Thursday, April 17, 2014
Barclay CTA Index Down 0.78% in March; All Trading Strategies Show First Quarter Loss
FAIRFIELD, Iowa, April 17, 2014 — Managed futures lost 0.78% in March according to the Barclay CTA Index compiled by BarclayHedge. The Index is down 0.77% in 2014.
“Trendless zigzagging equity markets, volatile commodity markets, and a bond market sell-off all contributed to poor performance in March," says Sol Waksman, founder and president of BarclayHedge.
Read the entire Managed Futures Press Release by clicking here.
“Trendless zigzagging equity markets, volatile commodity markets, and a bond market sell-off all contributed to poor performance in March," says Sol Waksman, founder and president of BarclayHedge.
Read the entire Managed Futures Press Release by clicking here.
Labels: BarclayHedge press release, CTA
Wednesday, April 16, 2014
Barclay Hedge Fund Index Dips 0.09% in March; Global Equity Markets Experience Increased Intra-Month Volatility
FAIRFIELD, Iowa, April 16, 2014 — Hedge funds lost 0.09% in March, according to the Barclay Hedge Fund Index compiled by BarclayHedge. The Index is up 1.39% year to date.
“Global equity markets experienced their version of March Madness as fears of Russian expansionism, Fed tightening, and slowing growth in China spiked intra-month volatility,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Hedge Fund Press Release by clicking here.
“Global equity markets experienced their version of March Madness as fears of Russian expansionism, Fed tightening, and slowing growth in China spiked intra-month volatility,” 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, April 8, 2014
Ukraine Turmoil: Temporary Blip or Lasting Issue for Grain Markets?
The initial wave of global market reaction to the political turmoil in Ukraine appears to have waned, but tensions between Russia and Ukraine remain a point of concern for grain markets. Perceived risks to normal production and commerce, especially in Ukraine, remain elevated. In "Ukraine Turmoil: Temporary Blip or Lasting Issue for Grain Markets?,” Don Riffe - Vice President & Director, Crops Economics Research, Kayla Doerr - Commodity Analyst, and Rob Hatchett - Commodity Analyst of Informa Economics, Inc. delve into the Ukraine-Russian state of affairs, suggesting that the currency situation may be the crucial feature to watch, as it has the potential to affect both the cost of production and farmer marketing patterns in the months ahead.
Read the full study here.
From the April 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 April 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
In Search of Missing Risk Factors: Hedge Fund Return Replication with ETFs
By Jun Duanmu, Yongjia Li, and Alexey Malakhov of Sam M. Walton College of Business, University of Arkansas
Spanning the space of potential risk factors with exchange traded funds (ETFs), the authors aim at achieving two important objectives: first, separate skill driven from risk driven hedge fund returns, thus identifying hedge fund managers who possess genuine skill (or the lack of thereof), and, second, replicate the risk driven hedge fund return component at a lower cost by avoiding hedge fund fee structure.
Download the full article here.
From the April 2014 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Spanning the space of potential risk factors with exchange traded funds (ETFs), the authors aim at achieving two important objectives: first, separate skill driven from risk driven hedge fund returns, thus identifying hedge fund managers who possess genuine skill (or the lack of thereof), and, second, replicate the risk driven hedge fund return component at a lower cost by avoiding hedge fund fee structure.
Download the full article here.
From the April 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, hedge fund performance, hedge fund risk, 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:
- 1900 Investments(Dynamic Oil)
- ABCA Implicity
- Areca SICAV SIF - Liquid Focus Fund
- Daniel Velocity Fund L.P.
- HIT Capital, LLLP
Labels: Barclay Insider Report, CTA, hedge funds, New Fund Launches
February 2014 Hedge Fund and CTA Performance
Fifteen of Barclay’s 18 hedge fund strategies recorded gains in February. The average return for the 2,860 hedge funds (ex. FoFs) that have so far reported a February return is +1.90%. The estimates for March, 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, 10 of 18 hedge fund sectors are showing negative returns for March.
Commodity Trading Advisor performance for February as measured by the Barclay CTA Index averaged +1.03%. March's estimate based on the performance of the Barclay BTOP50 Index is -0.26%.
Hedge Fund Indices Managed Futures Indices
From the April 2014 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Commodity Trading Advisor performance for February as measured by the Barclay CTA Index averaged +1.03%. March's estimate based on the performance of the Barclay BTOP50 Index is -0.26%.
Hedge Fund Indices Managed Futures Indices
From the April 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 Get $24.3 Billion in February, Highest Monthly Inflow in Three Years
New York, NY — April 8, 2014 — BarclayHedge and TrimTabs Investment Research reported today that hedge funds received $24.3 billion (1.1% of assets) in February, the highest monthly inflow in three years, building on an inflow of $4.4 billion (0.2% of assets) in January.
“The hedge fund industry raked in $28.7 billion in January and February, an 83% jump from $15.7 billion in the same period last year,” 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 raked in $28.7 billion in January and February, an 83% jump from $15.7 billion in the same period last year,” 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
Monday, April 7, 2014
TrimTabs/BarclayHedge Survey of Hedge Fund Managers - March 2014 Survey
The topical study from the April 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.
March’s survey finds hedge fund managers grew a bit more bullish and less bearish on U.S. stocks over the past month, though the proportion expecting the S&P 500 to rise over the next 30 days remains well short of a majority. More than half are bullish on the U.S. Dollar Index, no doubt responding to the Federal Reserve’s plan to dial back on monetary stimulus.
Just under half of the managers we surveyed expect stocks to outperform bonds and precious metals over the next six months. Managers are a bit less bullish on gold prices this month compared with February, and just under half expect oil prices to level off over the next six months.
Complete results of the TrimTabs/BarclayHedge Hedge Fund Sentiment Survey for March:. . .
Accredited investors can read the entire article for free. From the April 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.
March’s survey finds hedge fund managers grew a bit more bullish and less bearish on U.S. stocks over the past month, though the proportion expecting the S&P 500 to rise over the next 30 days remains well short of a majority. More than half are bullish on the U.S. Dollar Index, no doubt responding to the Federal Reserve’s plan to dial back on monetary stimulus.
Just under half of the managers we surveyed expect stocks to outperform bonds and precious metals over the next six months. Managers are a bit less bullish on gold prices this month compared with February, and just under half expect oil prices to level off over the next six months.
Complete results of the TrimTabs/BarclayHedge Hedge Fund Sentiment Survey for March:. . .
Accredited investors can read the entire article for free. From the April 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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