Updates from August, 2013 Toggle Comment Threads | Keyboard Shortcuts

  • Carmen C 09:30 on August 30, 2013 Permalink | Reply
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    Hedge Fund News Wrap: Week Ending 8/30/13 

    Hedge Fund Overview: Funds Down 0.57% MTD

    The Bank of America Merrill Lynch Investable Hedge Fund Composite Index was down 0.57 percent for the month as of August 21st, outperforming the S&P 500 which was down 3.6 percent.

    Convertible arbitrage was the best performing strategy, posting gains of 0.16 percent. Equity and long/short performed the worst, falling 0.93 percent.

    (More …)

     
  • Carmen C 10:09 on August 27, 2013 Permalink | Reply
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    Video: Mark Rogers on the US Economy — Week of August 26, 2013 

    Econoday’s Mark Rogers provides a look at key economic announcements for the US this week.

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    Econoday reports, available on TradingScreen’s award-winning TradeSmart EMS, provide alerts on upcoming economic announcements, and jargon-free analysis of their potential market impact. Mark Rogers, Senior Economist for U.S. markets, has over 19 years of experience with the Federal Reserve Bank of Atlanta as an economist and forecaster for national and regional economies.

    Click to learn about getting access to Econoday’s economic reports on TradingScreen.

    Highlights:

    • Disappointing durable goods report 0.25
    • Manufacturing: News is mixed for August 1.42
    • Doves and Hawks agree: Fed tapering is data dependent 2.45
    • Pace of tapering also data dependent 3.26
    • Existing home sales vs. new home sales: What’s the difference? 3.55
    • Consumer confidence reports: What to look for? 5.25
    • Is there a risk of economic growth pivoting lower? 7.15
    • Characterizing personal income growth for the U.S. consumer 10.20
    • Second estimate for GDP growth: What to look for? 10.58
     
  • Carmen C 09:47 on August 26, 2013 Permalink | Reply
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    TradingScreen's Monday Morning Briefing 

    Key Regulatory Developments:

     
  • Carmen C 10:13 on August 23, 2013 Permalink | Reply
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    Hedge Fund News Wrap: Week Ending 8/23/13 

    Hedge Fund Overview: No Improvements in August

    According to FINalternatives, “August is shaping up as a bloodbath for hedge funds.”

    The HFRX Global Hedge Fund Index is down 0.4 percent, through August 16, leaving its year-to-date gains at 3.78 percent. Hedge funds continue to underperform the broader S&P,  which is down 1.89 percent this month, leaving its year-to-date gains at 15 percent.

    The average relative-value fund rose 0.17 percent this month, with convertible arbitrage funds adding 0.44 percent and multi-strategy funds 0.09 percent. Multi-region funds and merger arbitrage funds are the only other strategies enjoying gains, posting 0.19 percent and 0.12 percent respectively.

    (More …)

     
  • Carmen C 09:00 on August 20, 2013 Permalink | Reply
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    AXA IM’s Head of Trading, Paul Squires, Featured in Best Execution 

    Dawn of a New Era

    Paul Squires is head of trading for the trading and securities financing team at AXA, covering all asset classes including derivatives. In Best Execution’s “Summer 2013” issue, Squires discusses how the financial crisis — and the regulatory developments that followed — have given rise to buy-side traders.

    In the issue, Squires also discusses the rising trend toward multi-asset trading across the buyside.

     “More recently, we have integrated an execution management system (EMS) to enhance functionality of a single platform for multi-asset trading. We started with equities, which upgraded our algo capabilities to offer greater granularity on how we are trading, which venues we are using, and are about to move FX onto our EMS, which has already enabled us to deliver enhanced execution performance analysis. This supplemented the benchmarking work that we had already been providing in fixed income using our propriety tools.”

     

    To read the article it its entirety, click here.

     

    Further coverage on AXA:

     

     

     
  • dzweifler 08:42 on August 20, 2013 Permalink | Reply
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    Video: Mark Rogers on the US Economy — Week of August 19, 2013 

    Econoday’s Mark Rogers provides a look at key economic announcements for the US this week.

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    Econoday reports, available on TradingScreen’s award-winning TradeSmart EMS, provide alerts on upcoming economic announcements, and jargon-free analysis of their potential market impact. Mark Rogers, Senior Economist for U.S. markets, has over 19 years of experience with the Federal Reserve Bank of Atlanta as an economist and forecaster for national and regional economies.

    Click to learn about getting access to Econoday’s economic reports on TradingScreen.

    Highlights:

    • Fedspeak recap: Taper talk and whether good news is bad news 0.43
    • Impact of Thursday’s better-than-expected jobs report. 1.23
    • A look ahead on Wednesday’s FOMC Meeting 1.55
    • Predictions on Jackson Hole Conference on Thursday 3.05
    • What are the implications of Janet Yellen taking the lead at Jackson Hole? 5.50
    • What kind of a Fed chairman would Yellen be? 6.32
    • Could Yellen turn from dove to hawk as Fed chairman? 7.10
    • Other Fed chairman predictions. 7.30
    • Housing data: Predictions on existing home sales on Wednesday. 8.05
    • Wet weather in the East may have a big impact on home sale data… but don’t take it too seriously. 8.47
    • Soft housing starts dampened by wet weather as well. 10.45
    • Predictions on upcoming manufacturing data. 11.30
    • Would jobless claims staying steady or improving point to a tapering? 13.56
     
  • Carmen C 10:24 on August 19, 2013 Permalink | Reply
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    TradingScreen's Monday Morning Briefing 

    Key Regulatory Developments:

     
  • Carmen C 10:03 on August 16, 2013 Permalink | Reply
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    Hedge Fund News Wrap: Week Ending 8/16/13 

    Hedge Fund Overview: Slow Gains in First Week of August

    Hedge funds were up 0.24 percent in the first week of August, according to the Bank of America Merrill Lynch Investable Hedge Fund Composite Index.

    Convertible arbitrage and equity long/short funds were the best performers, each adding 0.41 percent and 0.31 percent respectively, while market neutral strategies were the worst, falling 0.36 percent.

    However, hedge funds continue to underperform the broader S&P, as they are only up by 4.5 percent for the year compared to the S&P’s 18 percent.

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  • Carmen C 10:57 on August 13, 2013 Permalink | Reply
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    Video: Mark Rogers on the US Economy — Week of August 12, 2013 

    Econoday’s Mark Rogers provides a look at key economic announcements for the US this week.

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    This video doesn’t exist

    Econoday reports, available on TradingScreen’s award-winning TradeSmart EMS, provide alerts on upcoming economic announcements, and jargon-free analysis of their potential market impact. Mark Rogers, Senior Economist for U.S. markets, has over 19 years of experience with the Federal Reserve Bank of Atlanta as an economist and forecaster for national and regional economies.

    Click to learn about getting access to Econoday’s economic reports on TradingScreen.

    Highlights:

    • News from the past week – “Fed Speak” and more “Fed Speak” 0.30
    • Cut back on quantitative easing could start as early as September 0.50
    • August employment report –How will markets react? 2.30
    • Retail sales overview for July 3.33
    • Manufacturing and industrial economy –What are the forward-looking indicators suggesting? 4.42
    • Housing sector- What to expect in the July report 7.28
     
  • Carmen C 11:03 on August 12, 2013 Permalink | Reply
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    TradingScreen's Monday Morning Briefing 

    Key Regulatory Developments:

    • SEC Issues Short Selling Rule Avoidance Warning
    • Libor Settlements Said to Ease CFTC Path in Rate-Swaps Probe
    • Obama to Decide next Fed Chair by Fall

    Litigation:

    Technology:

    Thought Leadership:

    This Week in History:

    Sign up for the TradingScreen Newsletter to receive special offers, thought leadership and more.

     
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