BarclayHedge Blog

New York, NY – November 29, 2010 – Hedge fund managers remain predominantly downbeat on U.S. equities, according to the TrimTabs/BarclayHedge Survey of Hedge Fund Managers for November.  About 39% of the 83 hedge fund managers surveyed are bearish on the S&P 500, and bullish sentiment sank to 31% from 36% in October.

“Moods are still somewhat sour, but hedge funds returned 7.0% in the four months ended October following a rough patch in May and June,” said Sol Waksman, founder and President of BarclayHedge.  “About 80% of the funds that reported returns for the January-October period are profitable in 2010.”

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

FAIRFIELD, Iowa, November 16, 2010– Managed futures gained 1.91% in October according to the Barclay CTA Index compiled by BarclayHedge. After three consecutive profitable months, the Index is now up 4.53% for the year.

“A depreciating US Dollar and rising prices for equities and commodities in October continued to drive CTA returns for the second month in a row,” 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, November 15, 2010– Hedge funds gained 2.02% in October according to the Barclay Hedge Fund Index compiled by BarclayHedge.

Building on September and October gains, the Index is up 7.24% year-to-date, nearly matching the 7.84% gain by the S&P 500 Index.

Read the entire Hedge Fund Press Release by clicking here.

Labels: BarclayHedge press release, hedge funds

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:

• Blackheath Volatility Arbitrage Fund


• Claymore Broad Commodity ETF


• eStats Revolution Master Fund


• Javelin Capital Gl Equity Strategies


• Martin Currie European Absolute Alpha


• Martin Currie Gl Resource Absolute Alpha


• Martin Currie Japan Absolute Alpha


• Opal Fund

From the November 2010 issue of the BarclayHedge Insider Report. Accredited investors can subscribe to the full newsletter for free.

Labels: CTA, hedge funds, New Fund Launches

By Momtchil Pojarliev, Hathersage Capital Management and Richard M. Levich, New York University Stern School of Business

In their paper, they present a post-sample study of currency fund managers showing that alpha hunters and especially alpha generators are more effective in providing diversification benefits for a global equity portfolio than currency managers who earn beta returns from popular style strategies or managers with high total returns regardless of their source.

Download the full article here.

From the November 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, currency funds

Hedge funds had a positive month in September reflected by gains in seventeen of our eighteen indices. The average return for the 3,031 hedge funds (ex. FoFs) that have so far reported a September return is +3.50%. The estimates for October, 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, 17 of 18 hedge fund sectors are showing positive returns for October.

Commodity Trading Advisor performance for September as measured by the Barclay CTA Index averaged +2.02%. October's estimate based on the performance of the Barclay BTOP50 Index is +1.87%.

Hedge Fund Indices Managed Futures Indices

From the November 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

The topical study from the November 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. About 39% of the 102 managers we surveyed are bearish on the S&P 500, while 36% are bullish. Nevertheless, the bullish reading is up significantly from 17% in August.


• Other indicators confirm that hedge funds and speculative traders are downbeat on stocks. NYSE short interest decreased 2.1% between August 31 and October 15, while the S&P 500 soared 12.1% in the same period. Triple long leveraged U.S. equity ETFs have redeemed $1.5 billion since the start of September, while triple leveraged short U.S. equity ETFs hauled in $1.2 billion.


• Hedge fund managers are bearish on Treasuries. About 28% are bearish on the 10-year Treasury note, the largest share since the inception of our survey in May, while only 22% are bullish, the smallest share since June. In contrast, managers have turned much more upbeat on the U.S. dollar index. About 32% are bullish, the largest share since June, while 30% are bearish. . .


Accredited investors can read the entire article for free.

From the November 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

New York, NY – November 8, 2010 – TrimTabs Investment Research and BarclayHedge reported that the hedge fund industry posted an inflow of $3.8 billion (0.2% of assets) in September 2010, the third straight inflow as well as the sixth in eight months. Assets surged 2.5% to $1.62 trillion, the highest level since April.

“September was a good month for hedge fund managers,” said Sol Waksman, founder and President of BarclayHedge. “Nine in 10 managers reported a profit for the month, and our Hedge Fund Index increased 3.5%. This is the largest gain since May 2009, and it lifted the index above the October 2007 high-water mark.”

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

New York, NY – November 1, 2010 – Hedge fund managers remain downbeat on U.S. equities according to the TrimTabs/BarclayHedge Survey of Hedge Fund Managers for October. About 39% of the 102 hedge fund managers the firms surveyed in the past two weeks are bearish on the S&P 500, up from 37% in September.

“The lean toward bearishness surprises us a bit because extreme caution in September produced substantial underperformance,” said Sol Waksman, CEO of BarclayHedge. “We suspect managers will invest much more aggressively in the current quarter. Stock prices keep grinding higher, and hedge funds hauled in $18.8 billion in the past three months. Managers have to put that fresh cash to work.”

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