May – Early Estimates
The early estimates for May have been compiled. This was a somewhat calmer month than March and April. Our daily Hedge fund index shows a… Read More »May – Early Estimates
NilssonHedge
May 2020 – New and Closed Managers
We have published our NFA report, covering the developments in May 2020. May, featured a a small decline in the number of managers seeking or… Read More »May 2020 – New and Closed Managers
Database Updated – 92%
The Database contains 1790 different managers, representing 3368 different investment strategies.For the current reporting month, 1488 managers have reported returns. For the prior month, we… Read More »Database Updated – 92%
Returns for CTAs over $100mn
We extract returns from Manager and Programs with more than $100 under management (estimated). The results can be seen below. We note that at the… Read More »Returns for CTAs over $100mn
Database Updated – 86% Complete for April
The Database contains 1782 different managers, representing 3354 different investment strategies.For the current reporting month, 1381 managers have reported returns. For the prior month, we… Read More »Database Updated – 86% Complete for April
Decomposing a public CTA Index
Michael Harris made a comment regarding the low performance for the large CTAs (https://www.priceactionlab.com/Blog/2020/05/top-20-cta-performance/). Using the NilssonReport, we can have a closer look at the… Read More »Decomposing a public CTA Index
Hic Sunt Dracones
ATS Trading Solutions delivered an interesting analysis on how Trend Following strategies did in April. So how do we navigate this very unfamiliar terrain? Attach… Read More »Hic Sunt Dracones
Top 10 / Bottom 10 Hedge Funds – April 2020
For the top 10 / bottom 10 manager, we see a fair amount of crypto hedge fund that had good returns in April. Manager MTD… Read More »Top 10 / Bottom 10 Hedge Funds – April 2020
Top 10/Bottom 10 CTAs – April 2020
With 73% of the CTAs reporting numbers we now have a more complete Top 10/ Bottom 10 list for April 2020. As usual, the top… Read More »Top 10/Bottom 10 CTAs – April 2020
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