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High frequency trading (hft)
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 2012
Esma flexes its muscles
The European Securities and Markets Authority (Esma) is taking on a huge workload but some question whether it can deliver sensible regulation and effective oversight within the European Union.
Hedge Funds Review | 08 Aug 2011
Horton Point offers liquid multi-strategy algorithmic hedge fund
New York-based hedge fund Horton Point is launching the Gallery Algo Fund, a multi-strategy algorithmic fund trading a wide variety of strategies and offering 15-day liqudity.
Hedge Funds Review | 10 Jun 2011
Hedge fund managers call for high-speed trading curbs
High-speed computerised trading could destabilise markets unless limits are imposed, a pair of hedge fund managers have warned.
Hedge Funds Review | 13 May 2011
April Fool 2011: Researchers predict predisposition by infants to hedge fund industry
April 1, London: Eye-tracking technology used by a London university to identify future language, social and attention weaknesses can predict a tendency towards becoming hedge fund managers in infants...
Hedge Funds Review | 01 Apr 2011
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 2011
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 2011
UK equity market liquidity lowered by high-frequency trading
Only 65% of turnover in the UK, Europe’s largest equity market, is actually meaningful and executable liquidity with 35% consisting of ‘noise’ or reprints of already-conducted trades.
Hedge Funds Review | 24 Jan 2011
Almost three-quarters of European buy-side traders use dark pools
A vast majority (83%) of European buy-side traders use dark pools but 74% complained of a lack of transparency as the biggest issue in the marketplace.
Hedge Funds Review | 02 Nov 2010
CTA Systematic Alpha Management joins Deutsche Bank managed account platform
The Systematic Alpha Futures program managed by New York-based CTA Systematic Alpha Management (SAM) has been added to Deutsche Bank’s dbSelect managed account platform.
Hedge Funds Review | 27 Oct 2010
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