AlternativeEdge IndicesThrough our comprehensive analysis of trading strategies and market dynamics, we have developed several industry-recognized indices focused on Commodity Trading Advisor (CTA) and Global Macro managers.
Register for detailed information of each index including methodology, constituents and performance, as well as access to our complete library of AlternativeEdge Research Notes. Newedge CTA Index The Newedge CTA Index is equal-weighted and reconstituted annually and has become recognized as the key managed futures performance benchmark. The index calculates the daily rate of return for a pool of CTAs selected from the largest managers open to new investment. CTA IndexAlternativeEdge Short-Term Traders Index The Alternative Edge Short-Term Traders Index is designed to track the daily performance of a portfolio of CTAs and Global Macro managers executing diversified trading strategies with a less than 10-day average holding period. AlternativeEdge Short-Term Traders IndexAlternativeEdge Teamwork Index The AlternativeEdge Teamwork Index represents an experiment in index design based on research presented in the AlternativeEdge research note Superstars versus Teamwork. The index is designed to track the monthly performance of a portfolio of 20 CTAs chosen for their contribution to the performance of the portfolio of returns. AlternativeEdge Teamwork Index |
Newedge News1
Oct
2009
BBVA and Newedge new joint venture, Altura, creates Spain's largest brokerage and clearing firm.
This partnership substitutes the partnership BBVA had with Calyon Financial, with which it [...] read more |
