Fimat launches volatility fund index
Fimat Group, the brokerage arm of SG, has launched the Fimat Volatility Arbitrage Median (FVAM) to represent the performance of various funds following volatility arbitrage strategies, reports Risknews ' sister publication FX Week .
FVAM sources monthly data from six funds but hopes to expand this over time. Participating funds are required to have a minimum of $20 million under management.
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