Tuesday, September 17, 2013
Barclay CTA Index Down 0.68% in August; Equity Rally Reversal Creates CTA Losses
FAIRFIELD, Iowa, September 17, 2013 — Managed futures lost 0.68% in August according to the Barclay CTA Index compiled by BarclayHedge. The Index is down 2.41% year to date.
“Many CTAs were long equity indices and got hurt in August as fears of military intervention in Syria and uncertainty over Fed tapering had a negative impact on prices,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Managed Futures Press Release by clicking here.
Labels: BarclayHedge press release, CTA
Monday, September 16, 2013
Barclay Hedge Fund Index Down 0.54% in August; Uncertainty Triggers Global Equities Sell-Off
FAIRFIELD, Iowa, September 16, 2013 — Hedge funds lost 0.54% in August, according to the Barclay Hedge Fund Index compiled by BarclayHedge. The Index has a positive return of 5.22% year to date.
“Uncertainty over the Fed’s tapering timeline and possible US military intervention in Syria were primary drivers of an August global equities sell-off,” says Sol Waksman, founder and president of BarclayHedge. “The MSCI World Index was down 2.1 percent at month-end.”
Read the entire Hedge Fund Press Release by clicking here.
“Uncertainty over the Fed’s tapering timeline and possible US military intervention in Syria were primary drivers of an August global equities sell-off,” says Sol Waksman, founder and president of BarclayHedge. “The MSCI World Index was down 2.1 percent at month-end.”
Read the entire Hedge Fund Press Release by clicking here.
Labels: BarclayHedge press release, hedge fund performance
Thursday, September 12, 2013
TrimTabs and BarclayHedge Report Hedge Fund Investors Take in $8.2 Billion in July
New York, NY — September 12, 2013 — BarclayHedge and TrimTabs Investment Research reported today that the hedge fund industry took in a net $8.2 billion (0.4% of assets) in July, reversing an $8.9 billion outflow in June, according to estimates based on data from 3,327 funds.
"July’s volume was well off the blazing pace set in May, when the industry took in a net $18.8 billion, the largest inflow in the past 2-1/2 years, ”said Sol Waksman, president and founder of BarclayHedge. “Nevertheless, industry assets climbed to a five-year high of $1.97 trillion in July.”
Read the entire TrimTabs Asset Flows into Hedge Funds Press Release by clicking here.
"July’s volume was well off the blazing pace set in May, when the industry took in a net $18.8 billion, the largest inflow in the past 2-1/2 years, ”said Sol Waksman, president and founder of BarclayHedge. “Nevertheless, industry assets climbed to a five-year high of $1.97 trillion in July.”
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, September 10, 2013
China Cotton Stockpiling: Not a Long Term Solution
China’s stockpiling of cotton has much of the cotton industry scratching their heads at what the future is for the world cotton situation. China now holds about 60% of the world inventory and is expected to increase that level modestly in the 2013/14 crop year. In “China Cotton Stockpiling: Not a Long Term Solution,” Kip Butts, Senior Cotton Analyst at Informa Economics, Inc. examines factors that brought the world stock situation to its current state and what will drive the market in the future.
Read the full study here.
From the September 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.
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Read the full study here.
From the September 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
CTAs: Shedding light on the black box
By Tommaso Sanzin, Partner, Risk Manager, Head of Quantitative Research – Hermes BPK Partners and Larry Kissko, Head of CTA, Macro & RV Strategies – Hermes BPK Partners
In their paper they explore a number of the features they consider important when assessing Commodity Trading Advisors (CTAs) from the perspective of an investor in the asset class, as well as issues of a more technical nature which will inform further those considering making an allocation to the sector.
Download the full article here.
From the September 2013 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
In their paper they explore a number of the features they consider important when assessing Commodity Trading Advisors (CTAs) from the perspective of an investor in the asset class, as well as issues of a more technical nature which will inform further those considering making an allocation to the sector.
Download the full article here.
From the September 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, hedge fund performance, hedge funds, liquidity
July 2013 Hedge Fund and CTA Performance
The Barclay Hedge Fund Index now has gains in six out of seven months in 2013, and is up 5.75% year to date. Overall, 17 of Barclay’s 18 hedge fund strategies were up in July. The average return for the 2,703 hedge funds (ex. FoFs) that have so far reported a July return is +1.67%. The estimates for August, 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, 9 of 18 hedge fund sectors are showing positive returns for August.
Commodity Trading Advisor performance for July as measured by the Barclay CTA Index averaged -0.70%. August's estimate based on the performance of the Barclay BTOP50 Index is -1.24%.
Hedge Fund Indices Managed Futures Indices
From the September 2013 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Commodity Trading Advisor performance for July as measured by the Barclay CTA Index averaged -0.70%. August's estimate based on the performance of the Barclay BTOP50 Index is -1.24%.
Hedge Fund Indices Managed Futures Indices
From the September 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
Friday, September 6, 2013
TrimTabs/BarclayHedge Survey of Hedge Fund Managers - August 2013 Survey
The topical study from the September 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.
With the S&P 500 selling off in the opening weeks of August, hedge fund managers have grown notably more bearish over the past month, according to our latest monthly survey. While nearly half of the managers are bearish on US Treasuries amid persistent anxiety over Federal Reserve policy, a similar proportion is bullish on the US dollar, perhaps anticipating a flight to safety if equities keep sliding.
Here are the complete results of the TrimTabs/BarclayHedge August Hedge Fund Sentiment Survey:
Accredited investors can read the entire article for free. From the September 2013 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.
With the S&P 500 selling off in the opening weeks of August, hedge fund managers have grown notably more bearish over the past month, according to our latest monthly survey. While nearly half of the managers are bearish on US Treasuries amid persistent anxiety over Federal Reserve policy, a similar proportion is bullish on the US dollar, perhaps anticipating a flight to safety if equities keep sliding.
Here are the complete results of the TrimTabs/BarclayHedge August Hedge Fund Sentiment Survey:
- S&P 500: Hedge fund managers are notably more bearish on the S&P 500 Index than they were in July; they’re also less bullish. Our survey finds 38.7% are bearish on the S&P for the next 30 days, up 18.7 percentage points from last month, while 29.3% are bullish, down 11.7 points from July.....
Accredited investors can read the entire article for free. From the September 2013 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 CTAs, flows into hedge funds, funds of hedge funds, Hedge Fund Flow Topical Study
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