Sun, Jun 26, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Efficient chosen as research partner for new STOXX Managed Futures Index

Friday, December 14, 2012

Ernest Jaffarian
Opalesque Industry Update - Efficient Capital Management, LLC, a leading provider of multi-manager Managed Futures portfolios, announced its selection as the research partner for the newly launched iSTOXX Efficient Capital Managed Futures 20 Index. This new Managed Futures Index will feature 20 of the world’s largest Commodity Trading Advisors (“CTAs”) based upon assets under management as well as additional rules based criteria. STOXX is recognized globally as one of the premier index providers of transparent global indices such as the EURO STOXX 50. This new partnership between STOXX and Efficient is expected to bring the strengths of both firms to investors interested in the Managed Futures world.

Efficient, as the research partner, collaborated with STOXX to develop a rules based methodology to create an index that captures the returns of Managed Futures as an asset class. Efficient will provide all the data necessary for STOXX to independently calculate and publish the index value on a daily basis. Efficient’s proprietary database will be used to constitute the index universe for the annual selection of the index constituents. Prices from Efficient’s managed account platform will also be utilized for the calculation of the daily index value.

Since 1999, Efficient has offered actively managed, broadly diversified multi-manager CTA portfolios to many of the world’s most sophisticated qualified institutional investors. Now, with the availability of its newly created private platform, Efficient believes that it is well positioned to work with a variety of institutional investors on customized managed futures solutions, both active and passive, providing them with quality multi-manager CTA exposure and CTA beta at a low cost.

Opalesque Note: Efficient Capital sponsored and participated in the recent Opalesque Managed Futures Roundtable: Source

Corporate website: Efficient Capital

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. Opalesque Roundup: Hedge funds shrink as liquidations outpace new launches in Q1: hedge fund news, week 27[more]

    In the week ending 17 May, 2016, HFR said hedge fund liquidations declined narrowly to begin 2016 after rising sharply to conclude 2015, as investors positioned f

  2. Europe - Hedge funds keep powder dry over big Brexit bets, Hedge funds sense profit in Europe shock waves after Brexit vote, Soros warns Brexit may cause pound plunge worse than Black Wednesday, After Brexit: What will happen if Britain votes to leave the UK?[more]

    Hedge funds keep powder dry over big Brexit bets From FT.com: Hedge funds are shying away from big bets on Brexit, with many unwilling to risk further losses having already suffered a painful first half of the year. With the outcome of a UK vote on the country’s membership of the Europea

  3. News Briefs - ’Flash Boys’ get green light to launch stock exchange, Pimco says ‘storm is brewing’ in U.S. commercial real estate, Bankers get ready to rumble at Hedge Fund Fight Night, AIMA Australia celebrates 15th anniversary[more]

    ’Flash Boys’ get green light to launch stock exchange In an investing environment ruled by fast, the newest U.S. public stock exchange is banking on slow. Well, slower. IEX Group, which won Securities and Exchange Commission approval on Friday to go head-to-head with the New York Stock E

  4. Blackstone buys minority stake in New York-based credit hedge fund Marathon[more]

    Benedicte Gravrand, Opalesque Geneva: Blackstone Strategic Capital Holdings Fund, a vehicle managed by Blackstone Alternative Asset Management (BAAM), has acquired a passive, minority interest in Marathon Asset Management, for an undisclosed sum. Based in New York,

  5. Visium hedge fund manager Sanjay Valvani found dead[more]

    Benedicte Gravrand, Opalesque London: A hedge fund manager connected with an insider trading case has apparently committed suicide. Sanjay Valvani, 44, a hedge fund manager at New York-based Visium Asset Management, was found dead in an apparent suicide on 21 June in his Brooklyn residence,