Friday, June 24, 2011
Managed Futures Fall 2.06% in May; Diversified Traders Give Back 3.38%
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.
Hedge Funds Retreat 1.13%in May; Emerging Markets Index Falls 4.08%
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.
Hedge Fund Industry Posts Heavy Inflow of $17.5 Billion in April 2011; Industry Assets Increase to $1.8 Trillion, Highest Level Since October 2008
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.
New Fund Launches
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QIF – The Original IF Fund
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.
Programmed Obsolescence: The Generic Paradigm in Quantitative Equity Investing and Why It's in Trouble
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.
April Hedge Fund and CTA Performance
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.
Thursday, June 2, 2011
TrimTabs/BarclayHedge Survey of Hedge Fund Managers - May Survey
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. . .
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.
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