Friday, 24 October 2014
Last updated 27 min ago
Feb 19 2009 | 10:58am ET
The Newedge AlternativeEdge Short-Term Traders and CTA indices picked up where they left off last year, gaining 0.94% and 0.17%, respectively, last month after finishing 2008 in double-digits.
“The real story here is not the return of the index but its diversification characteristics,” said Brian Walls, chairman of the Newedge Index Committee. “The STTI continues to exhibit low correlation to all other asset classes.”
STTI’s top performers last month were Quantitative Investment Mgmt. Global (up 6.29%), Conquest Macro (up 6.2%) and Cabana Capital Global Diversified (up 6.12%).
The AlternativeEdge Short-Term Traders Index finished 2008 up 11.74% and the Newedge CTA Index gained 13.12% last year.
Sep 22 2014 | 4:15pm ET
"I tell people that everybody likes good news and so if you have good performance that’s wonderful,” explains Mike McKitish of Peddie School's endowment, “but it’s the people that want to talk about the bad news or where they drifted and how they came back and how they stayed to their discipline…” that he wants to hear from. Read more…
Most traders agree that proper risk management is the key to successful trading. However, many traders depend on the deeply flawed measure of standard deviation as a benchmark of risk. Here we put it ...