Sat, Jul 22, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Newedge CTA index down 0.86% in September, +0.10% YTD

Thursday, October 18, 2012
Opalesque Industry Update – The Newedge CTA Trend Sub Index was down 2.08% in September 2012, closing the third-quarter with nearly flat performance year-to-date. The index has been up as much as 5.5% and down as much as 2.0% in 2012. After September’s +0.98% return, the Volatility Trading Index has now been up in 6 of the 9 months in 2012.

Newedge CTA Index

-0.86%

0.10%

Newedge CTA Trend Sub-Index

-2.08%

-0.01%

Newedge Trend Indicator

-0.59%

-13.59%

Newedge Short-Term Traders Index

-1.36%

-3.92%

Newedge Macro Trading Index

0.27%

0.77%

Newedge Macro Trading Index (Quantitative)

-0.05%

1.39%

Newedge Macro Trading Index (Discretionary)

0.48%

0.36%

Newedge Commodity Trading Index

-0.52%

-0.09%

Newedge Commodity Trading Index (Trading)

-0.52%

-0.55%

Newedge Commodity Trading Index (Equity)

-0.48%

-0.92%

Newedge Volatility Trading Index

0.98%

4.04%

The Newedge CTA Index’s top performers for the month of September included:

• FDO Partners (Emerging Markets Quant Currency): est. +3.20 percent
• FX Concepts (Multi-Strategy): +2.06 percent
• FX Concepts (GCP): est. +1.58 percent

The Newedge STTI’s top performers for the month of September included:

• Boronia Capital (Diversified): est. +1.51 percent
• Revolution Capital (Mosaic): est. +1.29 percent
• Quantitative Investment Mgmt. (Global): est. +0.32 percent
The Newedge CTA Index, which is equally weighted, calculates the daily rate of return for a pool of the largest CTAs that are willing to provide daily returns and are open to new investment.

Newedge is a global leader in multi-asset brokerage and clearing. 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. Already above average, Singapore high-networth investors add hedge funds and alternative investments[more]

    Komfie Manalo, Opalesque Asia: An above-average proportion of Singaporean HNW wealth is allocated to alternative investments - the majority of which is held in hedge funds, according to the latest research by ReportLinker. In its report entitled, Wealth in Singapore: HNW Investors 2017

  2. Launches - Crypto boom: 15 new hedge funds want in on 84,000% returns, Crypto madness is striking VCs as Union Square analyst leaves to start new fund[more]

    Crypto boom: 15 new hedge funds want in on 84,000% returns From Forbes.com: With 43 projects raising $1.2 billion in initial coin offerings since May 1, according to Nick Tomaino's The Control, and with stratospheric returns for so many ICOs -- 82,000% for Ethereum, 56,000% for IOTA, 44,

  3. FinTech - The machines are coming... Elon Musk's grim warning, Tezos' $232 million ICO may just be the beginning, A gentle introduction to Initial Coin Offerings (ICOs), Billion dollar tokens, ICOS & crazy market swings WTF is going on!?, How AI is changing the way we invest, How the tech revolution is bringing flip-flops and beanbags to Wall Street, A 'machine-learning' approach to venture capital[more]

    The machines are coming... Elon Musk's grim warning From Tenplay.com.au: Tesla chief Elon Musk has called on US Governors to take 'decisive' action to curtail "the greatest risk we face as a civilization": Artificial Intelligence, or AI. Speaking at a meeting of the National Governor Ass

  4. News Briefs – Sears inks $200 million credit line from CEO Eddie Lampert's hedge fund, shares jump 9%, Rwanda: Global hedge fund to increase investments[more]

    Sears inks $200 million credit line from CEO Eddie Lampert's hedge fund, shares jump 9% Sears Holdings has landed a fresh line of credit, valued at $200 million, from its CEO Eddie Lampert's hedge fund, the retailer said Monday. Sears' stock climbed about 9 percent higher Monda

  5. Despite current limits, robo-advisors will be preferred investment solution for retail, gain importance for affluent and high net worth[more]

    Matthias Knab, Opalesque: Flynt, a Swiss FinTech focusing on proprietary technology platform for private and institutional clients, has published a brief paper on "Investing in the world of robo-advice and passive instruments". As investors will become more reluctant to pay for investment advi