Our three daily indices are now available for download as a CSV file. These performance barometers tracks performance for CTA/Managed Futures, Equity Hedged and Equity… Read More »Daily Indices – Now Available for Download
The NilssonReport is updated. We show performance and basic analytics across manager, more more than 1000 managers.
Based on preliminary data, we have compiled the list below. Most of the managers are relatively small and traded with aggressive leverage. The noteworthy example… Read More »Top 10/Bottom 10 Hedge Funds for December
Halfway through the month, a majority of the CTAs have reported numbers for December. It seems as if CTAs will end up the year slightly… Read More »CTA: Year-End Index Results & Man vs Machine Results
Based on large sample of US Liquid Alternatives, we calculate the correlation structure over the last three year. In this set, we have 160 daily… Read More »Daily Liquid Hedge Fund Correlation Structure