Tue, Jun 27, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Newedge CTA Index up 0.46% in December, -4.45% for 2011

Wednesday, January 18, 2012
Opalesque Industry Update - Newedge, a global leader in multi-asset brokerage and clearing, today posted the monthly performance data for its suite of Hedge Fund Indices.

Newedge CTA Index

0.46%

-4.45%

Newedge CTA Trend Sub-Index

1.50%

-7.18%

Newedge Trend Indicator

0.81%

1.47%

Newedge AlternativeEdge Short-Term Traders Index

-1.29%

-3.72%

Newedge Macro Trading Index

0.60%

-1.31%

Newedge Macro Trading Index (Quantitative)

0.70%

-4.37%

Newedge Macro Trading Index (Discretionary)

0.53%

0.43%

Newedge Commodity Trading Index

-0.39%

-4.16%

Newedge Commodity Trading Index (Trading)

-0.07%

-1.69%

Newedge Commodity Trading Index (Equity)

-1.99%

-15.80%

Newedge Volatility Trading Index

0.46%

1.32%

Full performance table: Source

The Newedge CTA Index’s top performers for the month of December included:
· Campbell & Co. (FME Large): est. +3.00 percent
· Brummer and Partners (Lynx): est. +2.88 percent
· Aspect Capital (Diversified Fund): est. +2.27 percent

The STTI’s top performers for the month of December included:
· Dominion Capital (Sapphire): est. +3.86 percent
· Quest Capital (AlphaQuest Short-Term): est. +3.62 percent
· SSARIS Short-Term Momentum: est. +3.30 percent

(press release)

Newedge, a 50/50 joint venture between Société Générale and Crédit Agricole CIB, is a major force in global multi asset brokerage business, with a world-leading position in the execution and clearing of listed derivative products. With a presence in more than 20 locations in 16 countries, Newedge offers a full range of clearing and execution services covering options and futures contracts for financial products and commodities, as well as for money market instruments, bonds, FX, equities, and commodities on OTC markets. Newedge provides a range of value added services, including prime brokerage, asset financing, an electronic platform for trading and order routing, cross margining, and the centralized reporting of client portfolios. Newedge, which primarily serves institutional clients, provides access to more than 85 exchanges. Newedge's 3,000+ employees form a close-knit, multinational team that can innovatively respond to its clients in fast-moving markets. www.newedge.com

BG

What do you think?

   Use "anonymous" as my name    |   Alert me via email on new comments   |   
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. FinTech - AI hedge fund Numerai now live on Ethereum, Cryptocurrency hedge funds generate huge returns as bitcoin surges[more]

    AI hedge fund Numerai now live on Ethereum From Cryptoninjas.net: Back in February, Numerai announced numeraire (NMR), a cryptographic token to incentivize a new kind of hedge fund built by a network of data scientists. Earlier today, the Numeraire smart contract was officially deployed

  2. Investing - Advisors slash hedge fund positions, Theravance Biopharma is a top pick of investment guru Seth Klarman, As asset management industry grows a search for new revenue streams[more]

    Advisors slash hedge fund positions From Barrons.com: Financial advisors have cut wealthy clients' exposure to hedge funds by up to one third over the past 12 months, The Financial Times reports. Advisor firms in the FT's annual top-300 ranking have reduced their hedge fund allocation to

  3. Investing - U.S. hedge fund in anonymous bet against Tesco shares, Hedge funds made repeated attempts to invest in Veneto banks, Steve Cohen's Point72 takes stake in struggling electronics retailer Conn's, Hedge fund Excalibur bets Riksbank will tighten by end of year[more]

    U.S. hedge fund in anonymous bet against Tesco shares From FT.com: A $20bn New York hedge fund is using an offshore shell company to anonymously bet against the shares of the UK supermarket Tesco, raising fresh questions over the efficacy of European short selling disclosure rules.

  4. Barclay Hedge Fund index gains 0.50% in May, 4.13% YTD[more]

    Hedge funds gained 0.50% in May according to the Barclay Hedge Fund Index compiled by BarclayHedge. The Index is up 4.13% in 2017. The Barclay Hedge Fund Index has now been profitable for seven months in a row, with a cumulative gain of 6.10%. The Barclay Technology Index has gained 12.27% in the fi

  5. ...And Finally - Nighttime barbecue festival in downtown Memphis![more]

    From Newsoftheweird.com: On May 19, Carl Webb and his wife left a nighttime barbecue festival in downtown Memphis and headed home. They drove 14 miles on an interstate highway before a police officer pulled them over to ask if Webb knew there was a body on his trunk. The man was clinging to the lip