News

Surging equity markets helped Hedge Funds to a positive November, bond rally caused headwinds for CTAs, Crypto Managers making a comeback. Across our traditional alternative… Read More »Hedge Fund Performance – Nov 23

Based on the most recent return data that we have available, we can provide a comprehensive overview of the top-performing and bottom-performing strategies for each… Read More »Best’n’Worst October 2023

We have recently noted that transparency in the CTA universe has declined drastically. One of the premier daily indexes, with an extraordinary long-term history, has… Read More »Access to this security is restricted by its supplier

Due to the rapid increase in the Risk-Free rate, there has been an increased focus on the so-called Hurdle Rate, the rate of return required… Read More »What is a reasonable Hurdle Rate?

Based on data from more than 1,200 funds, October was a weak month for the hedge fund industry. The exceptions are Crypto Managers and Equity… Read More »Flash Report October 2023

I had the opportunity to chat with the dynamic duo behind the Algorithmic Advantage podcast. We spoke mainly about various topics, including the database, the… Read More »A sneak peak into my Living Room

The time has come for our monthly performance update. For Trend-following strategies, September 2023 was a strong month and brought many managers back to positive… Read More »Best’n’Worst September 2023

We should have done this long ago, improving the granularity of our Crypto Hedge Fund Indices and our classification for those managers. The goal of… Read More »Improved Tracking of Crypto Managers