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No Surprises: FX Hedge Funds the Biggest Users of Derivatives 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 ...
Corporates Cross Fingers on Brexit 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 ...
Currency Managers Flat in March 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 ...
FX: The Multi-Billion Dollar Headwind A new report from FX exposure management solutions provider FireApps claims that foreign-exchange volatility resulted in a $112 billion headwind for multinational corporations. The company reports that the problem was at its largest in Q4, basing its findings on a survey ...
CTAs Finish Q1 in Positive Territory Despite March Dip 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 ...
Currency Managers Up in February Discretionary currency managers led the way in February as the Parker FX Index reported a 0.91% return for the month. 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 Proving Slow to Improve FX Risk Management Capabilities 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 published ...
Aspect Capital Buys Currency Manager 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 ...
Parker Index Up in January

00:09 March 2nd 2016 in News, Buy Side

Parker Index Up in January

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 positive territory. On a risk-adjusted basis, the Index was up 0.31% ...
Currency Managers Close Out Tough Year on a Negative 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 ...