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Search results for: 3-month treasury bill index

No results found containing all search terms. 317 results found containing some search terms.

16 pages of results.
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... the S&P 500 Total Return Index (including reinvestment of dividends). ... 13-year period, except for a brief 3-month period in 1989 when the correlation was ...
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... to flash estimates from the Barclay CTA Index. "In many ways, July ... , investors drove prices of U.S. Treasuries higher in the ensuing flight to quality ...
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... time period, the Barclay Diversified Trader Index measured a compound annual return of 7.48 ... BMFR 2nd Qtr 1996 DREISS RESEARCH CORPORATION Bill Dreiss is one of the pioneers of ...
Hedge Fund Managers Turn Extremely Bullish on U.S. Equities According to Survey; Hedge Fund Managers Betting Aggressively on Economic Recovery an...
... is not surprising. Our Hedge Fund Index shows consistent gains in 13 of the ... fund managers are bearish on the 10-year Treasury note, while only 14% are ...
Barclay BTOP FX Index Components Chosen for 2010; 12 Currency Traders to Provide Daily Data
... Press Releases FOR IMMEDIATE RELEASE Barclay BTOP FX Index Components Chosen for 2010; 12 Currency Traders to Provide Daily Data FAIRFIELD, Iowa, January 8, 2010 ...
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... which invest solely to achieve an "indexed" rate of return. Indexation has ... , 1994. The benchmarks included: 3-month T-bills, 30-year T-bonds, GDP for ...
Only 31% of Hedge Fund Managers Bullish on S&P 500 According to Survey; Managers Attribute Record Company Cash Balances to Economic and Political ...
... % are bearish on the U.S dollar index, while only 21% are bullish ... fund managers are bearish on the 10-year Treasury note, the largest share in four ...
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... the annual rate of return on Treasury Bills divided by the volatility of the CTA ... and the annual rate of return on Treasury Bills divided by the volatility of the ...
Hedge Fund Managers Remain Predominantly Downbeat on U.S. Equities According to Survey; Managers Cite Currency Wars as Biggest Threat to Global Fi...
... Bearish sentiment on the U.S. Dollar Index surged to 44% in November, ... spiked. Bearish sentiment on the 10-year Treasury note vaulted to 49%, the ...
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... equity derivatives options in the 1970s, index futures in the 1980s shareholders had only ... While some derivative markets, such as Treasury and natural gas futures, have assumed ...
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... similar to that of German equity DAX Index. Both strategies have yielded equally solid ... returns, with risk similar to long-term treasuries, and a low correlation to the ...
Hedge Fund Managers Remain Downbeat on U.S. Equities According to Survey; Managers Cite Currency Wars as Biggest Threat to Global Financial Stabil...
... managers are bullish on the U.S dollar index, the largest share since June. ... are bearish on the 10-year U.S. Treasury note, the largest share since the ...
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... the portfolio- interest rates, stock indexes, currencies and non-financial futures. The ... of market forecasting. CCM's head trader Bill Garland has watched markets since 1980 when ...
Hedge Funds Post Inflow of $3.8 Billion in September, Assets Surge to Highest Level since April; Hedge Fund Investors Risk Averse, Emerging Market...
... the month, and our Hedge Fund Index increased 3.5%. This is the ... just announced it will load up on Treasuries to the tune of $900 billion ...
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... underlying assets (e.g., Treasury Bills, bonds, stocks, etc. ... the underlying assets (e.g., Treasury Bills, bonds, stocks, etc ...
Barclay Hedge Fund Index Up 3.63% in September; Index Breaks into New High Ground After Three Years
... Press Releases FOR IMMEDIATE RELEASE Barclay Hedge Fund Index Up 3.63% in September; Index Breaks into New High Ground After Three Years FAIRFIELD, Iowa, October ...
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... loss: -6.01% Correlations Barclay CTA Index+ 0.46 S&P 500: ... made the now-famous bet with his partner Bill Eckhardt and began the "turtles" ...
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... loss: -0.91% CORRELATIONS Barclay CTA Index+ 0.12 S&P 500: ... As this was an ideal time for treasury advisory/consultancy services, Philip left ...
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... Correlations Barclay/GHS Emering Mkts. Index:+ 0.72 S&P 500 ... , such as U.S. equities or Treasuries, at times, but over the ...
Barclay CTA Index Slips 0.87% in June; Volatility Chops Both Long and Short Traders
... Press Releases FOR IMMEDIATE RELEASE Barclay CTA Index Slips 0.87% in June; Volatility Chops Both Long and Short Traders FAIRFIELD, Iowa, July 16, 2009 ...
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