Wed, May 4, 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. Hedge funds see $14.3bn outflows in Q1, CTAs and multi-strategy lead net inflows[more]

    Komfie Manalo, Opalesque Asia: The hedge fund industry saw net outflows of investor capital in the first quarter of the year, totaling $14.3bn, data from Preqin showed. This continues from the $8.9bn overall net outflows that funds recorded in Q4

  2. Third Point calls Q1 "catastrophic" for hedge funds[more]

    Bailey McCann, Opalesque New York: The first quarter of this year was rocky for hedge funds based on aggregate performance from the industry, but now we are beginning to hear what the managers thought of it as quarterly letters make their way to investors. Dan Loeb, CEO of New York-based $17 bill

  3. Asia - Stabilization of China's capital outflows may hinge on Janet Yellen, Fink says China to do well this year as bubble threat postponed, Chinese hedge fund to invest in India’s infrastructure[more]

    Stabilization of China's capital outflows may hinge on Janet Yellen From Bloomberg.com: Whether China’s recent stabilization of its currency and capital outflows continues -- or downside pressure reignites -- may hinge in large part on Janet Yellen. If the Federal Reserve chair sticks to

  4. …And Finally - After all, judges are human too[more]

    From Newsoftheweird.com: In March, one District of Columbia government administrative law judge was charged with misdemeanor assault on another. Judge Sharon Goodie said she wanted to give Judge Joan Davenport some files, but Davenport, in her office, would not answer the door. Goodie said once the

  5. Comment - Unmasking the men behind Zero Hedge, Wall Street's renegade blog[more]

    From Bloomberg.com: Colin Lokey, also known as "Tyler Durden," is breaking the first rule of Fight Club: You do not talk about Fight Club. He’s also breaking the second rule of Fight Club. (See the first rule.) After more than a year writing for the financial website Zero Hedge under the n