BarclayHedge Blog

FAIRFIELD, Iowa – July 26, 2010—BarclayHedge, Ltd, a premier provider of alternative investment performance data, today announced that ABC Quant, LLC, a leading provider of risk management analytical solutions for the hedge fund industry, has launched Quant Suite Barclay Edition. The new application, powered by Barclay databases, offers a broad choice of advanced analytical tools for institutional investors and investment advisors.

BarclayHedge is powering the new platform through access to its broad range of hedge fund, fund of fund and managed futures (CTA) databases. Barclay databases offer the industry’s most comprehensive quantitative and qualitative information for more than 5,800 alternative investment vehicles across all strategies and asset classes. Quant Suite Barclay Edition provides automatic data updating twice a month.

Read the entire Quant Suite Barclay Edition Press Release by clicking here.

Labels: BarclayHedge press release, hedge fund risk analysis, hedge fund software

FAIRFIELD, Iowa, July 19, 2010– Managed futures gained 0.24% in June according to the Barclay CTA Index compiled by BarclayHedge. The Index is down 1.04% for the first six months of 2010.

“Risk aversion driven by concerns of a ‘double-dip’ recession helped push global bond prices higher again in June, providing profitable trading opportunities for managers favoring the long side of the interest rate markets,” says Sol Waksman, founder and president of BarclayHedge.

Read the entire Managed Futures Press Release by clicking here.

Labels: BarclayHedge press release, CTA

FAIRFIELD, Iowa, July 16, 2010– Hedge funds lost 0.96% in June according to the Barclay Hedge Fund Index compiled by BarclayHedge. The Index is now up 0.13% year-to-date.

All but five of Barclay’s hedge fund indexes lost ground in June. The Barclay Equity Long Bias Index fell 2.95%, Healthcare and Biotechnology lost 2.62%, the Technology Index was down 2.22%, Equity Long/Short lost 1.78%, and Pacific Rim Equities were down 1.52%.

Read the entire Hedge Fund Press Release by clicking here.

Labels: BarclayHedge press release, hedge funds

“Setting Up a Hedge Fund – Part Two” is the second installment of two articles on this subject, written by Dermot Butler, Chairman of Custom House Global Funds Services Ltd.

In his second paper, Butler continues to detail the process of establishing a hedge fund and provides some tools that are helpful in initiating the process.

Read the full study here.

Labels: Barclay Insider Report, commodity trading advisor, CTA, flows into hedge funds, Fund Administration Research Articles, funds of hedge funds, Hedge Fund Administration, hedge fund research

To see the latest hedge funds, fund of funds and CTAs that have launched recently or will be launching soon click here. Fund Managers who would like to see their new fund listed on Barclay’s website and featured in the next Insider Report, can submit new fund launch press releases directly to rmiller@barclayhedge.com. Below is a list of recent fund launches:

• Castillon Diversified Fund


• Economic Time Bond Fund


• Harcourt Vonda UCITS


• Mondis Growth Fund


• Optimize Fund L.P.


• Pentaxon II - Dynamic Protection Fund


• The Lifeline Program

From the July 2010 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

Labels: CTA, hedge funds, New Fund Launches

By Ciara Connolly, Dept. of Accounting, Finance & Information Systems, University College Cork; and Mark C. Hutchinson, Dept. of Accounting, Finance & Information Systems and Centre for Investment Research, University College Cork

During the recent period of significant market unrest - 2007 & 2008 - dedicated short bias (DSB) hedge funds exhibited strong results while many other hedge fund strategies suffered. In their paper, Connolly and Hutchinson investigate DSB hedge funds' performance over an extended period to determine if the strategy is more than just a "one-trick pony."

Download the full article here.

From the July 2010 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

Labels: Barclay Insider Report, Barclay Insider Report Guest Article, hedge funds

Hedge funds had a negative month in May reflected by loses in seventeen of our eighteen indices. The average return for the 2,849 hedge funds (ex. FoFs) that have so far reported a May return is -3.22%. The estimates for June, along with the number of funds reporting for each of our 18 sectors can be found at the link below. These indices are being continually updated as current returns for the underlying hedge funds are recorded into our system. As of this writing, 15 of 18 hedge fund sectors are showing negative returns for June.

Commodity Trading Advisor performance for May as measured by the Barclay CTA Index averaged -1.01%. June's estimate based on the performance of the Barclay BTOP50 Index is -0.32%.

Hedge Fund Indices Managed Futures Indices

From the July 2010 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

Labels: Barclay Insider Report, commodity trading advisor, hedge fund performance

New York, NY – July 12, 2010 – TrimTabs Investment Research and BarclayHedge reported that the hedge fund industry posted an estimated inflow of $4.0 billion, or 0.3% of assets, in May 2010, the third inflow in four months. But poor performance drove industry assets to $1.58 trillion in May from $1.61 trillion in April, the first decline since July 2009.

“Performance was poor in May,” said Sol Waksman, CEO of BarclayHedge. “Hedge funds posted a negative return of 3.2%, the worst since October 2008. But flow data won’t show a hit until June because most funds allow redemptions only on a quarterly basis.”

Read the entire TrimTabs Asset Flows into Hedge Funds Press Release by clicking here.

Labels: BarclayHedge press release, CTA, flows into CTAs, flows into hedge funds, hedge fund flows, hedge fund research, hedge funds

The topical study from the July 2010 issue of The Hedge Fund Flow Report. Gain insight into industry trends and hedge fund asset flows before you make your next important decision.

• Hedge fund managers remain downbeat on equities. Only 19% of the 127 managers we surveyed in the past week are bullish on the S&P 500, up negligibly from 16% in May. Commitments of Traders reports and a recent spike in short interest square with this pessimism.


• Less than 15% of hedge fund managers are bullish on 10-year U.S. Treasury notes, down from 27% in May. About 36% are bullish on the greenback, down from 49% in May. These results suggest managers are demonstrably uncomfortable with unbounded government spending and potential debt monetization.


• About 72% of managers expect to hold leverage steady in the next month. Only 13% aim to reduce leverage, probably because they levered down in May. NYSE margin debt sank 9.8% last month. . . .

Accredited investors can read the entire article for free.

From the July 2010 issue of The Hedge Fund Flow Report. The Hedge Fund Flow Report combines the accuracy of the BarclayHedge database with the analytical insight of TrimTabs Investment Research. The report is generated by TrimTabs Investment Research using the most current data on thousands of hedge funds. An annual subscription includes 12 monthly updates as well as a spreadsheet containing historical flow aggregates by category.

To download a free sample of the entire TrimTabs Hedge Fund Flow Report, simply fill out this short request form.

Labels: CTA, Hedge Fund Flow Topical Study, hedge funds