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Special Report on

Barclay Fixed Income Arbitrage Index

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The idea of hedge fund replication in exchange traded fund (ETF) form has caught on with investors who want hedge fund strategies, minus the hedge fund cost. IndexIQ , the provider of such strategies, just marked its third anniversary of these indexes. The IQ Hedge indexes are designed to mirror the performance characteristics of sophisticated hedge fund strategies, like global macro, emerging markets, long/short equity, market neutral, even driven and fixed-income arbitrage, according to ETFExpress . Making up around 80% of a total hedge fund assets globally, the hedge fund strategies utilized in the indexes are some of the ...
Initially enormously successful with annualized returns of over 40% (after fees) in its first years, in 1998 it lost $4.6 billion in less than four months following the Russian financial crisis and became a prominent example of the risk potential in the hedge fund industry. The fund was closed in early 2000.
August 2006 Review and Shifting Norms
As we conclude August 2006 our Diversified Option Strategy program returned a positive 1.51% resulting in a year-to-date return of 7.10%. The S&P 500 Index (GSPC) returned 2.13% finally overcoming the negative sentiment leftover from May and is up 4.45% year-to-date. For comparison, the Barclay CTA Index is positive 0.32% as of this writing and up 1.20% for the year. Please refer to our website at for the most recent performance statistics on our investment programs. It seemed appropriate at this time to take a step back and analyze the state of the “hedge fund” industry, the changes that have taken place ... market research, surveys and trends
Method Of Systematic Trend-following invention
The Patent Description & Claims data below is from USPTO Patent Application 20080288386, method of systematic trend-following. Full Patent Description - Patent Application Claims    BACKGROUND OF THE INVENTION 1. Field of the Invention This invention relates to a method of systematic trend-following of an underlying financial instrument. The method can be used in various contexts, such as a trading system, a performance benchmarking system, an investable index, and a performance attribution analysis system. An advantage of one implementation of the invention is that is has significantly improved computational efficiency. market research, surveys and trends


Soros Imitators Reap Riches in Financial Crisis on Macro Funds ...
Feb. 5 (Bloomberg) -- Hedge fund managers on average lost 18.7 percent of their clients’ money in 2008, for the worst performance since at least 1990, according to Hedge Fund Research Inc. Combine the losses with investor redemptions, and total hedge fund assets have been cut almost in half. TrimTabs Investment Research and Barclay Hedge Ltd. estimated funds held $1.1 trillion at the end of the year, down from $1.9 trillion a year earlier. One rare bright spot: the resilience of global macro fund managers, who wager on currencies, equities, interest rates and commodities based on their fundamental analysis of world economic trends. industry trends, business articles and survey research
Office of the Treasurer Investment Performance December 31, 2009 ...
Dec 31, 2009 ... Core Fixed Income gains slowed sharply as the Barclay's Aggregate Index rose only 0.20% in the ..... Forty-five percent of the calendar .... Convertible Arbitrage Index and HFRX Relative Value Arbitrage Index were down -58.4% ..... over the last year, more than $1 billion of investment commitments ... industry trends, business articles and survey research
Nicely Trimmed
For more Penta features on cooking schools, luxury hybrid cars, family trusts, municipal bonds and fending off health taxes . Video: Barron's 100 Top Hedge Funds Table: Top 100 Hedge Funds WHY INVEST IN A HEDGE FUND? To beat the market, obviously. On that score, the winners of our annual Top 100 Hedge Fund ranking came through with flying colors, posting an average annual return of 20.83% over the past three years, compared to a 2.24% return for all hedge funds and a 15.94% loss for the stock market overall. Because many of our Top 100 invest in bonds and engage in short-selling stocks, they don't always benefit as ... market trends, news research and surveys resources


Microsoft PowerPoint - The Renaissance of Global Macro- Bob Murray ...
BARCLAY SYSTEMATIC TRADERS INDEX. -0.01. CSFB/Tremont Global Macro. 0.10. CSFB/ Tremont Equity Market Neutral. 0.08. CSFB/Tremont Fixed Income Arbitrage ... technology research, surveys study and trend statistics
Total Fund Review – 3rd Quarter Board Meeting Arizona State ...
Barclays Capital Aggregate Index returned 4.6% for the fourth quarter and .... ( returning -36.2%) and HFRI Fixed Income Arbitrage (returning -34.6%) were ... technology research, surveys study and trend statistics
Great Hedge Fund Index Debate
Jul 17, 2003 ... BARCLAY CURRENCY TRADERS INDEX. CISDM Active 5 CTA Currency Index ..... HFR Fixed Income Arbitrage Index. HFR Relative Value Arbitrage Index ...
Google Answers: Specific request for additional research by ...
This is a specific request for additional research by pafalafa-ga. This researcher is looking into books related to mutual fund market timing. The researcher has come across a good deal of newspaper and magazine articles and other materials -- many of them from the 1990's and earlier -- that discuss this topic as well. I am requesting an answer specifically from pafalafa-ga that would identify magazine and newspaper articles that discussed mutual fund market timing as an investment technique. I am only looking for articles that were published prior to September 2003, and the earlier back in time the better. Thank ...
I would like to see a list of risk/merger arbitrage hedge funds ...
Bernstein advanced value, Bernstein global diversified, Bernstein global opportunities, Alliance high-grade, AllianceBernstein absolute-return credit Alpha Equity Management Amaranth Advisors Amaranth International, Amaranth Partners, Amaranth Capital Partners, Amaranth Global Equities American Express Asset Management Angelo, Gordon & Co. Merger Arbitrage, Distressed Securities, Convertible Hedging, Utility Hedging, Real Estate, Leveraged Loans and Private Equity Appaloosa Management Palomino Funds Appleton Capital Management (Ireland) AQR Capital Management Argent Financial Group (Bermuda) Argent LowLev Convertible Arbitrage ...