Tuesday, November 19, 2013
Barclay CTA Index Gains 0.65% in October; Uptrend in Equities and Fixed Income Drive Returns
FAIRFIELD, Iowa, November 19, 2013 — Managed futures gained 0.65% in October according to the Barclay CTA Index compiled by BarclayHedge. Year to date, the Index remains down 2.52%.
“A partial US government shutdown and another debt ceiling debate were able to temporarily stall, but not derail ongoing rallies in global equities and fixed income,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Managed Futures Press Release by clicking here.
“A partial US government shutdown and another debt ceiling debate were able to temporarily stall, but not derail ongoing rallies in global equities and fixed income,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Managed Futures Press Release by clicking here.
Labels: BarclayHedge press release, CTA
Monday, November 18, 2013
Barclay Hedge Fund Index Gains 1.80% in October; US Government Shutdown has Limited Impact on Markets
FAIRFIELD, Iowa, November 18, 2013 — Hedge funds gained 1.80% in October, according to the Barclay Hedge Fund Index compiled by BarclayHedge. The Index is up 9.15% year to date.
“Investors correctly anticipated that a deal would be worked out to resolve the partial US government shutdown and debt ceiling debate," says Sol Waksman, founder and president of BarclayHedge.
Read the entire Hedge Fund Press Release by clicking here.
“Investors correctly anticipated that a deal would be worked out to resolve the partial US government shutdown and debt ceiling debate," 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
Thursday, November 14, 2013
TrimTabs and BarclayHedge Report Hedge Funds Get $4.1 Billion in September
New York, NY — November 14, 2013 — BarclayHedge and TrimTabs Investment Research reported today that the hedge fund industry added assets for the third consecutive month in September, taking in a net $4.1 billion (0.2% of assets). This estimate is based on data from 3,340 funds.
“The hedge fund industry has received $51.6 billion in 2013, which is a huge turnaround from the outflow of $2.6 billion in the same period last year,” said Sol Waksman, president and founder of BarclayHedge. “Industry assets hit a five-year high of $2.0 trillion in September,” added Waksman.
Read the entire TrimTabs Asset Flows into Hedge Funds Press Release by clicking here.
“The hedge fund industry has received $51.6 billion in 2013, which is a huge turnaround from the outflow of $2.6 billion in the same period last year,” said Sol Waksman, president and founder of BarclayHedge. “Industry assets hit a five-year high of $2.0 trillion in September,” added Waksman.
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, November 12, 2013
EPA’s 2014 Plans on Biofuels: Policy and Market Implications
The initial increase in ethanol usage over the last decade saw an expansion in US corn acreage to meet that demand, but will the ‘blend wall’ and gasoline pump infrastructure lead to a US corn surplus? In “EPA’s 2014 Plans on Biofuels: Policy and Market Implications,” Jim Wiesemeyer, Roger Bernard and Mickey Luth of Informa Economics, Inc. discuss the regulations and infrastructure contributing to a potential bearish corn market in 2013/2014.
Read the full study here.
From the November 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 November 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
Evaluating Absolute Return Managers
By Momtchil Pojarliev, Hathersage Capital Management LLC and Richard M. Levich, New York University Stern School of Business, Finance Department
In their paper, the authors argue that comparing managers’ Alpha Ratio – an alternative Information Ratio which accounts for exposure to risk factors – is a superior approach to measuring manager skill and identifying funds that stand to offer more value added.
Download the full article here.
From the November 2013 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
In their paper, the authors argue that comparing managers’ Alpha Ratio – an alternative Information Ratio which accounts for exposure to risk factors – is a superior approach to measuring manager skill and identifying funds that stand to offer more value added.
Download the full article here.
From the November 2013 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Labels: alpha ratio, Barclay Insider Report, Barclay Insider Report Guest Article, hedge fund research, 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:
From the November 2013 issue of the BarclayHedge Insider Report. Accredited investors can subscribe to the full newsletter for free.
From the November 2013 issue of the BarclayHedge Insider Report. Accredited investors can subscribe to the full newsletter for free.
Labels: CTA, hedge funds, New Fund Launches
September Hedge Fund and CTA Performance
Hedge funds rebounded from last month's slump with 17 of Barclay’s 18 hedge fund strategies recording gains in September. The average return for the 2,763 hedge funds (ex. FoFs) that have so far reported a September return is +2.04%, and the Index is up +7.22% year to date. The estimates for October, 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 October.
Commodity Trading Advisor performance for September as measured by the Barclay CTA Index averaged -0.56%. October's estimate based on the performance of the Barclay BTOP50 Index is +1.21%.
Hedge Fund Indices Managed Futures Indices
From the November 2013 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Commodity Trading Advisor performance for September as measured by the Barclay CTA Index averaged -0.56%. October's estimate based on the performance of the Barclay BTOP50 Index is +1.21%.
Hedge Fund Indices Managed Futures Indices
From the November 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
Monday, November 11, 2013
TrimTabs/BarclayHedge Survey of Hedge Fund Managers - October 2013 Survey
The topical study from the November 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.
Our monthly survey of hedge fund managers finds a majority are bullish on the S&P 500 for the first time this year. Their optimism likely springs from the healthy mid-October bounce in equity prices and the Fed’s promise to keep the easy money flowing. Sentiment on US Treasuries changed little from last month as a plurality of managers remained neutral. Bearishness on the prospects of the US dollar hit a 10-month high while bullishness sank to a 10-month low.
Here are the complete results of the TrimTabs/BarclayHedge October Hedge Fund Sentiment Survey:
Accredited investors can read the entire article for free. From the November 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.
Our monthly survey of hedge fund managers finds a majority are bullish on the S&P 500 for the first time this year. Their optimism likely springs from the healthy mid-October bounce in equity prices and the Fed’s promise to keep the easy money flowing. Sentiment on US Treasuries changed little from last month as a plurality of managers remained neutral. Bearishness on the prospects of the US dollar hit a 10-month high while bullishness sank to a 10-month low.
Here are the complete results of the TrimTabs/BarclayHedge October Hedge Fund Sentiment Survey:
- S&P 500: Our latest survey finds a majority of hedge fund managers (51.6%) are bullish on the S&P 500 Index over the next 30 days, up sharply from 36.2.% in September. Bearishness shrank to 22.0% in October from 25.5% last month while neutral sentiment declined to 26.4% from 38.3% over the same time frame.....
Accredited investors can read the entire article for free. From the November 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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