Thursday, August 16, 2012
Rising Prices Contribute to Profitable Futures Trading; Barclay CTA Index Up 1.85% in July
FAIRFIELD, Iowa, August 16, 2012 – Managed futures gained 1.85% in July according to the Barclay CTA Index compiled by BarclayHedge. The Index is now up 1.53% year to date.
“Price trends continued to move upward in the commodity and equity index futures markets and provided a favorable trading environment for momentum traders in July,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Managed Futures Press Release by clicking here.
“Price trends continued to move upward in the commodity and equity index futures markets and provided a favorable trading environment for momentum traders in July,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Managed Futures Press Release by clicking here.
Labels: BarclayHedge press release, CTA
Wednesday, August 15, 2012
Equity Markets See-Saw in Difficult Trading Environment; Barclay Hedge Fund Index Gains 0.85% in July
FAIRFIELD, Iowa, August 15, 2012 – Hedge funds gained 0.85% in July, according to the Barclay Hedge Fund Index compiled by BarclayHedge. The Index is up 3.19% year to date.
“Equity markets see-sawed in July, driven up and down by economic reports in the most recent news cycle,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Hedge Fund Press Release by clicking here.
“Equity markets see-sawed in July, driven up and down by economic reports in the most recent news cycle,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Hedge Fund Press Release by clicking here.
Labels: BarclayHedge press release, hedge fund performance
Wednesday, August 8, 2012
TrimTabs and BarclayHedge Report Hedge Funds Redeem $4.9 billion in June 2012. Hedge Fund Industry’s June Performance Lags S&P 500; Assets Down 29.5% Since 2008 Peak.
New York, NY — August 8, 2012 — BarclayHedge and TrimTabs Investment Research reported today that the hedge fund industry redeemed $4.9 billion (0.3% of assets) in June, compared with inflows of $1.1 billion in May. Based on data from 3,012 funds, the TrimTabs/BarclayHedge Hedge Fund Flow Report estimated that industry assets were $1.71 trillion in June, down 1.3% from $1.73 trillion in May and down 29.5% from their peak of $2.4 trillion set in June 2008.
“The hedge fund industry can’t seem to get out of the doldrums,” said Sol Waksman, founder and president of BarclayHedge. “Industry performance continues to lag popular benchmarks such as the S&P 500, and asset growth has been flat for most of the past year.”
Read the entire TrimTabs Asset Flows into Hedge Funds Press Release by clicking here.
“The hedge fund industry can’t seem to get out of the doldrums,” said Sol Waksman, founder and president of BarclayHedge. “Industry performance continues to lag popular benchmarks such as the S&P 500, and asset growth has been flat for most of the past year.”
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
June 2012 Hedge Fund and CTA Performance
Hedge funds gained ground in June, reflected by positive returns in 12 of Barclay's 18 indices. The average return for the 2,676 hedge funds (ex. FoFs) that have so far reported a June return is +0.59%. The estimates for July, 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, 16 of 18 hedge fund sectors are showing positive returns for July.
Commodity Trading Advisor performance for June as measured by the Barclay CTA Index averaged -2.09%. July's estimate based on the performance of the Barclay BTOP50 Index is +2.18%. Hedge Fund Indices Managed Futures Indices
From the August 2012 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Commodity Trading Advisor performance for June as measured by the Barclay CTA Index averaged -2.09%. July's estimate based on the performance of the Barclay BTOP50 Index is +2.18%. Hedge Fund Indices Managed Futures Indices
From the August 2012 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
Send in the Clones? Hedge Fund Replication Using Futures Contracts
By Nicolas P.B. Bollen, E. Bronson Ingram Professor of Finance, Owen Graduate School of Management - Vanderbilt University and Gregg S. Fisher, President and Chief Investment Officer, Gerstein Fisher
Replication products strive to offer investors some of the benefits of hedge funds while avoiding their high fees, illiquidity, and opacity. The authors test whether a replication algorithm can deliver the diversification and high Sharpe ratio that investors seek.
Download the full article here.
From the August 2012 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Replication products strive to offer investors some of the benefits of hedge funds while avoiding their high fees, illiquidity, and opacity. The authors test whether a replication algorithm can deliver the diversification and high Sharpe ratio that investors seek.
Download the full article here.
From the August 2012 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 fund performance, hedge funds
New Fund Launches
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:
- ABS Emerging Markets Portfolio
- Ancora Merger Arbitrage Fund LP
- Citizen Entertainment Fund Ltd
- Rotella Molinero MultiQuant Futures
Labels: CTA, hedge funds, New Fund Launches
Friday, August 3, 2012
TrimTabs/BarclayHedge Survey of Hedge Fund Managers - July 2012 Survey
The topical study from the August 2012 issue of The Hedge Fund Flow Report. Gain insight into industry trends and hedge fund asset flows before you make your next important decision.
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.
- Of the 78 hedge fund managers we surveyed last week, 25.6% are bullish on the S&P 500 for August, while 37.2% are either neutral or bearish. Bullishness sank to an 11-month low in this month’s survey and bearish sentiment climbed to its highest reading in the past 9 months.
- Hedge fund managers have been majority-neutral on 10-year Treasury notes for the past 12 out of 15 months; neutral sentiment dipped to 52.0% in July from 53.8% the month before. Bullishness on the 10-year note rose to 22.7% in July, the second-highest level in the past 15 months. Bearishness inched up to 25.3% in July from 24.2% in June. . . .
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 CTAs, flows into hedge funds, funds of hedge funds, Hedge Fund Flow Topical Study
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