Saturday, 20 September 2014
Last updated 1 day ago
Jul 15 2011 | 11:15am ET
Volatility hedge funds did very well in June—to the exclusion of just about everybody else, according to Newedge.
Newedge's Volatility Trading Index added 0.89% last month (5.11% year-to-date), but was the only strategy in the black in June.
Commodity trading and commodity trend funds, by contrast, were the worst performers, shedding 3.37% (down 6.76% YTD) and 3.33% (down 6.75% YTD), respectively.
Overall, commodity trader advisers were down 1.69% on the month (down 3.96% YTD), while short-term traders lost an average of just 0.12%. Those two indices had a bright spot or two in a very, very dark month. The latter includes Revolution Capital's Mosaic fund as a constituent, a fund that rose 11.55% last month.
Unfortunately, second and third place fell to funds that added 0.8% and 0.75%, respectively. The CTA index's top constituent was IKOS Asset Management's foreign exchange fund, up 3.36% on the month.
Aug 25 2014 | 11:21am ET
As many of you know, FINalternatives was recently acquired by the owners of Futures magazine, a firm called The Alpha Pages LLC. Today marks the soft-launch of a new sister site for both publications. As its name suggests, The Alpha Pages will cover all types of alternative investments, going far beyond the more well-known ones such as hedge funds and private equity. Read more…
Credit default swaps brought down the London Whale and cost JPMorgan $6.2 billion. Here is how it happened.