Friday, 28 November 2014
Last updated 6 hours ago
Aug 9 2007 | 11:36am ET
SGAM Alternative Investments is launching the first UCITS III compliant mutual fund under French law that targets a risk/return profile corresponding to the global hedge fund universe.
The firm’s new Total Return Exposure (T-Rex) strategy aims to replicate the performance of the Hedge Funds Research Index, with a dynamically managed portfolio using liquid financial instruments, such as futures, on the major asset classes (equities, bonds, and currencies).
The allocation process of the fund is based on a quantitative model, which automatically calculates the allocation offering a high correlation to the performance of over 2000 hedge funds tracked in the HFR database, without subjective input from a fund manager. Its positions are re-weighted every month.
The T-Rex strategy charges no minimum subscriptions and offers daily liquidity and transparency, as the fund’s portfolio allocation will be published continuously on the firm’s Web sites.
Nov 4 2014 | 9:45am ET
Data management is important to every business, but for hedge funds, it is critical. FINalternatives recently asked Peter Sanchez, CEO of Northern Trust Hedge Fund Services, how fund managers can deal with the demands of managing data while at the same time remain transparent and abide by operational best practices. Read more…
Reg NMS created a huge bifurcation in equity markets and while much of what has followed has been positive, in terms of lower fees and greater liquidity, many traders would like to see the market come...