CTAs Financial Trading Industry News, Articles & Insight
- CFTC fines CTA $140k for trying to pass off hypothetical trading as real
30th September 2015 - CFTC orders Florida resident Barbara Cohen and her company, Pure Reason, to pay a $140,000 penalty for Cohen's false statements to the CFTC and for not disclosing that profitable trading results were based on hypothetical trading.
- Quant convictions
25th September 2015 - Gernot Heitzinger is CEO at SMN, a CTA based in Vienna, Austria, operating for some 19 years. Heitzinger tells AT about his quant convictions, diversification in the current market environment, and why he's cynical about forecasts.
- Momentum trends
22nd September 2015 - Andreas Clenow is CIO of Zurich-based ACIES Asset Management ($300+ million AuM), and author of 'Stocks on the Move: Beating the Market with Hedge Fund Momentum Strategies'. Why would he give up the super secret sauce in a tell-all? Automated Trader finds out.
- Newedge: Challenging market conditions impact CTA performance
11th September 2015 - All Newedge managed futures indices posted negative performance in August.
- GAIM 2015: What's next for managed futures?
29th June 2015 - Surge in performance of managed futures strategies examined by quant and systematic trading experts at the Global Alternative Investment Management conference.
- Buy side should double down on scaling R&D investments
16th June 2015 - To address declining return on investment, buy side needs to speed up the process of testing and disqualifying unworkable strategies, while allowing more resources to be invested in benchmarking and scaling up the most promising systems, according to a new report from Object Trading.
- Risk & Return QIF 2015: Managed futures death greatly exaggerated
12th June 2015 - Since 2011, investors and industry have been declaring the death of managed futures, an alternative investment category that involves long and short derivatives positions across asset classes. But players in the space beg to differ, and can demonstrate performance drivers to show they're alive and kicking. Thomas Pasturel gives us his first-hand account of the Risks & Returns Quantitative Investment Forum and talks to Pierre Thauvette, head of Quantitative Research at Claret.
- Non-US, IFI brokers and CTAs get regulatory relief from CFTC
6th June 2015 - CFTC announces it is issuing no-action relief from introducing broker and commodity trading advisor registration to persons located outside the US engaged in activities on behalf of customers that are international financial institutions.
- CTAs bounce back to post positive performance in August
10th September 2014 - All Newedge managed futures indices showed strong positive performance over the month. Trend followers in particular doing well.
- ESMA regulations spread to buy side
30th June 2014 - Buy side firms have been brought into the scope of MiFID II and MiFIR. Automated Trader talks to the Investment Management Association about some of the biggest concerns for large and small asset managers.
- Thomson Reuters adds energy research and forecasts to Eikon
4th October 2012 - Thomson Reuters integrates Point Carbon content - Eikon customers gain access to analysis and forecasting for energy markets
- OpenLink expands compliance solutions with DTCC's SDR
1st October 2012 - OpenLink Financial and DTCC's Swap Data Repository to support solution for regulatory reporting compliance
- Rage against the machine? What experts say about modelling for emotional markets
12th September 2012 - Are human beings poor decision-makers? When is it better to let a machine take over? Find out what some of the experts say when it comes to building models that grapple with irrational behaviour and extreme events.
- SIX nixes Scoach venture with Deutsche Börse
20th February 2013 - The Swiss exchange said it would continue to focus on structured products but wanted to concentrate on developing the Swiss market.