Launch: Event Driven Index


We have launched a daily Event Driven index to track the performance of managers in the category. These manager typically seek to exploit corporate restructurings, mergers, and/or special situations. This index do have a tilt towards Merger Arbitrage strategies. This index will be updated on a daily basis. The behavior of this strategy is interesting, … Continue reading Launch: Event Driven Index

Database Updated – 93% updated


The final update for July (June’s performance) is now complete. We have 93% of the funds reporting (compared to the prior month). The Database contains 1804 different managers, representing 3398 different investment strategies.For the current reporting month, 1492 managers have reported returns. For the prior month, we have 1611 live managers.In total, the database contains … Continue reading Database Updated – 93% updated

HedgeNordic Special Edition on Systematic Strategies


We recently contributed to HedgeNordic’s Special report on Systematic Strategies, with an article called “CTAste – A Potpourri of Flavors” discussing the similarities between systematic and discretionary strategies. The article can be found here: https://hedgenordic.com/2020/06/systematic-strategies/ Stockholm (HedgeNordic) – In this special report on Systematic Strategies, Harold de Boer of Transtrend talks about “Zero and its … Continue reading HedgeNordic Special Edition on Systematic Strategies

Database Update – 87%


The Database contains 1801 different managers, representing 3390 different investment strategies.For the current reporting month, 1370 managers have reported returns. For the prior month, we have 1588 live managers.In total, the database contains 24726 years of manager data.Number of CTA Strategies: 2319Number of Equity Long Short Strategies: 303Number of Market Neutral Strategies: 100Number of Event … Continue reading Database Update – 87%

Database Updated – 74%


The Database contains 1793 different managers, representing 3369 different investment strategies.For the current reporting month, 1106 managers have reported returns. For the prior month, we have 1504 live managers.In total, the database contains 24586 years of manager data.Number of CTA Strategies: 2301Number of Equity Long Short Strategies: 302Number of Market Neutral Strategies: 100Number of Event … Continue reading Database Updated – 74%

Database Updated – June 7th


The Database contains 1791 different managers, representing 3366 different investment strategies. For the current reporting month, 1027 managers have reported returns. For the prior month, we have 1501 live managers. In total, the database contains 24563 years of manager data.Number of CTA Strategies: 2299Number of Equity Long Short Strategies: 302Number of Market Neutral Strategies: 99Number … Continue reading Database Updated – June 7th