Data released by Greenwich Associates shows that more FX
traders use derivatives than those focused on other asset classes and that
hedge funds use significantly more of these products than asset managers.
According to a study conducted by the consultancy ...
A new report from Greenwich Associates shows that a large
number of UK and EU companies appear to be shockingly complacent about the
risks of Brexit.
The UK will hold a referendum on June 23 on whether or not
to remain ...
The Parker FX Index fell by 0.03% (-0.02%
on a risk-adjusted basis) in March with 28 of the 31 programmes in the Index
reporting results. The flat overall result hides come volatility of returns,
however, with the performance range being +6.23% to -4.70% – the ...
report from FX exposure management solutions provider FireApps claims
that foreign-exchange volatility resulted in a $112 billion headwind for
reports that the problem was at its largest in Q4, basing its findings on a
The Societe Generale CTA indices are up for the first quarter of 2016, despite all of the indices producing negative returns for March.
The SG CTA Index ended Q1 at +4.05% despite being down -3% in March.
The SG Short Term Traders ...
Discretionary currency managers
led the way in February as the Parker FX Index reported a 0.91% return for the
With 29 of the 31 programmes in
the Index reporting results, 18 were positive.
On a risk-adjusted
basis, the Index was up +0.42%, the median ...
Corporates have been
slow to improve their FX risk management systems and processes despite the
negative impact that these are having on their commercial interests, according
to Deloitte’s Global Treasury Advisory Services.
Profit & Loss reported on a survey
Aspect Capital has acquired Auriel
Capital Management and hired the team behind it.
Asif Noor and Anoosh Lachin who founded Auriel in 2004, have joined
Aspect to develop systematic global macro and currency strategies.
Aspect says it has
been looking for ...
Currency managers tracked by Parker Global
Strategies’ Parker FX Index had a decent start to 2016 with the headline index
showing a 0.68% return for January, and 19 of the 28 managers reporting in
On a risk-adjusted
basis, the Index was up 0.31% ...
While currency managers were able to point
to positive returns for 2015 a decline in performance in December put the stamp
on a downbeat 2015, with the Parker FX Index falling 0.51% on a reported basis
and 0.23% on a risk-adjusted basis.
This left ...