Post Tagged with: "rsi"

Real estate investment vehicles and the trend towards an outsourced model

Real estate investment vehicles and the trend towards an outsourced model

Stockholm (HedgeNordic – Teaser) – Real estate and infrastructure investments have attracted increased interest from institutional investors in recent years. At the same time, the regulatory regime surrounding these asset classes has tightened and brought increased oversight and complexity for asset managers wanting to set up investment vehicles. In an interview with HedgeNordic, Dirk Holz (pictured), director of real estate and[Read More…]

Special Report: Real Estate and Infrastructure

Special Report: Real Estate and Infrastructure

Stockholm (HedgeNordic) – Real estate and infrastructure investments have come to the forefront of institutional investors allocations in recent years. With traditional low risk alternatives yielding close to zero, the relatively stable returns and low risk profiles of these investments have had instititutions, in the Nordics and elsewhere, focusing more on these asset classes. Today, real estate allocations in pension[Read More…]

Hedge Fund Assets fall in volatile Q1

Hedge Fund Assets fall in volatile Q1

Stockholm (HedgeNordic) – According to the most recent HFR Global Hedge Fund Industry Report, global Hedge Fund capital declined in Q12016, as volatile markets and early quarter performance culminated in falling investor risk tolerance and led to redemptions from underperforming strategies. Total global Hedge Fund capital declined to USD 2.86 trillion, including investor outflows of USD 15.1 billion. This marked[Read More…]

by 21/04/2016 Hedgefonder nyheter
Schroders joins forces with Hållbarhetsprofilen

Schroders joins forces with Hållbarhetsprofilen

Stockholm (HedgeNordic) – Schroders, the independent, global asset management firm with €425.4 billion in AUM, has opted to connect some of its most in-demand funds to Hållbarhetsprofilen (the “Sustainability Profile”) in order to facilitate smart and sustainable fund selections for investors. Schroders, which has operated in Scandinavia since 1989, has a long track record of working on sustainability issues, and has[Read More…]

by 13/04/2016 Marknad
HedgeInar – the value of hedge funds in times of uncertainty

HedgeInar – the value of hedge funds in times of uncertainty

Stockholm (HedgeNordic) – On April 6, 2016, HedgeNordic together with the Stockholm House of Finance and  financial communications consultant Laika Consulting organized HedgeInar for the second year running. The event, aimed at delivering insights into hedge fund strategies to investment advisors, private bankers and institutional allocators in Sweden, took place at financial information provider Thomson Reuters’ Stockholm office. Four hedge fund[Read More…]

Global Macro and CTA – Same, same but different

Global Macro and CTA – Same, same but different

Stockholm (HedgeNordic Teaser) – Providers of hedge fund indices typically view Macro and CTA funds as being part of the same strategy group. The fact that both strategies aim at capturing broad market trends in a wide range of asset classes makes the comparison viable, however there are also periods when the individual strategies show great performance dispersion. Overall Macro[Read More…]

by 24/03/2016 Utbildning & Bakgrund
CTAs and Macro in a Multi-Strategy Context

CTAs and Macro in a Multi-Strategy Context

Stockholm (HedgeNordic) – Johan Tjeder is the portfolio manager of Atlant MultiStrategy External (AMSE), a fund that invests into other hedge funds exhibiting low correlation to equity markets. By design, the portfolio is tilted towards CTAs and Macro. A logical choice, if you are to create an uncorrelated portfolio that is to deliver a meaningful return above the risk free[Read More…]

by 24/03/2016 Intervjuer
A different approach to trend following

A different approach to trend following

Stockholm (HedgeNordic-Teaser) – Vienna-based CTA, SMN, has been running their SMN Diversified Futures Fund for close to 20 years. Continued research along the way has resulted in a trend following approach that uses a core momentum strategy with a risk overlay that ensures robustness and drawdown control. The approach has generated above industry returns and had the manager nominated for[Read More…]

by 22/03/2016 CTA nyheter
Honey, I hedged the premia…!

Honey, I hedged the premia…!

Stockholm (HedgeNordic – Teaser) – Alternative risk premia have been a widely covered topic in the last decade. The idea of allocating across risk factors instead of traditi onal asset classes is gaining traction and the market is flooded with various product off erings in the alternative beta space. Hedging against risk premium exposures, as we do at IPM Informed[Read More…]

by 22/03/2016 Hedgefonder nyheter
Special Report: CTA & Macro Strategies 2016

Special Report: CTA & Macro Strategies 2016

Stockholm (HedgeNordic) – Over the years, CTAs have been declared dead numerous times. Funny enough, the grave diggers tend to be most vocal around the same points in time as CTAs suddenly rebound. If one was to develop a timing indicator for CTA returns, by academics probably considered an unnecessary excercise, the number of google hits on ”ctas are dead”[Read More…]

by 18/03/2016 CTA nyheter
February brought more bitter pills for Rhenman Healthcare

February brought more bitter pills for Rhenman Healthcare

Vienna (HedgeNordic) – Rhenman Healthcare Equity L/S Fund, the global long-biased equity fund with an exclusive focus on health care, reported that the Fund’s main share class, IC1 (EUR) was down by 5.4% in February after a volatile month for global stock markets.  The global equity index was down down by 1%, while healthcare was  down by 1.5% and biotechnology[Read More…]

by 16/03/2016 Hedgefonder nyheter
Aspect Capital acquires quant macro firm Auriel

Aspect Capital acquires quant macro firm Auriel

Stockholm (HedgeNordic) – London-based Managed Futures giant Aspect Capital has acquired systematic macro specialist Auriel Capital Management, and hired the team behind it. Auriel founders Asif Noor and Anoosh Lachin, will trade in and develop Aspect´s systematic global macro and currency strategies, according to a company statement. Aspect has been looking for research expertise in diversifying investment strategy capabilities from a[Read More…]

by 10/03/2016 CTA nyheter
QQM reverse from all-time-high in february

QQM reverse from all-time-high in february

Stockholm (HedgeNordic) – QQM Equity Hedge, the Swedish market neutral long/short equity fund managed by QQM Fund Management, posted a negative return of -3.8% in February, thereby reversing from its all-time-high reached in January. This according to the manager´s monthly performance update. The positive contribution from the Swiss sub portfolio was eroded by negative performance in the other markets. Compared to[Read More…]

by 01/03/2016 Hedgefonder nyheter
Equity hedge strategies – not all about losers in January

Equity hedge strategies – not all about losers in January

Stockhom (HedgeNordic) – Equity hedge strategies was the single largest negative contributor to the NHX index in January (-2.9%) as a result of the sell-off seen in global equity markets during the month. Given the long bias that is typical for long/short equity strategies, this should come as no surprise. However it is worth looking at at what the winners of[Read More…]

by 19/02/2016 Hedgefonder nyheter
FRM Early View January 2016

FRM Early View January 2016

Global financial markets recorded steep losses in January, reflecting a sharp decline in investor risk tolerance amid big falls in energy prices and heightened concerns about China’s economy. All of this pushed down the HFRX Global Hedge Fund Index -2.76% for the first month of 2016. The January fall reflected large declines in global equity markets led by falls in[Read More…]

by 04/02/2016 Hedgefonder nyheter
Amsterdam Investor Forum 2016

Amsterdam Investor Forum 2016

Promotion:  ABN AMRO Clearing welcomes you to the 5th annual Amsterdam Investor Forum which will be held on Wednesday the 17th of February 2016. The AIF has established itself as a leading forum and meeting place for Institutional Investors and Alternative Investment Managers. The forum will focus on a range of topics including regulation, investor allocation, market trends whilst debating[Read More…]

by 04/02/2016 Hedgefonder nyheter
Nordic CTAs show color in January

Nordic CTAs show color in January

Stockholm (HedgeNordic) – CTAs once again showed their worth as portfolio diversifiers during the equity market turmoil in January. Major industry benchmarks such as the Barclay BTOP and the SG CTA Index (formerly known as the NewEdge CTA Index) jumped 3 and 4.2 percent respectively according to early estimates. This means that the losses experienced by many CTAs in December,[Read More…]

by 04/02/2016 CTA nyheter
Nordic CTAs end disappointing year in the red

Nordic CTAs end disappointing year in the red

Stockholm (HedgeNordic) – Nordic CTAs posted losses in the fourth quarter of 2015, ending the year in the red. The NHX CTA Index, a composite of Nordic CTAs performance compiled by HedgeNordic, shed -3.2 percent in the final three months of the year to finish 2015 down -2.2 percent. Nordic CTA-returns were weaker compared to benchmarks where the Barclay BTOP50 Index[Read More…]

by 28/01/2016 CTA nyheter
Joakim Agerback - Romaesco

Romanesco returns license to Finansinspektionen

Stockholm (HedgeNordic) – Romanesco Capital Management, the Swedish manager behind the short-term CTA program ”Persistence”, has decided to close its fund for external investors. The fund management company has returned its license to the Swedish financial supervisory authority, Finansinspektionen. In a statement, Joakim Agerback (pictured) one of the fund´s portfolio managers ”The market environment in recent years has made it[Read More…]

by 19/01/2016 CTA nyheter
Implications for Hedge Funds After the Fed Lift-Off

Implications for Hedge Funds After the Fed Lift-Off

For the first time in almost a decade, the Fed has finally hiked rates as the FOMC decided that the US growth/ inflation mix was robust enough to absorb monetary tightening. Over the next twelve months, three to four additional rate hikes of 25 bps are on the cards (p. 2). As we head into 2016, investors are left wondering[Read More…]