CTA

Database Updated

The Database contains 979 different managers, representing 1798 different investment strategies. For the current reporting month, 366 managers have reported returns. For the prior month, we have 907 live managers. In total, the database contains 193663 years of manager data…. Read More ›

New Year, New Managers

We have identified and added a number of programs to the database. May the performance be with them. Our correlation matching algorithms did not match the following programs to an existing program. KeyQuant SAS Key Trends 15 Composite Pier Trading… Read More ›

Database Updated

The NilssonHedge Database contains 881 different managers, representing 1530 different investment strategies.For the current reporting month, 815 managers have reported returns. For the prior month, we have 948 live managers.In total, the database contains 135077 years of manager data.

What Crisis Alpha?

Trend Following strategies is often marketed as being able to provide Crisis Alpha, i.e. positive returns in negative equity markets. This is obviously more complicated than simply being short equity markets as most trend followers have diversified exposure which can… Read More ›

Year-To-Date Top 10/Bottom 10

Nilssonhedge is proud to present the preliminary line-up for the bottom/top 10 hedge funds reporting to public databases for 2018. As is seems, the top 10 is fairly diversified representing a large set of different managers. In contrast, the bottom… Read More ›

CTA Dispersion

Out of the 647 CTA that are currently reporting to a database, we calculate the dispersion of the Year-to-date results (with only a few managers reporting full year-to-date numbers) and note that we are observing a large dispersion with the… Read More ›

New Managers added to the Database

The following managers have been added to the database as per this month: 1512 SG Capital Management AG Aenaon Markets Atreaus Capital Auspice Capital Advisors Blackheath Fund Management CCTrack Solutions County Cork Dynamic Capital Management Fuchs & Associes Finance Gresham… Read More ›