Tuesday, June 18, 2013
Barclay CTA Index Down 1.31% in May; Most Traders Give Back April Gains
FAIRFIELD, Iowa, June 18, 2013 – Managed futures lost 1.31% in May according to the Barclay CTA Index compiled by BarclayHedge. The Index remains up 0.61% year to date.
“May’s trend reversal in global interest rates coupled with a 12 percent mid-month decline in the Nikkei fueled losses for roughly two-thirds of the CTAs in the BarclayHedge database,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Managed Futures Press Release by clicking here.
“May’s trend reversal in global interest rates coupled with a 12 percent mid-month decline in the Nikkei fueled losses for roughly two-thirds of the CTAs in the BarclayHedge database,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Managed Futures Press Release by clicking here.
Labels: BarclayHedge press release, CTA
Monday, June 17, 2013
Barclay Hedge Fund Index Up 1.06% in May; Most Hedge Fund Strategies Have Gains in 2013
FAIRFIELD, Iowa, June 17, 2013 – Hedge funds gained 1.06% in May, according to the Barclay Hedge Fund Index compiled by BarclayHedge. The Index is up 5.87% year to date.
“While improving consumer confidence and higher prices for US homes stoked concerns of Fed tapering, equity markets rallied even as interest rates moved higher,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Hedge Fund Press Release by clicking here.
“While improving consumer confidence and higher prices for US homes stoked concerns of Fed tapering, equity markets rallied even as interest rates moved higher,” 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
Friday, June 14, 2013
TrimTabs and BarclayHedge Report Hedge Funds Receive Meager $430 Million in April; Hedge Fund Industry Underperforms S&P 500 by 126 Basis Points in April
New York, NY — June 13, 2013 — BarclayHedge and TrimTabs Investment Research reported today that hedge funds took in a net $430 million (0.02% of assets) in April, building on an inflow of $817 million in March. The results are based on data from 3,393 funds.
The industry delivered a return of 0.6% in April, one-third of the S&P 500’s 1.8% rise. The trend was similar over the past 12 months, when hedge funds earned 8.1% and the S&P 500 rose 14.3%.
Read the entire TrimTabs Asset Flows into Hedge Funds Press Release by clicking here.
The industry delivered a return of 0.6% in April, one-third of the S&P 500’s 1.8% rise. The trend was similar over the past 12 months, when hedge funds earned 8.1% and the S&P 500 rose 14.3%.
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
Tuesday, June 11, 2013
Raw Commodity Markets Present Value Buying Opportunities on Long Term Basis
The raw commodity sector of the market place has been beaten down the past several months, most recently led by gold futures prices dropping by over $300 an ounce since the first of the year. In “Raw Commodity Markets Present Value Buying Opportunities on Long Term Basis,” Jim Wyckoff of Informa Economics, Inc. explores the compelling clues this beleaguered sector is now providing and the value-buying opportunities in commodity markets including grains, metals, energy, and international foods.
Read the full study here.
From the June 2013 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Analysis of Commodity Market Fundamentals
Do you need a competitive advantage in the market? Informa Economics has designed a web-based service that will provide you with an information and resource advantage to keep you one step ahead -- the Informa Economics Trader.
Try before you buy - Access the world’s best short-term commodity market analysis for 14 days for free.
Read the full study here.
From the June 2013 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Analysis of Commodity Market Fundamentals
Do you need a competitive advantage in the market? Informa Economics has designed a web-based service that will provide you with an information and resource advantage to keep you one step ahead -- the Informa Economics Trader.
Try before you buy - Access the world’s best short-term commodity market analysis for 14 days for free.
Labels: Barclay Insider Report, Barclay Insider Report Guest Article, commodities, Commodity Markets Analysis, CTA, Informa
Quantitative Trend Following Strategies and Equity Risk: From Diversifier to Hedge
By Nigol Koulajian and Paul Czkwianianc of Quest Partners LLC
In their paper the authors analyze the equity risk hedging capabilities of CTA trend following strategies and evaluate enhancements that would stabilize their hedging characteristics to equities.
Download the full article here.
From the June 2013 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
In their paper the authors analyze the equity risk hedging capabilities of CTA trend following strategies and evaluate enhancements that would stabilize their hedging characteristics to equities.
Download the full article here.
From the June 2013 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, CTA, Equity risk, Quantitative trend following
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:
From the June 2013 issue of the BarclayHedge Insider Report. Accredited investors can subscribe to the full newsletter for free.
From the June 2013 issue of the BarclayHedge Insider Report. Accredited investors can subscribe to the full newsletter for free.
Labels: CTA, hedge funds, New Fund Launches
April 2013 Hedge Fund and CTA Performance
Hedge funds boast twelve consecutive months of gains; the Index is up 4.75% year to date. Overall, 15 of Barclay’s 18 hedge fund strategies were up in April. The average return for the 2,699 hedge funds (ex. FoFs) that have so far reported an April return is +0.55%. 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, 14 of 18 hedge fund sectors are showing positive returns for May.
Commodity Trading Advisor performance for April as measured by the Barclay CTA Index averaged +0.96%. May's estimate based on the performance of the Barclay BTOP50 Index is -1.37%. Hedge Fund Indices Managed Futures Indices
From the June 2013 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Commodity Trading Advisor performance for April as measured by the Barclay CTA Index averaged +0.96%. May's estimate based on the performance of the Barclay BTOP50 Index is -1.37%. Hedge Fund Indices Managed Futures Indices
From the June 2013 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
TrimTabs/BarclayHedge Survey of Hedge Fund Managers - May 2013 Survey
The topical study from the June 2013 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 seem once-bitten/twice-shy this month. After half of the respondents in April’s survey said they were bearish on the S&P for May, the market promptly rose 2.3% for the month. For June, managers are most likely to be neutral on the S&P 500, but those daring enough to make a call are a bit more apt to be bullish than bearish. Here are the complete results of the TrimTabs/BarclayHedge May Hedge Fund Sentiment Survey:
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.
Hedge fund managers seem once-bitten/twice-shy this month. After half of the respondents in April’s survey said they were bearish on the S&P for May, the market promptly rose 2.3% for the month. For June, managers are most likely to be neutral on the S&P 500, but those daring enough to make a call are a bit more apt to be bullish than bearish. Here are the complete results of the TrimTabs/BarclayHedge May Hedge Fund Sentiment Survey:
- S&P 500: Hedge fund managers’ optimism on the S&P 500 Index recovered in May after diving to a 14-month low in April. Our latest monthly survey found that 27.8% of managers were bullish on the S&P for June while 25.0% were bearish, a four-month low. Managers’ bearish sentiment fell 25 percentage points from the April reading of 50.0% . . . .
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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