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Dark markets
New CFTC commodity regulations will close the Enron Loophole withtrading controls of ‘dark market’ trading, reports Daven Voorhies
Gaining from complexity: MFMC models
The Masterclass series continues with a discussion of a general multifactor,multi-commodity model. By John Breslin, Les Clewlow, CalvinKwok and Chris Strickland
Winning smiles
The winners of the Energy Risk/Risk Commodity Rankings attenda cocktail reception in London
Valid Assumptions Required: calculating correlations
Correlation measures are major drivers of value-at-risk. Brett Humphreys and Eric Raleigh review assumptions associated with calculating correlation.
Trading psychology
Psychology is a growing factor inenergy price movements requiringmore intelligent and even biologicallybased analytical systems, findsCatherine Lacoursière
Credit Suisse latest to join US ETN crowd
Credit Suisse has launched the first note from its new Elements exchange-traded note (ETN) platform. The notes began trading on the Arca platform of the New York Stock Exchange yesterday.
Natwest International launches guaranteed structured deposit account
Natwest International Personal Banking (IPB) has launched Autopilot, a guaranteed structured deposit account. The capital-protected Autopilot tracks the performance of four market sectors when rising and switches to cash if sustained falls are noted…
Ex-Abbey team to launch structured products at Investec
Investec Capital Markets is creating a new structured products retail business as the UK market continues to expand. The unit will be headed up by Gary Dale, who was responsible for Abbey’s Independent Financial Adviser (IFA) business until last month.
Arc moves to calm fears over Bear credit risk
Arc Capital & Income has reassured investors and advisors over products backed by beleaguered US investment bank Bear Stearns. Following the move, JP Morgan has issued a broad guaranty that covers all of Bear's existing and subsequent trading activities,…
Future for algorithmic trading on energy markets
Currently, the penetration into energy markets by hedge funds and algorithmic trading desks is far below that of other asset classes. James Davies, head of trader systems at Trayport, looks at the issue from a service provider point of view.
Getting information flow right
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Russian economic revival attracts hedge fund and investor interest
Russia, rich in commodities and with a large population, could be poised to become the place to be for hedge funds looking for new opportunities to exploit.
Regaining lost trust
Credit: Trust given or received; expectation of future payment for property transferred, or of fulfilment or promises given; mercantile reputation entitling one to be trusted; applied to individuals, corporations, communities or nations.
Emerging and frontier markets continue to offer value for investors
Over the last few years emerging markets were the big investment story, in particular Brazil, Russia, India and China, known as the BRIC countries. Are emerging markets, however, now being challenged by the opportunities offered in frontier markets?…
Performance persistence
Academic Paper
Distressed debt strategies need to wait for opportunities to emerge
The liquidity crisis continues to claim casualties. Although forecasts of company closures and bankruptcies across the board are increasing, now may not be the best time to start a fund focused on distressed debt.
Fund manager and investor demands
Fund managers and investors have similar needs. They both want timely, accurate and secure information about a fund's value, operations and trades. How they receive this information and the detail of it, however, is where the IT solutions for fund…
Speed and sense key challenges for algorithmic trading in future
The growth of algorithmic trading has been rapid and highly significant for hedge funds.
Change comes to Canada as hedge fund industry matures and begins to attract global investors
Canadian hedge funds are branching out. And they are not the only ones evolving in the industry. Prime brokerages are also becoming attractive to non-Canadian hedge funds looking for a safe pair of hands or a niche market player. Hedge Funds Review…
Sometimes traditional capital protection is just not good enough
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