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High frequency

Increased liquidity likely to boost short-term options trading by hedge funds and institutions

Short-term options accounted for a growing portion of total options volumes last year and hedge fund use is likely to grow in 2012, says Tabb. Infrastructure requirements may be prohibitive, however.

Hedge Funds Review | 23 Jan 2012secure

options

Cross-sectional variance shown to be good proxy for Idiosyncratic volatility and expected returns

Research shows the cross-sectional variance is a good proxy for the idiosyncratic variance obtained from the CAPM or the Fama-French models and does has a positive relationship with expected returns.

Hedge Funds Review | 06 May 2011secure

Venus Relative Value Fund: Venus Capital Management

Venus Capital Management founder and CEO Vik Mehrotra believes relative value strategies can outperform directional investments in emerging markets on a risk adjusted basis over the long term.

Hedge Funds Review | 01 Mar 2011secure

Ikos predicts 30% asset growth for 2011 and could hit $3bn AUM

Cyprus-based Ikos Asset Management has predicted 30% asset growth this year while revealing healthy performance across its main hedge funds in 2010.

Hedge Funds Review | 23 Feb 2011secure

Dow Jones Credit Suisse hedge fund index estimates positive August performance

The Dow Jones Credit Suisse hedge fund index is set to record a small but positive performance of 0.22% in August.

Hedge Funds Review | 10 Sep 2010secure

Hedge funds industry faces many challenges to 2020

Hedge funds will certainly have changed dramatically by the year 2020. Continued institutionalisation, increased institutional investment and more regulation are likely to make the most impact.

Hedge Funds Review | 07 Sep 2010secure

Thomson Reuters offers co-location hosting at Bombay Stock Exchange

New hosting centre enables easy access to high performance trading on the Bombay Stock Exchange.

Hedge Funds Review | 31 Aug 2010secure

Ambitious plans: profile of Newedge

A few years ago Newedge was considered a niche broker. Hedge Funds Review discovers how the prime brokerage has expanded significantly and reveals some of its plans for the future.

Hedge Funds Review | 01 Mar 2010secure

NEWS FOCUS: Hedge funds face altered landscape

The global slowdown has shifted the landscape for hedge funds.

Hedge Funds Review | 31 Jan 2010secure

Systematic Alpha plans January fund launch

Systematic Alpha Management (SAM) plans to launch a short-term trend-following managed futures program in January.

Hedge Funds Review | 21 Dec 2009secure

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