HEDGEMAVEN

Dashboard for the Hedge Fund Industry

The Commodity Futures Trading Commission (CFTC) has filed a civil enforcement action against Dro Kholamian of Barrington, Illinois, and his company, Blue Star Trading, LLC (Blue Star), an Illinois limited liability company with an office in Park Ridge, Illinois.


Latest nominations also reveal management firm of year shortlist

The post EuroHedge Awards 2018: updated nominations appeared first on EuroHedge.


Integrated Asset Management (IAM) Sets New 52-Week High at $2.20  PressOracle

Integrated Asset Management Corp (TSE:IAM) hit a new 52-week high on Tuesday . The stock traded as high as C$2.20 and last traded at C$2.17, with a ...


First Trust Morningstar Managed Futures Strategy Fund (FMF) Declares Dividend Increase – $0.69 Per Share  Baseball Daily News

First Trust Morningstar Managed Futures Strategy Fund (NYSEARCA:FMF) announced a quarterly dividend on Tuesday, December 18th, Wall Street Journal ...


Orange is the new black. Different is the new normal. Is 20 VIX the new 15 VIX? That’s the question put forward by Bloomberg in their recent piece titled: “Battered and Bruised, Wall Street Makes Peace With Volatility”, where they have some juicy lines like: Markets are “beginning to accept a shift in the volatility […]


Below is our quarterly newsletter. If you would like to be added to our distribution list, please contact us. Clients, Friends, Associates: As we prepare for a new year, we also reflect on an eventful 2018 that included developments impacting both traditional hedge fund managers as well as those in the digital asset space. Regardless […]


JPMorgan Managed Futures Strategy ETF (JPMF) Rises 0.22% for Dec 18  MoneyMakingArticles

Dec 18 is a positive day so far for JPMorgan Managed Futures Strategy ETF (JPMF) as the ETF is active during the day after gaining 0.22% to hit $23.67 per.


Fund Files: Pimco PM steps down, AB liquidates alts fund  Citywire USA

Pimco portfolio manager Josh Davis has stepped down from two funds to focus on other areas of the business. Effective immediately, Davis is no longer a ...


Order from Chaos: Data Science is Revolutionizing Investment Practice Joseph Simonian, Marcos Lopez de Prado, and Frank FabozziJournal of Portfolio Management, Fall 2018A version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research Insight category. What are the Research Questions? This editorial introduces data science to the wider [...]

Data Science is Revolutionizing Investment Practice was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience.


There is a difference between risk factors and risk premia. This may be viewed as a subtle distinction, but it is important to think about the differences. Factors explain the return attributes of an asset. Those attributes may be either style or macroeconomic factors. Factors provide a description of what drives returns. A risk premium is what an investor receives for taking-on the risk associated with a factor. A risk premium is compensation for non-diversified risk which can come in the form of a style or a macro factor. A factor is a measurement of a characteristic. A premium is compensation for holding a characteristic. Investors want to be paid a premium for a persistent repeatable factor.


Eurekahedge Hedge Fund Index declines -2.36 as of November 2018 year-to-date  Opalesque

The Eurekahedge Hedge Fund Index declined 2.36% as of November 2018 year-to-date, in contrast to the 8.45% gain made in 2017, which turned out to be the ...


  By David Drake   The cryptocurrency market by its nature is unpredictable and has recently experienced a major downfall. By close of 2017, the value of Bitcoin and Ethereum rose to the highest point with Bitcoin reaching a high of almost $20,000. This high value of Bitcoin caused some countries to introduce cryptocurrency regulations to curb speculation in the […]


Is Dr. Copper Ahead Of A New Bull Market?  Seeking Alpha

According to the COT reports, the traders speculating in copper futures are building a base for another leg up in copper. The copper fundamentals also support ...


Former Graham executive appointed to business development role at French asset manager

The post SocGen US cap intro head Rizzuto moves to Lyxor appeared first on CTA Intelligence.


"A lot of people will say that you can't predict the markets and you can't, but the markets are impacted by fear and greed and you can model that.  The question is how the market will react.  Will it be an under reaction or an overreaction?" said Scott Andrews, Principal at Numeri Capital Management Inc.

Numeri, a commodity trading advisor that leverages intraday strategies to pursue alpha in a manner uncorrelated with the equity markets is one of the most recent Program Managers to join Hehmeyer Capital Management, LLC.&nb...


The $35 billion firm has upped investments across the Atlantic with mixed results.

The post Elliott suffers disappointing 2018 appeared first on Absolute Return.



Cambria Global Momentum ETF (GMOM) Declines 1.22% for Dec 17  The Cardinal Weekly

Dec 17 is a negative day so far for Cambria Global Momentum ETF (NYSEARCA:GMOM) as the ETF is active during the day after losing 1.22% to hit $24.72 per ...


A Backtesting Protocol in the Era of Machine Learning Rob Arnott, Campbell Harvey, and Harry MarkowitzWorking paperA version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research Insight category. What are the Research Questions? Data mining in finance has long been a concern for academic researchers. Campbell [...]

A Protocol to Prevent “Quants Gone Wild” was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience.


Today Dec 17 WisdomTree Managed Futures Strategy ETF (WTMF) Drops 0.05%  Z Tribune

WisdomTree Managed Futures Strategy ETF (WTMF) has negative Dec 17 day. The ETF reached $40.09 per share after 0.05% change. It has 220.97M net ...


8 Things To Do When You're Worried About The Stock Market  Forbes

Eventually, we're going to have a bear market because that's how the business cycle works. Over my adult lifetime, I've seen plenty of market bubbles and busts.


You can watch the video via the link below: https://www.youtube.com/embed/QaFK9GuUB5o This week Ryan and I discuss two posts. First, we examine a guest post by Matthew Bartolini of State Street Global Advisors, discussing the underperformance of Value and its outlook for 2019. Second, we examine a guest post by Elisabetta on a recent JPM [...]

Alpha Architect Weekly Recap: Value Performance & ETFs’ impact on correlations & liquidity was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience.


Weekly Analysis: Livestock  DTN The Progressive Farmer

DTN's technical analysis of live cattle, feeder cattle and lean hogs.


Mon. Hot Reads: Model's Strange Endurance  ETF.com

Also, BlackRock offers key takeaways from 2018 and guidelines for 2019.


Societe Generale Prime Services releases 2019 CTA indices constituents  HedgeWeek

Societe Generale Prime Services has announced the constituents for its range of 2019 CTA indices, following an annual review.


(Hedgeweek) Hedge funds continued to decline in December, largely driven by L/S Equity (and to some extent CTAs), according to the latest Weekly Brief from Lyxor’s Cross Asset Research team. To read this article:


Integrated Asset Management Corp. (IAM) Dips -0.49% on Dec 16  MoneyMakingArticles

Shares of Integrated Asset Management Corp. (TSE:IAM) last traded at 2.02, representing a move of -0.49%, or -0.01 per share, on volume of 7700 shares. After.


Managed Futures: 'Tis The Season For Losses  Seeking Alpha

By Tripp Zimmerman, CFA Managed futures strategies have been among the most disappointing investment categories since the bottom of the financial crisis.


Managed futures strategies have been among the most disappointing investment categories since the bottom of the financial crisis. For the largest funds in the category, performance went from bad ...


The return of Boaz Manor: Co-founder of failed hedge fund Portus turns up at U.S. blockchain startup under new identity  Financial Post

A former Canadian hedge fund manager whose high-profile downfall culminated in a four-year jail sentence is again at the centre of a controversy after turning ...


The group outlines turnaround plan and job cuts as outflows continue

The post GAM to write down Cantab again amid profit warning appeared first on CTA Intelligence.


Post-Crisis Margin Requirements Start To Bite Large Traders  ValueWalk

With SWAPs derivatives, which previously required no clearing or margin requirements in their pre-crisis unregulated structures.


Managed Futures Filing. On Dec 14 Michael Chiaravalloti Published D Form.  Z Tribune

Managed Futures SEC Form D The New York-based Managed Futures Llc submitted $954.60 million amount financing. The date of first sale was 2007-08-01.


Managed Futures Filing. Michael Chiaravalloti Released Dec 14 D Filing  Flecha 123

Managed Futures Form DThe New York-based Managed Futures Llc had published D form about $954.60 million offering. The date of first sale was 2007-08-01.


WisdomTree Managed Futures Strategy ETF (WTMF) Rises 0.29% for Dec 14  MoneyMakingArticles

Dec 14 is a positive day so far for WisdomTree Managed Futures Strategy ETF (WTMF) as the ETF is active during the day after gaining 0.29% to hit $40.13 per.


WisdomTree Managed Futures Strategy ETF (WTMF) Rises 0.29% for Dec 14  mmahotstuff.com

Dec 14 is a positive day so far for WisdomTree Managed Futures Strategy ETF (WTMF) as the ETF is active during the day after gaining 0.29% to hit $40.13 per.


5 Exotic ETFs to Buy for a Better Portfolio in 2019  Investorplace.com

A dose of out of box ETFs could do your portfolio good next year. Here are five great choices to build a better portfolio.


Let's just make things clear. There have not been many yield curve inversions, so analysts who want to study the behavior of asset prices during inversions have limited data. Yield curves may signal recessions which may also signal a decline in equities associated with slower growth, but the timing links are highly variable. The risk differs depending on how the question is asked.


Direct lending and co-investment execs join top team

The post EnTrustPermal expands management committee appeared first on HFM InvestHedge.


A former Canadian hedge fund manager whose high-profile downfall culminated in a four-year jail sentence is again at the centre of a controversy after turning up under a new identity at a New York-bas...


JP Morgan Asset Management Launches Two New Active Fixed-Income ETFs: JAGG and JIGB  Stockhouse

--funds seek to deliver institutional grade active management with the efficiency, transparency and liquidity of an ETF--. PR Newswire. NEW YORK, Dec.


J.P. Morgan Asset Management Launches Two New Active Fixed-Income ETFs: JAGG and JIGB  Benzinga

NEW YORK, Dec. 14, 2018 /PRNewswire/ -- J.P. Morgan Asset Management today announced the launch of two new actively managed fixed-income ETFs, the ...


J.P. Morgan Asset Management Launches Two New Active Fixed-Income ETFs: JAGG and JIGB  Virginian-Pilot

NEW YORK, Dec. 14, 2018 /PRNewswire/ -- J.P. Morgan Asset Management today announced the launch of two new actively managed fixed-income ETFs, the ...


US regulator to examine tech, scalability and risks of $9bn-plus cryptocurrency

The post CFTC in bid to shed light on ethereum appeared first on HFM Technology.


(Opalesque) After several rough years, CTAs are looking new ways of trading beyond trend following, according to delegates at the recent Opalesque Chicago Roundtable. “We see a lot of volatility based programs now,” said Jeff Malec, Managing Director at RCM […]


A Year in Review: ETF Ideas for 2019  ETF Trends

Looking toward 2019, exchange traded fund investors should be re-evaluating their investment portfolios and plan for the year ahead.


A Year in Review: ETF Ideas for 2019  etftrends.com

Looking toward 2019, exchange traded fund investors should be re-evaluating their investment portfolios and plan for the year ahead.


Have you heard the one about the quant, Ag trader, crypto champion, portfolio manager, and day trader walking into the CME? Neither had we. So we sent RCM’s Jeff Malec over to participate in the Opalesque 2018 Chicago Roundtable to cover topics ranging from payment for order flow, pseudo-liquidity, the risk in equity portfolios, whether […]


SMA 30 Touches 40.300285 for ProShares Managed Futures Strategy (:FUT)  Bay City Observer

With the stock market still riding high, bear market scenarios may not be at the forefront of the average investor's mind. There are plenty of professionals out.


Firm-wide exclusion policy prohibits investments in controversial arms

The post Man Group updates responsible investment strategy appeared first on CTA Intelligence.


Are you a technocrats or a politician? If you listen to central banks, they will say they are just technocrats or experts who do not engage in politics. To discuss political implications of policy or have politicians involved in the discussion is an infringement on a central banker's cherished independence. Only through independence and limited oversight can central banks do their sacred technical work. 


Today Dec 13 Cambria Global Momentum ETF (GMOM) Declines 0.2%  K Reviewer

Today, on Dec 13, Cambria Global Momentum ETF (NYSEARCA:GMOM) looks negative with 0.2% gain so far, reaching $25.05 per share. With net assets of ...


JP Morgan Asset Management Launches Two New Active Fixed-Income ETFs: JAGG and JIGB  PRNewswire

NEW YORK, Dec. 14, 2018 /PRNewswire/ -- J.P. Morgan Asset Management today announced the launch of two new actively managed fixed-income ETFs, the ...


Cambria Global Momentum Etf (NYSEARCA:GMOM)'s Stock Is Sell After More Market Selling – MoneyMakingArticles  MoneyMakingArticles

The stock of Cambria Global Momentum Etf (NYSEARCA:GMOM) registered an increase of 131.52% in short interest. GMOM's total short interest was 38200 ...


What's Ahead for Cambria Global Momentum Etf (NYSEARCA:GMOM) After More Shorted Shares?  The Cardinal Weekly

The stock of Cambria Global Momentum Etf (NYSEARCA:GMOM) registered an increase of 131.52% in short interest. GMOM's total short interest was 38200 ...


What's Cambria Global Momentum Etf (NYSEARCA:GMOM) Upside After This Short Interest Increase?  Flecha 123

The stock of Cambria Global Momentum Etf (NYSEARCA:GMOM) registered an increase of 131.52% in short interest. GMOM's total short interest was 38200 ...


Fresh insights on Alternative UCITS marketplace  HedgeWeek

The alternative UCITS environment remains a compelling option for institutional investors but there are signs that the strong annual AUM growth seen over the ...


Alternative UCITS funds continue to edge lower, says LuxHedge  HedgeWeek

The average Alternative UCITS fund is continuing to have a difficult time in terms of performance in 2018, with the LuxHedge Global Alternative UCITS Index ...


Mixed returns for hedge funds in November as US and Asia recover but European managers sink over Italy and Brexit  HedgeWeek

The Eurekahedge Hedge Fund Index was down 0.17 per cent in November, trailing the global equity market as represented by the MSCI AC World Index (Local) ...


Following a difficult October, CTAs continued to face challenges in November, with the SG CTA Index was down 1.09 per cent and the SG Trend Index down 1.75 per cent.


As such, some hedge fund styles including but not limited to: quantitative, systematic, managed futures, distressed (non-equity), fixed income arbitrage and high yield should not be compared to ...


3 Correlation Myths In Portfolio Construction  ETF.com

Mark Twain's criticism of the misuse of statistics was best expressed in one of his more famous quotes: “There are three kinds of lies: lies, damned lies and ...


Integrated Asset Management (IAM) Reaches New 1-Year High at $2.01  Modern Readers

Shares of Integrated Asset Management Corp (TSE:IAM) hit a new 52-week high during mid-day trading on Wednesday . The company traded as high as ...


Francisco Vaca joins the Chicago-based firm from CTA Rabar Market Research

The post SPQI names derivatives trading investment chief appeared first on CTA Intelligence.


Hedge fund analysts and portfolio managers expect their compensation to increase 16% this year.

The post Bonus season could disappoint expectations appeared first on Absolute Return.


Today Dec 12 First Trust Morningstar Mgd FutsStrt ETF (FMF) Reduces 0.49%  The EN Bulletin

Today, on Dec 12, First Trust Morningstar Mgd FutsStrt ETF (NYSEARCA:FMF) looks negative with 0.49% gain so far, reaching $47.38 per share. With net assets ...


INTL FCStone Inc. (INTL) CEO Sean O'Connor on Q4 2018 Earnings Conference Call Transcript  Seeking Alpha

INTL FCStone Inc. (NASDAQ:INTL) Q4 2018 Earnings Conference Call December 12, 2018 09:00 AM ET Executives Bill Dunaway - Chief Financial Officer Sean ...


Integrated Asset Management Corp to Issue Quarterly Dividend of $0.03 (IAM)  XNewsPress

Integrated Asset Management Corp (TSE:IAM) declared a quarterly dividend on Monday, December 10th, TickerTech reports. Shareholders of record on Friday, ...


On Dec 12, 2018 Cambria Global Momentum Etf (NYSEARCA:GMOM) Sellers Increased Their Shorts By 131.52%  K Reviewer

It was noted an increase on Cambria Global Momentum Etf (NYSEARCA:GMOM)'s shares shorted with 131.52%. In December was announced GMOM's total ...


Cambria Global Momentum Etf (NYSEARCA:GMOM) Shorts Increased By 131.52% As Of Dec 12, 2018  Z Tribune

It was noted an increase on Cambria Global Momentum Etf (NYSEARCA:GMOM)'s short interest with 131.52%. In December was announced GMOM's total ...


Catch up on what we’re checking out this week.   Despite announcing that Ivy League universities beat returns of the typical 60-40 portfolio over the last decade. Taking a closer look, even the top performing universities still reported lower returns. Ivy League Endowments Lag 60-40 Portfolio (Chief Investment Officer) But we don’t need hedge funds […]


Integrated Asset Management Corp (TSE:IAM) Announces $0.03 Quarterly Dividend  Fairfield Current

Integrated Asset Management Corp (TSE:IAM) announced a quarterly dividend on Monday, December 10th, TickerTech reports. Investors of record on Friday, ...


Integrated Asset Management Corp Plans Quarterly Dividend of $0.03 (IAM)  Baseball Daily News

Integrated Asset Management Corp (TSE:IAM) announced a quarterly dividend on Monday, December 10th, TickerTech reports. Stockholders of record on ...


“I don’t come from a traditional finance background,” said Portfolio Manager and Partner at Commodity Asset Management, Nathaniel Polachek. “My hobbies include applying statistical formulas to NASCAR races and watching the top 100 films of all time.”

As a new entrant to Hehmeyer Capital Management’s portfolio of program managers, we were curious to learn more about Polachek’s back...


Commentary: Struggling hedge funds cling to dollar, U.S. yield curve bets  Reuters

Hedge funds have struggled badly in 2018, but would be faring far worse were they not on the right side of two of the most reliable trades of the year: a flattening ...


Commentary: Struggling hedge funds cling to dollar, U.S. yield curve bets  reuters.com

Hedge funds have struggled badly in 2018, but would be faring far worse were they not on the right side of two of the most reliable trades of the year: a flattening ...


(Valuewalk) As technology has advanced, numerous industries have been significantly impacted, and the financial services business is no different. Funds were once looking into the future when thinking about addressing issues such as disruptive technology, changing investor expectations and adapting […]


Input on cryptocurrency will advance its mission of ensuring the integrity of derivatives markets, agency says

The post CFTC seeks public comment on ether appeared first on CTA Intelligence.


Move comes just months ahead of the Brexit deadline

The post SocGen expands derivatives clearing business to Paris appeared first on CTA Intelligence.


Foresite recruits Smith as IR head  PE Hub

Foresite Capital, a healthcare and life sciences investment firm, has named Nick Smith as head of investor relations. Previously, Smith opened Winton Group's ...


You have to hand it to the WSJ – they really know how to make the safety of Trillions of Dollars in derivatives trading across dozens of exchanges look pretty pedestrian. Their hero image of the firm, which cleared 4.3 Billion contracts last year and holds about $130 Billion in margin deposits for clients, is […]


Scanning the Numbers on Shares of WisdomTree Managed Futures Strategy ETF (:WTMF): 3 Month High Sitting at 41.5  Cedarville News

When setting up a personal stock investment strategy, individual investors often set short-term and long-term goals. These goals may address the questions of.


Borne in academia and raised by fund managers seeking to outperform, value style mutual funds and ETFs today hold close to $2 trillion[ref]Morningstar[/ref]. But with poor returns over the past decade, the question of whether "value is dead" has become a popular topic of conversation.[ref]See here for a discussion on this blog.[/ref] The search term [...]

After a Lost Decade, Will Value Get its Groove back in 2019? was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience.


This was a negative month for managed futures funds as measured by peer indices for a simple reason, range bound behavior in equities and a reversal in bonds. Equity indices have started to trend higher, but longer-term trend followers were not able to effectively exploit these moves in the second half of the month. Global bonds have trended higher for most of the month but smaller position sizes based on higher volatility limited gains. Oil prices offered strong gains, but the size of positions may not have large enough to make an overall impact on fund returns. Commodity trades are generally a small portion of the total risk exposure for large funds.


Decline marks worst month for HFM InvestHedge Composite Index since May 2010

The post Data: FoHFs lose 2% for October in negative start to final quarter appeared first on HFM InvestHedge.


Struggling hedge funds cling to dollar, U.S. yield curve bets  The Globe and Mail

Hedge funds have struggled badly in 2018, but would be faring far worse were they not on the right side of two of the most reliable trades of the year: a flattening ...


Struggling hedge funds cling to dollar, U.S. yield curve bets: McGeever  Reuters

Hedge funds have struggled badly in 2018, but would be faring far worse were they not on the right side of two of the most reliable trades of the year: a flattening ...


Commentary: Struggling hedge funds cling to dollar, U.S. yield curve bets  Reuters UK

Hedge funds have struggled badly in 2018, but would be faring far worse were they not on the right side of two of the most reliable trades of the year: a flattening ...


Hedge funds saved by US yield curve and stronger dollar during 2018  Devdiscourse

Hedge funds have struggled badly in 2018, but would be faring far worse were they not on the right side of two of the most reliable trades of the year: a flattening ...


Asset Class Scoreboard: November  Seeking Alpha

How did it get to be December 10th already? We feel like we were just having turkey and pumpkin pie last week, but looks like we're already a week into the last.


Mixed returns for hedge funds in November as US Asia recover but European managers sink over Italy and Brexit  Opalesque

Opalesque Industry Update - The Eurekahedge Hedge Fund Index was down 0.17% in November, trailing the global equity market as represented by the MSCI ...


From Yahoo: Brexit supporter Crispin Odey continues to profit from Brexit as he bets against the UK economy. The Hedge fund manager supported Brexit with various financial contributions and political interventions. He donated to pound;873,323 ($1,111,465) to UKIP and other campaigns in favour of le...
Article link


How did it get to be December 10th already?  We feel like we were just having turkey and pumpkin pie last week, but looks like we’re already a week into the last month of the year. Which brings us to a delayed release of last month’s asset class scoreboard, where it was a reversal of […]


Which Wall Street forecasters should you listen to now? Here’s who nailed it in 2018 (and who bombed)  MarketWatch

The stock market has been predictably unpredictable in 2018. While those words pretty much apply to every year, of course, this one — with a steady diet of ...


Cambria Global Momentum ETF (GMOM) Declines 0.14% for Dec 10  The Cardinal Weekly

Dec 10 is a negative day so far for Cambria Global Momentum ETF (NYSEARCA:GMOM) as the ETF is active during the day after losing 0.14% to hit $25.1 per ...


The cost of being wrong with political uncertainty is significant and the impact will be felt across many markets. The yellow jacket "uprising" has already shifted French economic policy and will also affect the direction of government. We may not be extremists but the fundamental pact between the governed and government is broken which is not good for any investments. 


Bitcoin tumbles over 80 percent; Oil prices fall to new 52-week lows  Born2Invest

The Bitcoin bubble has exploded, with the cryptocurrency falling below $4000. On the other hand, the energy sector thinks that oil has bottomed.


Hedge funds fared better in November compared to October but still ended the month in negative territory, according to the latest Weekly Brief from Lyxor’s Cross Asset Research team.


Utimco, Man Group, MOV37 pros reveal evolving approaches to hedge fund allocation

The post Hall of Fame 2018 appeared first on HFM InvestHedge.


The Impact of Flows into Exchange Traded Funds: Volumes and Correlations Ananth Madhavan and Daniel Morillo Journal of Portfolio Management, summer 2018 A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our Academic Research Insight category What are the Research Questions? The paper investigates the following research [...]

ETFs Have NOT Screwed Up Correlations, Liquidity, and Alpha Opportunities was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience.


Their use is on the rise as managers and investors realise the mutual benefits, but this opportunity set is not for everyone

The post Co-investments: Who’s dealing in? appeared first on HFM InvestHedge.


Opalesque Roundup: Hedge fund closures overshadow new launches in 2018: hedge fund news week 49  Opalesque

In the week ending December 7th, 2018, Eurekahedge reported 463 hedge fund launches this year up to the end of October versus 477 fund closures.


Hedge fund closures overshadow new launches in 2018  HedgeCo.net

(Opalesque) In the week ending December 7th, 2018, Eurekahedge reported 463 hedge fund launches this year up to the end of October versus 477 fund ...


(Hedgeweek) Hedge funds fared better in November compared to October but still ended the month in negative territory, according to the latest Weekly Brief from Lyxor’s Cross Asset Research team. To read this article:


Integrated Asset Management Corp (IAM) to Issue Quarterly Dividend of $0.03  BharataPress

Integrated Asset Management Corp (TSE:IAM) declared a quarterly dividend on Monday, December 10th, TickerTech reports. Shareholders of record on Friday, ...


Are Investors Shying Away from Shares of WisdomTree Managed Futures Strategy ETF (:WTMF)?  Steele Herald

Moving -0.35% from the previous session and touching $39.92 on a recent trade, shares of WisdomTree Managed Futures Strategy ETF (:WTMF) have been on.


Integrated Asset Management Corp (IAM) To Go Ex-Dividend on December 10th  Baseball Daily News

Integrated Asset Management Corp (TSE:IAM) announced a quarterly dividend on Monday, December 10th, TickerTech reports. Stockholders of record on ...


Heady Investors are Taking a Look at ProShares Managed Futures Strategy (:FUT)  LNR

As of late, the Street has taken a bit closer look at shares of ProShares Managed Futures Strategy (:FUT). In the latest session the stock moved -0.47%,


WisdomTree Managed Futures Strategy ETF (WTMF) Declines 0.35% for Dec 8 – MoneyMakingArticles  MoneyMakingArticles

Dec 8 is a negative day so far for WisdomTree Managed Futures Strategy ETF (WTMF) as the ETF is active during the day after losing 0.35% to hit $39.92 per.


WisdomTree Managed Futures Strategy ETF (WTMF) Declines 0.35% for Dec 8  MoneyMakingArticles

Dec 8 is a negative day so far for WisdomTree Managed Futures Strategy ETF (WTMF) as the ETF is active during the day after losing 0.35% to hit $39.92 per.


Roundup: Hedge fund closures overshadow new launches in 2018: hedge fund news week 49  Opalesque

463 hedge funds launched so far in '18 vs. 477 fund closures, the majority long/short equities, macro and multi-strategy funds while long/short equities, ...


The saying typically goes “A little bit of sweetness can drown out a whole lot of bitterness.” But here at RCM, the saying “A lot of holiday sweetness is causing us all to enter a chocolate coma that we can’t escape” may more accurately describe our situation. Holidays tend to be centered around all things […]


You can watch the video via the link below:  This week Ryan and I discuss three posts. First, we examine a guest post titled, "Trend Following on Steroids," which examines ways to enhance a simple trend-following strategy. Second, we examine a post I wrote regarding how to use trend-following within a standard stock/bond portfolio. [...]

Alpha Architect Weekly Recap: Trend-Following, Portfolios, and Risk Factors was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience.


Trend following is well-known and the simplest version is as follows: you buy an asset when it has positive momentum (the price goes up) and you sell it and go to cash (or any other safe haven) when the momentum turns negative.[ref]AA has an archive of research on the subject here.[/ref] The best-known example of [...]

Trend Following on Steroids was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience.


EMA Under Review for WisdomTree Managed Futures Strategy ETF (:WTMF): 20 Day is Now 40.170902  Olla Journal

Making the tough buy or sell portfolio decisions is a typical challenge that most investors will eventually face. Trying to separate fact from emotion when.


EDITORIAL: A popular choice  Funds Europe Magazine

Traditionally seen as a safe haven in times of market volatily, multi-asset funds (which mix equities, bonds and other assets) saw their resilience severely tested ...


NFA Offers Guidance On Annual Affirmation Requirements For CPO/CTA Exempt Entitites - Finance and Banking - United States  Mondaq News Alerts

The National Futures Association (NFA) provided guidance on the annual affirmation requirement for entities that are currently exempt from commodity pool ...


Hedge Funds’ Returns Aren’t as Bad as They Appear  Bloomberg

For hedge funds, 2018 is looking bad, certainly worse than 2013 and perhaps as bad as 2011. According to major indexes, hedge funds in aggregate were up ...


AQR Strips ‘Risk Parity’ Name From Mutual Fund After Redemptions  Bloomberg

AQR Capital Management's flagship risk parity mutual fund, which has suffered big outflows, will no longer be billed as a risk parity fund.


Losses deepen in early December; Man Group says outlook 'bewilderingly complex and hostile'

The post CTAs feel more pain in November appeared first on CTA Intelligence.


Chicago startup receives funding from asset managers, VCs and other exchange operators

The post Crypto futures exchange raises $27.5m in Series B appeared first on CTA Intelligence.


Integrated Asset Management Corp (IAM) Plan Quarterly Dividend of $0.03  BharataPress

Integrated Asset Management Corp (TSE:IAM) announced a quarterly dividend on Monday, December 10th, TickerTech reports. Investors of record on Friday, ...


Ex-Balyasny PM's Cayman fund began trading at the start of month

The post QuanVolve launches systematic market-neutral strategy appeared first on CTA Intelligence.


Integrated Asset Management Corp Plans Quarterly Dividend of $0.03 (IAM)  XNewsPress

Integrated Asset Management Corp (TSE:IAM) declared a quarterly dividend on Monday, December 10th, TickerTech reports. Stockholders of record on Friday, ...


Integrated Asset Management Corp (IAM) to Issue Quarterly Dividend of $0.03 on December 21st  Fairfield Current

Integrated Asset Management Corp (TSE:IAM) announced a quarterly dividend on Monday, December 10th, TickerTech reports. Stockholders of record on ...


Integrated Asset Management Corp (IAM) Declares Quarterly Dividend of $0.03  Baseball Daily News

Integrated Asset Management Corp (TSE:IAM) announced a quarterly dividend on Monday, December 10th, TickerTech reports. Investors of record on Friday, ...


SPONSORED FEATURE: Regional spotlight: US equities  Funds Europe Magazine

This autumn's sell-off (which erased the S&P 500's YTD gains) hasn't dampened enthusiasm for US equities. They've proven overwhelmingly popular since the ...


Markets Live: Wednesday, 5th December 2018  Financial Times

Redux. BE11:08am. https://ftalphavil...tslive/2018-12-03/. Soundbuy Morning. 3:08 am. BE11:08am. So trade wars are back on and Brexit's off. PBateman ...


Why Apple (and the rest) collapsed Tuesday  24/7 Wall St.

From Here Is What Triggered Today's Sudden Stock Liquidation, (forwarded by a friend-of-the-blog who objected to me quoting Vanity Fair as a source of ...


Investors Purchase WisdomTree Managed Futures Strategy Fund (WTMF) on Weakness  BharataPress

Traders bought shares of WisdomTree Managed Futures Strategy Fund (NYSEARCA:WTMF) on weakness during trading on Monday. $23.72 million flowed into ...


A question we have been receiving recently is the following: How should I use trend following within a portfolio? Generally, the questions are related to our Global Value, Momentum, and Trend Index, which allocates to the (1) Value, (2) Momentum, and (3) Trend factors. A big difference between the Global Value Momentum Trend (GVMT) portfolio [...]

How to Use Trend Following within a Portfolio was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience.


Last month nothing worked with all asset classes generating negative returns. October saw a shift in market sentiment toward risk-off behavior. Investors started to take loses and adjust to more defensive portfolios. Momentum was clearly negative early in November, but monthly returns are sending different signals with both US and global equities higher. Nevertheless, it is too early to make any statement that risk-taking is back on. Equity markets have come off lows but are not showing any trends. Credit ETFs declined sharply relative to Treasuries and long duration bonds gained on new fears of economic slowdown. Commodities declined on a sharp fall in energy prices.


The CFTC has issued an amended order that will allow an additional four multilateral trading facilities (MTFs) authorised within the European Union (EU) to be exempted from the requirement to register with the CFTC as swap execution facilities (SEFs).  


Blood in the streets. Stocks tumble into the depths of hell  Communities Digital News

Maybe today, Tuesday, is a Warren Buffet kind of investing day. Because there's blood in the streets. After a wobbly opening, the bears showed up en masse.


Northern Trust adds private funds to alts platform  Citywire USA

Northern Trust adds private market strategies, developed in partnership with fintech provider Artivest, to the firm's newly launched alternative investments ...


Northern Trust builds out alternative funds offering on wealth management platform  Opalesque

Northern Trust announced it has added private market capabilities to supplement the recently launched ArcLine Alternatives platform for the firm's wealth ...


Northern Trust adds private funds to alts platform  citywireusa.com

Northern Trust adds private market strategies, developed in partnership with fintech provider Artivest, to the firm's newly launched alternative investments ...


Laxman Pai, Opalesque Asia: CTAs, overall, fully neutralized their short bond positions over the month of November, said Lyxor in its Weekly Brief. This was a fast reshuffling, though executed with diverging regional positioning. The report from Lyxor's Cross Asset Research team, focused on hedge ...
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Swiss manager to launch strategy in January as Dublin-based fund

The post LGT to roll out news-driven quant strategy appeared first on CTA Intelligence.


Quant-driven fund will trade risk premia and short-term alphas

The post Bainbridge to launch multi-strategy market-neutral Ucits appeared first on CTA Intelligence.


Chet Milot joins quant giant as VPt in Greenwich, Connecticut

The post AQR taps internal sales head from WisdomTree appeared first on CTA Intelligence.


Measuring Factor Exposures: Uses and Abuses Ronen Israel and Adrienne Ross The Journal of Alternative Investments A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our Academic Research Insight category What are the research questions? USES: Can investors really separate “alpha” from “beta”? What are [...]

Measuring Factor Exposures: Uses and Abuses was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience.


The chart shows how frequently the fund's 3M return is positive or negative. Each bar is an observation period (the fund's return over the past 3M, at month's end). The performance data shown in table...


The price of one share of stock, which is set by buyers and sellers in the market. Share price can be used to find a company's total market value, as represented by market capitalization. Prices of a ...


If you have an asset that has an illiquidity premium, an optimizer will love it as a choice. An illiquidity premium is a dangerous area for investing. First, are you getting paid enough for illiquid? Second, is there a good way to measure illiquidity? Third, do you really know your liquidity needs?


  By David Drake   India has been among countries that have contributed to technological advancements, either as a developer or as a market. The Information Technology (IT) sector contributed 7.7% of its gross domestic product in the 2017 fiscal year, and there has been hope that the industry will continue to grow by being at the forefront of technological […]


“From a Central Counterparty Clearing (CCP) perspective, it is our role to provide stability and certainty behind the trading of a new asset class,” said Options Clearing Corporation (OCC) Chief Risk Officer John Fennell about clearing Cboe’s bitcoin contract.  “It is important for OCC to support new asset classes like crypto and ensure we can provide confidence, both financially and operationally, in a manner comparable to...


Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation Index are posted here.[ref] Create a free account here if you want to access the site directly. The link is here. [/ref] Exposure Highlights (red implies a month over month change):[ref]The information contained herein is only as current as of the date indicated and may be superseded by [...]

DIY Asset Allocation Weights: December 2018 was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience.


Northern Trust Expands Newly Launched Alts Platform to Include Private Markets  Stockhouse

Northern Trust Expands Newly Launched Alts Platform to Include Private Markets. Northern Trust (NASDAQ: NTRS) announced today it has added private ...


As we already know from media reports and hedge fund investor letters, many hedge funds lost money in October, blaming macroeconomic conditions and unpredictable events that hit several sectors, with ...