Thursday, August 21, 2014
Barclay CTA Index Inches Up 0.01% in July; Interest Rate Concerns Spur Sale of Risk Assets
FAIRFIELD, Iowa, August 21, 2014 — Managed futures inched up 0.01% in July according to the Barclay CTA Index compiled by BarclayHedge. Year to date, the Index has gained 0.69%.
“Market concerns that the Federal Reserve may raise US interest rates sooner than anticipated drove investors to sell risk assets,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Managed Futures Press Release by clicking here.
“Market concerns that the Federal Reserve may raise US interest rates sooner than anticipated drove investors to sell risk assets,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Managed Futures Press Release by clicking here.
Labels: BarclayHedge press release, CTA
Barclay Hedge Fund Index Down 0.44% in July; European and US Equities Burden Fund Managers
FAIRFIELD, Iowa, August 20, 2014 — Hedge funds lost 0.44% in July, according to the Barclay Hedge Fund Index compiled by BarclayHedge. The Index remains up 3.26% in 2014.
“European equity prices dropped due to weakening economic data, and US equity prices dropped based on a strengthening recovery,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Hedge Fund Press Release by clicking here.
“European equity prices dropped due to weakening economic data, and US equity prices dropped based on a strengthening recovery,” 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, August 14, 2014
TrimTabs and BarclayHedge Report Hedge Funds Get $7.7 Billion in June but Underperform S&P 500. Inflow of $82.5 Billion in First Half of Year Highest since 2007
New York, NY — August 14, 2014 — BarclayHedge and TrimTabs Investment Research reported today that the hedge fund industry took in $7.7 billion (0.3% of assets) in June, down from $19.1 billion (0.8% of assets) in May.
“First half inflows to hedge funds this year totaled $82.5 billion (3.8% of assets), the most since 2007,” said Sol Waksman, president and founder of BarclayHedge. By comparison, the industry took in $26.8 billion (1.5% of assets) in the first half of 2013.
Read the entire TrimTabs Asset Flows into Hedge Funds Press Release by clicking here.
“First half inflows to hedge funds this year totaled $82.5 billion (3.8% of assets), the most since 2007,” said Sol Waksman, president and founder of BarclayHedge. By comparison, the industry took in $26.8 billion (1.5% of assets) in the first half of 2013.
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, August 13, 2014
Mid-Season Production Assessment and Prospects for 2014 Corn Yield
The initial 2014 NASS estimates for corn and soybean production reflecting prospects as of August 1 will be made public at noon Eastern daylight time on Tuesday, August 12. Through the time of this writing, the 2014 US corn growing season has been broadly ‘well above average.’ In “Mid-Season Production Assessment and Prospects for 2014 Corn Yield,” Don Frahm, Sr. Vice President, Research – Informa Economics, Inc. examines these early estimates, which are made absent of knowledge of major production determining events, and how these developments over the remainder of the season can materially add to or subtract from current yield prospects.
Read the full study here.
From the August 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 August 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, Corn, Informa, Soy
Evaluating and Predicting the Failure Probabilities of Hedge Funds
By Hee Soo Lee – School of Business, Yonsei University; and Juan Yao – The University of Sydney Business School, The University of Sydney
In their study, the authors evaluate and forecast the failure probabilities of hedge funds — particularly the failures due to financial distress — using both a hazard model and a logistic model.
Download the full article here.
From the August 2014 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
In their study, the authors evaluate and forecast the failure probabilities of hedge funds — particularly the failures due to financial distress — using both a hazard model and a logistic model.
Download the full article here.
From the August 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, fund performance, Hedge fund; failure probability prediction, hedge funds, logit model, proportional hazard model, signal detection model
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:
- 7-13 Capital Strategy
- Abbey Capital Futures Strategy Fund
- BlueHive Opportunities – Global Alpha
- Brookdale Equity Long/Short Fund, L.P.
- Camomille Leveraged Opportunities Fund
- Convergence Capital Partners Fund I, LP
- Copernico Argentina Fund
- EMC Capital Advisors (Alpha Plus)
- R&D Capital Partners L.P.
Labels: Barclay Insider Report, CTA, hedge funds, New Fund Launches
June 2014 Hedge Fund and CTA Performance
Hedge funds enjoyed a second consecutive month of gains with sixteen of Barclay’s 18 hedge fund indices showing positive returns in June. The average return for the 2,884 hedge funds (ex. FoFs) that have so far reported a June return is +1.39%. The estimates for July, 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, 12 of 18 hedge fund sectors are showing negative returns for July.
Commodity Trading Advisor performance for June as measured by the Barclay CTA Index averaged +0.66%. July’s estimate based on the performance of the Barclay BTOP50 Index is -0.77%.
Hedge Fund Indices Managed Futures Indices
From the August 2014 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Commodity Trading Advisor performance for June as measured by the Barclay CTA Index averaged +0.66%. July’s estimate based on the performance of the Barclay BTOP50 Index is -0.77%.
Hedge Fund Indices Managed Futures Indices
From the August 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
Friday, August 8, 2014
TrimTabs/BarclayHedge Survey of Hedge Fund Managers - July 2014 Survey
The topical study from the August 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.
The hedge fund managers we surveyed remain narrowly divided on the short term prospects for U.S. stocks despite a string of new highs on the major indexes this year. In July’s survey, 37.2% of respondents are bullish on the S&P 500 over the next 30 days while 34.6% are bearish, a spread of just 2.6 percentage points. The bullbear spread has averaged 2.7 points in the first seven months of 2014, down five-fold from 14.0 points in the last seven months of 2013.
Bullishness on the U.S. Dollar Index climbed to a two-year high of 55.4% this month. Sentiment favoring precious metals has improved for four months in a row, and bullishness on gold prices is at 47.4%, a five month high. The proportion expecting oil prices to rise in six months fell sharply in July to 23.7%, the lowest in six months.
Complete results of the TrimTabs/BarclayHedge Hedge Fund Sentiment Survey for July:. . .
Accredited investors can read the entire article for free. From the August 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.
The hedge fund managers we surveyed remain narrowly divided on the short term prospects for U.S. stocks despite a string of new highs on the major indexes this year. In July’s survey, 37.2% of respondents are bullish on the S&P 500 over the next 30 days while 34.6% are bearish, a spread of just 2.6 percentage points. The bullbear spread has averaged 2.7 points in the first seven months of 2014, down five-fold from 14.0 points in the last seven months of 2013.
Bullishness on the U.S. Dollar Index climbed to a two-year high of 55.4% this month. Sentiment favoring precious metals has improved for four months in a row, and bullishness on gold prices is at 47.4%, a five month high. The proportion expecting oil prices to rise in six months fell sharply in July to 23.7%, the lowest in six months.
Complete results of the TrimTabs/BarclayHedge Hedge Fund Sentiment Survey for July:. . .
Accredited investors can read the entire article for free. From the August 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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