.uk: Ed Miliband’s plans to wage war on hedge funds could be potentially more damaging to the City of London than even the financial transaction tax (FTT), senior banking sources warned on Tuesday night. The Leader of the Opposition took aim at a number of industries as part of his

  4. News Briefs - SEC probes Pimco ETF over pricing irregularities, BEPs: Action plan released and UK first to adopt country-by-country reporting[more]

    SEC probes Pimco ETF over pricing irregularities The Securities and Exchange Commission is investigating Pimco’s pricing of exchange traded funds, the latest cloud to hang over the world’s largest bond manager, which has been dogged by poor performance and management infighting. Pimco on

  5. CalPERS’ move might alter hedge fund fees for good[more]

    Benedicte Gravrand, Opalesque Geneva: When CalPERS, the California Public Employees’ Retirement System, announced on September 15th that it was unwinding its hedge-fund portfolio, it was seen by many as is a significant blow to the sector’s appeal. The Fund is