Absolute Return + Alpha

SS&C GlobeOp Forward Redemption Indicator

Retrieved on: 
Thursday, July 22, 2021
Finance, Money, Investment management, Hedge fund, Investment, SS&C Technologies, Net asset value, Bloomberg Barclays US Aggregate Bond Index, Schutzstaffel, Absolute Return + Alpha

The SS&C GlobeOp Hedge Fund Index (the Index) is a family of indices published by SS&C GlobeOp.

Key Points: 
  • The SS&C GlobeOp Hedge Fund Index (the Index) is a family of indices published by SS&C GlobeOp.
  • The SS&C GlobeOp Capital Movement Index and the SS&C GlobeOp Forward Redemption Indicator provide monthly reports based on actual and anticipated capital movement data independently collected from all hedge fund clients for whom SS&C GlobeOp provides administration services on the SS&C GlobeOp platform.
  • The SS&C GlobeOp Hedge Fund Performance Index is an asset-weighted benchmark of the aggregate performance of funds for which SS&C GlobeOp provides monthly administration services on the SS&C GlobeOp platform.
  • While individual fund data is anonymized by aggregation, the SS&C GlobeOp Hedge Fund Index data will be based on the same reconciled fund data that SS&C GlobeOp uses to produce fund net asset values (NAV).

EPFR Launches Dataset Providing New Market Insights from Global Hedge Fund Flows

Retrieved on: 
Tuesday, June 29, 2021
Finance, Money, Hedge fund, Absolute Return + Alpha, Economy, Hedge

BOSTON, June 29, 2021 /PRNewswire/ -- EPFR , a subsidiary of Informa Financial Intelligence and worldwide industry leader in providing fund flows and allocation data to financial institutions, announces its Hedge Fund Flows dataset.

Key Points: 
  • BOSTON, June 29, 2021 /PRNewswire/ -- EPFR , a subsidiary of Informa Financial Intelligence and worldwide industry leader in providing fund flows and allocation data to financial institutions, announces its Hedge Fund Flows dataset.
  • The dataset provides non-estimated fund flow calculations at the fund level, offering a precise proxy of investor sentiment and hedge fund activity, and granularity to derive better insights.
  • When viewed alongside EPFR's mutual fund and ETF data that tracks $48 trillion in global capital flows, Hedge Fund Flows offers investors a more complete view of market drivers supporting investment and risk management decisions.
  • "Our clients have expressed significant interest in hedge fund analysis, and we're pleased to bring Hedge Fund Flows to market with the support of our Backstop BarclayHedge partner," said Cameron Brandt, Director of Research at EPFR.

EPFR Launches Dataset Providing New Market Insights from Global Hedge Fund Flows

Retrieved on: 
Tuesday, June 29, 2021
Finance, Money, Hedge fund, Absolute Return + Alpha, Economy, Hedge

BOSTON, June 29, 2021 /PRNewswire/ -- EPFR , a subsidiary of Informa Financial Intelligence and worldwide industry leader in providing fund flows and allocation data to financial institutions, announces its Hedge Fund Flows dataset.

Key Points: 
  • BOSTON, June 29, 2021 /PRNewswire/ -- EPFR , a subsidiary of Informa Financial Intelligence and worldwide industry leader in providing fund flows and allocation data to financial institutions, announces its Hedge Fund Flows dataset.
  • The dataset provides non-estimated fund flow calculations at the fund level, offering a precise proxy of investor sentiment and hedge fund activity, and granularity to derive better insights.
  • When viewed alongside EPFR's mutual fund and ETF data that tracks $48 trillion in global capital flows, Hedge Fund Flows offers investors a more complete view of market drivers supporting investment and risk management decisions.
  • "Our clients have expressed significant interest in hedge fund analysis, and we're pleased to bring Hedge Fund Flows to market with the support of our Backstop BarclayHedge partner," said Cameron Brandt, Director of Research at EPFR.

SS&C GlobeOp Forward Redemption Indicator

Retrieved on: 
Friday, May 21, 2021
Finance, Hedge fund, Money, SS&C Technologies, Investment, Net asset value, Schutzstaffel, Absolute Return + Alpha

b"The SS&C GlobeOp Hedge Fund Index (the Index) is a family of indices published by SS&C GlobeOp.

Key Points: 
  • b"The SS&C GlobeOp Hedge Fund Index (the Index) is a family of indices published by SS&C GlobeOp.
  • The Index is based on a significant platform of diverse and representative assets.\nThe SS&C GlobeOp Capital Movement Index and the SS&C GlobeOp Forward Redemption Indicator provide monthly reports based on actual and anticipated capital movement data independently collected from all hedge fund clients for whom SS&C GlobeOp provides administration services on the SS&C GlobeOp platform.\nThe SS&C GlobeOp Hedge Fund Performance Index is an asset-weighted benchmark of the aggregate performance of funds for which SS&C GlobeOp provides monthly administration services on the SS&C GlobeOp platform.
  • Flash estimate, interim and final values are provided, in each of three months respectively, following each business month-end.\nWhile individual fund data is anonymized by aggregation, the SS&C GlobeOp Hedge Fund Index data will be based on the same reconciled fund data that SS&C GlobeOp uses to produce fund net asset values (NAV).
  • SS&C GlobeOp's total assets under administration on the SS&C GlobeOp platform represent approximately 10% of the estimated assets currently invested in the hedge fund sector.

SS&C GlobeOp Hedge Fund Performance Index and Capital Movement Index

Retrieved on: 
Thursday, May 13, 2021
Finance, Money, Hedge fund, Investment, Absolute Return + Alpha, Hedge

"\nThe SS&C GlobeOp Hedge Fund Performance Index is an asset-weighted, independent monthly window on hedge fund performance.

Key Points: 
  • "\nThe SS&C GlobeOp Hedge Fund Performance Index is an asset-weighted, independent monthly window on hedge fund performance.
  • The SS&C GlobeOp Hedge Fund Performance Index is transparent, consistent in data processing, and free from selection or survivorship bias.
  • Its inception date is January 1, 2006.\nThe SS&C GlobeOp Hedge Fund Performance Index offers a unique reflection of the return on capital invested in funds.
  • This is substantially lower than the equivalent correlation of other widely followed hedge fund performance indices.\nThe SS&C GlobeOp Capital Movement Index represents the monthly net of hedge fund subscriptions and redemptions administered by SS&C GlobeOp on the SS&C GlobeOp platform.

SS&C GlobeOp Forward Redemption Indicator

Retrieved on: 
Thursday, April 22, 2021
Finance, Hedge fund, Money, SS&C Technologies, Investment, Net asset value, Schutzstaffel, Absolute Return + Alpha

b"The SS&C GlobeOp Hedge Fund Index (the Index) is a family of indices published by SS&C GlobeOp.

Key Points: 
  • b"The SS&C GlobeOp Hedge Fund Index (the Index) is a family of indices published by SS&C GlobeOp.
  • The Index is based on a significant platform of diverse and representative assets.\nThe SS&C GlobeOp Capital Movement Index and the SS&C GlobeOp Forward Redemption Indicator provide monthly reports based on actual and anticipated capital movement data independently collected from all hedge fund clients for whom SS&C GlobeOp provides administration services on the SS&C GlobeOp platform.\nThe SS&C GlobeOp Hedge Fund Performance Index is an asset-weighted benchmark of the aggregate performance of funds for which SS&C GlobeOp provides monthly administration services on the SS&C GlobeOp platform.
  • Flash estimate, interim and final values are provided, in each of three months respectively, following each business month-end.\nWhile individual fund data is anonymized by aggregation, the SS&C GlobeOp Hedge Fund Index data will be based on the same reconciled fund data that SS&C GlobeOp uses to produce fund net asset values (NAV).
  • SS&C GlobeOp's total assets under administration on the SS&C GlobeOp platform represent approximately 10% of the estimated assets currently invested in the hedge fund sector.

MPI Releases Quantitative Study on Infinity Q Diversified Alpha Fund

Retrieved on: 
Wednesday, April 21, 2021
Finance, Money, Alternative investment management companies, Mathematical finance, Markov Processes International, Investment, Hedge funds, Quantitative analysis, Absolute Return + Alpha, MPI

b'SUMMIT, N.J., April 21, 2021 /PRNewswire/ -- Markov Processes International (MPI) has released a research paper on the Infinity Q Diversified Alpha Fund (IQDNX, IQDAX), examining the performance anomalies that caused the fund to suspend redemptions.

Key Points: 
  • b'SUMMIT, N.J., April 21, 2021 /PRNewswire/ -- Markov Processes International (MPI) has released a research paper on the Infinity Q Diversified Alpha Fund (IQDNX, IQDAX), examining the performance anomalies that caused the fund to suspend redemptions.
  • The paper, "Infinity Q: Too Much Alpha," highlights how a quantitative, factor-based analysis can identify hidden risks and provide advance warnings in evaluating liquid alternatives and hedge funds.\nInfinity Q Diversified Alpha was a \'40 Act liquid alternative mutual fund with $1.8 billion in AUM, as of January 31, 2021.
  • Over the last six years, the fund had large and consistently unexplained alpha and, in February 2021, it emerged that the fund was potentially making unreasonable adjustments to their third-party pricing models.
  • "\nPlease visit www.markovprocesses.com to read the full research report titled, Infinity Q: Too Much Alpha .\nMarkov Processes International (MPI) is a leading independent provider of quantitative investment research, technology and analytics for the global investment management industry.

DGAP-News: Mainberg Asset Management Press Release - Best European Special Situations Fund based in Frankfurt

Retrieved on: 
Thursday, March 11, 2021
Finance, Money, Hedge funds, Alternative investment management companies, Institutional investors, Special situation, Undertakings for Collective Investment in Transferable Securities Directive, The Hedge Fund Journal, Absolute Return + Alpha

The London UK-based industry publication "The Hedge Fund Journal" has awarded its UCITS Hedge Award 2021 for the best European Special Situations fund in 2020 and over a two-year period to the Mainberg Special Situations Fund HI (ISIN DE000A2JQH97 / WKN A2JQH9), thereby recognising the value appreciation of the fund in 2020 and over the last two years.

Key Points: 
  • The London UK-based industry publication "The Hedge Fund Journal" has awarded its UCITS Hedge Award 2021 for the best European Special Situations fund in 2020 and over a two-year period to the Mainberg Special Situations Fund HI (ISIN DE000A2JQH97 / WKN A2JQH9), thereby recognising the value appreciation of the fund in 2020 and over the last two years.
  • The Mainberg Special Situations Fund has combined absolute outperformance with attractive risk characteristics and has delivered superior returns and low correlation with the general market since inception."
  • Mainberg Special Situations Fund HI invests in equity opportunities created by M&A and other Special Situations like domination and profit transfer agreements and changes of legal form.
  • Mainberg Asset Management was founded by Rudolf Ferscha and Robert Hillmann in 2018 and advises the Mainberg Special Situations Fund HI.

PivotalPath Announces Partnership with The Institute for Private Capital

Retrieved on: 
Wednesday, March 10, 2021
Finance, Money, Mathematical finance, Hedge fund, Beta, Absolute Return + Alpha

NEW YORK, March 10, 2021 /PRNewswire-PRWeb/ --PivotalPath, a leading hedge fund consultant, has announced a new partnership with the Institute for Private Capital (IPC).

Key Points: 
  • NEW YORK, March 10, 2021 /PRNewswire-PRWeb/ --PivotalPath, a leading hedge fund consultant, has announced a new partnership with the Institute for Private Capital (IPC).
  • This partnership will provide academic researchers with a wealth of hedge fund industry information while still maintaining manager confidentiality.
  • Funds covered by PivotalPath also exhibit better performance across the board, from higher returns and greater alphas to lower betas.
  • PivotalPath conducts a monthly analysis of hedge fund performance and issues regular research on topics and trends that drive industry coverage.

Wilshire Announces Launch of Hypatia Women Hedge Fund Index℠, Powered by Wilshire℠

Retrieved on: 
Tuesday, February 2, 2021
Banking, Professional services, Finance, Articles, 1st millennium, Women, Hedge fund, Hypatia, Operational due diligence, Absolute Return + Alpha, Wilshire, Hypatia Capital

Wilshire today announced the launch of a new Powered by Wilshire index, the Hypatia Women Hedge Fund Index.

Key Points: 
  • Wilshire today announced the launch of a new Powered by Wilshire index, the Hypatia Women Hedge Fund Index.
  • The Hypatia Women Hedge Fund Index eligible universe focuses on a limited set of criteria, including a minimum $100 million in assets under management and a rules-based operational due diligence filter.
  • We are excited to launch the Hypatia Women Hedge Fund Index to continue sponsorship of women in leadership and highlight successful women hedge fund managers, said Patricia Lizarraga, founder and managing partner of Hypatia Capital.
  • For more information about the Hypatia Women Hedge Fund Index, please visit https://wilshire.com/indexes/poweredbywilshire/hypatia-women-hedge-fund-... .