Wednesday, February 19, 2014
Barclay CTA Index Loses 0.54% in January; Trend Reversals in Major Markets Drive Losses
FAIRFIELD, Iowa, February 19, 2014 — Managed futures lost 0.54% in January according to the Barclay CTA Index compiled by BarclayHedge. The Index lost 1.46% in 2013.
“Gains in the last three months of 2013 were fueled by uptrends in interest rates and equities, along with downtrends in precious metals and the Japanese yen," says Sol Waksman, founder and president of BarclayHedge.
Read the entire Managed Futures Press Release by clicking here.
“Gains in the last three months of 2013 were fueled by uptrends in interest rates and equities, along with downtrends in precious metals and the Japanese yen," says Sol Waksman, founder and president of BarclayHedge.
Read the entire Managed Futures Press Release by clicking here.
Labels: BarclayHedge press release, CTA
Tuesday, February 18, 2014
Barclay Hedge Fund Index Slips 0.29% in January; Healthcare & Biotechnology Opens 2014 with 5.97% Gain
FAIRFIELD, Iowa, February 18, 2014 — Hedge funds lost 0.29% in January, according to the Barclay Hedge Fund Index compiled by BarclayHedge. The Index gained 11.11% in 2013.
“After a rousing end to 2013, January bore witness to a complete reversal of key trends as investor sentiment turned defensive,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Hedge Fund Press Release by clicking here.
“After a rousing end to 2013, January bore witness to a complete reversal of key trends as investor sentiment turned defensive,” 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
Tuesday, February 11, 2014
Big Canadian Crops to Give U.S. Wheat Market a Hangover in 14/15?
Canada’s near-term wheat export program is likely to be throttled by export capacity constraints than by supply/demand. This is expected to leave Canada with relatively large carryover stocks of spring wheat and durum to compete with U.S. wheat in the 2014/15 US marketing year. In “Big Canadian Crops to Give U.S. Wheat Market a Hangover in 14/15?,” Don Riffe, Vice President & Director, Crops Economics Research and Rob Hatchett, Commodity Analyst of Informa Economics, Inc. examine the impact that burdensome Canadian supplies will have on U.S. wheat markets and expected trade levels in 2014-2015.
Read the full study here.
From the February 2014 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 February 2014 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, Informa
Equity Hedge Fund Performance, Cross-Sectional Return Dispersion, and Active Share
By David M. Smith, Department of Finance and Center for Institutional Investment Management, University at Albany
The author examines the performance of actively managed equity-oriented hedge funds, conditional on the cross-sectional stock market return dispersion environment. As a result, if equity hedge-fund portfolio managers and investors are aware of the dispersion environment in which they are operating, they may be able to adapt their tactics and time their active vs. passive approaches.
Download the full article here.
From the February 2014 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
The author examines the performance of actively managed equity-oriented hedge funds, conditional on the cross-sectional stock market return dispersion environment. As a result, if equity hedge-fund portfolio managers and investors are aware of the dispersion environment in which they are operating, they may be able to adapt their tactics and time their active vs. passive approaches.
Download the full article here.
From the February 2014 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, Equity risk, hedge funds, stock market
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:
- Laur Capital Partners, LP
- Lyxor/Canyon Credit Strategy Fund
- Lyxor/Tiedemann Arbitrage Strategy
- Lyxor/Winton Diversified Program
- Pavise Equity Partners
Labels: Barclay Insider Report, CTA, hedge funds, New Fund Launches
December 2013 Hedge Fund and CTA Performance
Hedge funds remained in positive territory with 17 of Barclay’s 18 hedge fund strategies recording gains in December. The average return for the 2,826 hedge funds (ex. FoFs) that have so far reported a December return is +1.13%; the Index gained +11.11% in 2013. The estimates for January, 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 January.
Commodity Trading Advisor performance for December as measured by the Barclay CTA Index averaged +0.57%. January's estimate based on the performance of the Barclay BTOP50 Index is -1.00%.
Hedge Fund Indices Managed Futures Indices
From the February 2014 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Commodity Trading Advisor performance for December as measured by the Barclay CTA Index averaged +0.57%. January's estimate based on the performance of the Barclay BTOP50 Index is -1.00%.
Hedge Fund Indices Managed Futures Indices
From the February 2014 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 and BarclayHedge Report Hedge Funds Redeem $10.4 Billion in December, Highest Outflow in Twelve Months
New York, NY — February 11, 2013 — BarclayHedge and TrimTabs Investment Research reported today that hedge funds had their biggest outflow of 2013 in December, redeeming $10.4 billion (0.5% of assets).
“The hedge fund industry took in a three-year high of $56.5 billion in 2013, a strong turnaround from 2012, when the industry shed $28.9 billion,” said Sol Waksman, president and founder of BarclayHedge.
Read the entire TrimTabs Asset Flows into Hedge Funds Press Release by clicking here.
“The hedge fund industry took in a three-year high of $56.5 billion in 2013, a strong turnaround from 2012, when the industry shed $28.9 billion,” said Sol Waksman, president and founder of BarclayHedge.
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
Wednesday, February 5, 2014
TrimTabs/BarclayHedge Survey of Hedge Fund Managers - January 2014 Survey
The topical study from the February 2014 issue of The Hedge Fund Flow Report. Gain insight into industry trends and hedge fund asset flows before you make your next important decision.
January’s survey of hedge fund managers finds sentiment on equities has darkened notably since December — bearishness on the S&P 500 over the next 30 days is at a five-month high and bullishness is at a five-month low. Half of respondents expect equities to outperform bonds and precious metals over the next six months, a notable downturn in the past month. Sentiment favoring developed markets hit an all-time high, while the outlook on emerging markets sank to a record low.
Four-fifths of managers remain neutral or bearish on 10-year US Treasuries this month, though bullish sentiment rebounded in January from December’s three-year low. Bullishness on the US Dollar Index spiked to a 20-month high, reflecting the Federal Reserve’s tapering of monetary stimulus. Complete results of the TrimTabs/BarclayHedge Hedge Fund Sentiment Survey for January:. . .
Accredited investors can read the entire article for free. From the February 2014 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.
January’s survey of hedge fund managers finds sentiment on equities has darkened notably since December — bearishness on the S&P 500 over the next 30 days is at a five-month high and bullishness is at a five-month low. Half of respondents expect equities to outperform bonds and precious metals over the next six months, a notable downturn in the past month. Sentiment favoring developed markets hit an all-time high, while the outlook on emerging markets sank to a record low.
Four-fifths of managers remain neutral or bearish on 10-year US Treasuries this month, though bullish sentiment rebounded in January from December’s three-year low. Bullishness on the US Dollar Index spiked to a 20-month high, reflecting the Federal Reserve’s tapering of monetary stimulus. Complete results of the TrimTabs/BarclayHedge Hedge Fund Sentiment Survey for January:. . .
Accredited investors can read the entire article for free. From the February 2014 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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