BarclayHedge Blog

FAIRFIELD, Iowa, June 14, 2011– Managed futures lost 2.06% in May according to the Barclay CTA Index compiled by BarclayHedge. Year-to-date, the Barclay CTA Index is up 0.19%.

“An increase in margin requirements aimed at curbing speculation in silver futures was the first of several shoes to drop in May,” 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, June 13, 2011 – Hedge funds gave back 1.13% in May according to the Barclay Hedge Fund Index compiled by BarclayHedge. Year-to-date, the Index remains up 1.87%.

“After eight months of steady gains, the Barclay Hedge Fund Index fell back in May,” says Sol Waksman, founder and president of BarclayHedge.

Read the entire Hedge Fund Press Release by clicking here.

Labels: BarclayHedge press release, hedge funds

New York, NY – June 6, 2011 – The hedge fund industry pulled in a heavy $17.5 billion (1.0% of assets) in April 2011, the fourth straight inflow, report TrimTabs Investment Research and BarclayHedge.  Industry assets increased to $1.8 trillion, the highest level since October 2008.

“Flows are doubtless following performance,” says Sol Waksman, founder and President of BarclayHedge.  “The Barclay Hedge Fund Index posted a positive return in each of the eight months ended April, and investors of all stripes are prone to chase a winning streak.”

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

To see a complete list of 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:

• Aliquot Precious Metals UCITS Fund


• AlphaClone LLC

From the June 2011 issue of the BarclayHedge Insider Report. Accredited investors can subscribe to the full newsletter for free.

Labels: CTA, hedge funds, New Fund Launches

By Dermot Butler, Chairman of Custom House Global Funds Services Ltd.

This month article by Dermot Butler is the third in a series of three articles that discuss the EU ‘IF’ funds. In his paper, Dermot highlights the attractive features and distinctions of the Irish IF Fund – the QIF (Qualifying Investor Fund).

Read the full study here.

Labels: Barclay Insider Report, flows into hedge funds, Fund Administration Research Articles

By Tony Foley, Chief Investment Officer, D.E. Shaw Investment Management

In his paper, Foley examines the challenges facing quant managers today and argues that the generic approach — valuation and momentum alpha forecasts, highly standardized and often commercially available risk models, and mean-variance portfolio optimization tools — he’s termed the “generic paradigm,” has become vulnerable to competitive pressures and changes in the nature of global equity trading.

Download the full article here. From the June 2011 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 fund performance was positive in April reflected by gains in sixteen of our eighteen indices. The average return for the 3,090 hedge funds (ex. FoFs) that have so far reported an April return is +1.17%. The estimates for May, 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, 13 of 18 hedge fund sectors are showing negative returns for May.

Commodity Trading Advisor performance for April as measured by the Barclay CTA Index averaged +2.90%. May's estimate based on the performance of the Barclay BTOP50 Index is -2.50%.

Hedge Fund Indices Managed Futures Indices

From the June 2011 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 June 2011 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 have turned neutral on U.S. equities. About 30% of the 76 managers we surveyed in the past week are bullish on the S&P 500, up from 23% in April, while 29% are bullish, down from 34%. Note that a majority of managers were bearish in each of the previous three months.




• The equity futures positions of speculative traders are perfectly balanced, which also suggests neutral sentiment. Additionally, the beta of the hedge fund industry - a measure of the industry’s exposure to equities - is in-line with historical averages.




• Managers could behave much more aggressively in the coming months. About 34% plan to lever up • in the near term, while only 8% aim to decrease leverage, the smallest share since the inception of our survey a year ago. . .

Accredited investors can read the entire article for free. From the June 2011 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, flows into hedge funds, Hedge Fund Flow Topical Study