Thursday, November 20, 2014
Barclay CTA Index Down 0.49% in October; Market Volatility Challenges Active Traders
FAIRFIELD, Iowa, November 20, 2014 – Managed futures lost 0.49% in October according to the Barclay CTA Index compiled by BarclayHedge. The Index is now up 3.88% for the year.
“A spike in intra-month volatility coupled with sharp mid-month price reversals in financial markets made for a difficult trading environment in October,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Managed Futures Press Release by clicking here.
“A spike in intra-month volatility coupled with sharp mid-month price reversals in financial markets made for a difficult trading environment in October,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Managed Futures Press Release by clicking here.
Labels: BarclayHedge press release, CTA
Wednesday, November 19, 2014
Barclay Hedge Fund Index Slips 0.11% in October; Intra-Month Volatility Extracts Its Toll
FAIRFIELD, Iowa, November 19, 2014 — Hedge funds lost 0.11% in October, according to the Barclay Hedge Fund Index compiled by BarclayHedge. After ten months in 2014 the Index is up 2.87%.
“Continued easing by the ECB and the BOJ as the Federal Reserve wound down its bond purchases, the unraveling of crowded trades in Abbvie/Shire and Fannie/Freddie and S&P 500 earnings exceeding expectations propelled risk asset prices sharply lower in the first half of the month, only to recoup those losses by month’s end," says Sol Waksman, founder and president of BarclayHedge.
Read the entire Hedge Fund Press Release by clicking here.
“Continued easing by the ECB and the BOJ as the Federal Reserve wound down its bond purchases, the unraveling of crowded trades in Abbvie/Shire and Fannie/Freddie and S&P 500 earnings exceeding expectations propelled risk asset prices sharply lower in the first half of the month, only to recoup those losses by month’s end," 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, November 11, 2014
TrimTabs and BarclayHedge Report Hedge Funds Redeem $5.1 Billion in September but Outperform S&P 500. Inflows in Third Quarter Much Lower Than in First Half of This Year
New York, NY — November 11, 2014 — BarclayHedge and TrimTabs Investment Research reported today that the hedge fund industry redeemed $5.1 billion (0.2% of assets) in September, the largest outflow since December 2013 and only the second outflow this year.
“Hedge fund inflows slowed sharply in the third quarter,” said Sol Waksman, president and founder of BarclayHedge. “The industry raked in $82.1 billion in the first half of 2014 — more than in the previous three years combined — but inflows subsided to $12.6 billion in the third quarter.”
Read the entire TrimTabs Asset Flows into Hedge Funds Press Release by clicking here.
“Hedge fund inflows slowed sharply in the third quarter,” said Sol Waksman, president and founder of BarclayHedge. “The industry raked in $82.1 billion in the first half of 2014 — more than in the previous three years combined — but inflows subsided to $12.6 billion in the third quarter.”
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
Election Impacts: Senate Control Key for Several Issues
Issues do not go away despite who controls Congress. And, uncertainty is usually bearish for market direction, but that also means Washington could provide some wild card surprises ahead for commodity markets. In “Election Impacts: Senate Control Key for Several Issues,” Roger Bernard, Policy Analyst and Jim Wiesemeyer, Senior Vice President – Informa Economics take a look at some important market-sensitive topics including: energy, tax policy, economic issues and regulations.
Read the full study here.
From the November 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 November 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
Do Incentive Fees Signal Skill? Evidence from the Hedge Fund Industry
By Paul Lajbcygier, Department of Banking & Finance and Joe Rich, Department of Accounting and Finance at Monash University,
In their paper, the authors examine the relation between incentive fees and superior hedge fund performance. Their findings suggest that higher incentive fee funds take on more leverage and considerably more financial risk, while consequently suffering higher rates of attrition, but overall support the notion that incentive based fees act as a signal of superior skill.
Download the full article here.
From the November 2014 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
In their paper, the authors examine the relation between incentive fees and superior hedge fund performance. Their findings suggest that higher incentive fee funds take on more leverage and considerably more financial risk, while consequently suffering higher rates of attrition, but overall support the notion that incentive based fees act as a signal of superior skill.
Download the full article here.
From the November 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 fees, hedge fund performance, incentive fees
New Fund Launches - November 2014
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 2014 issue of the BarclayHedge Insider Report. Accredited investors can subscribe to the full newsletter for free.
From the November 2014 issue of the BarclayHedge Insider Report. Accredited investors can subscribe to the full newsletter for free.
Labels: Barclay Insider Report, CTA, hedge funds, New Fund Launches
September 2014 Hedge Fund and CTA Performance
Hedge fund performance fell in September; with 12 of Barclay's 18 hedge fund indices showing losses. The average return for the 2,992 hedge funds (ex. FoFs) that have so far reported a September return is -1.26%. 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, 11 of 18 hedge fund sectors are showing negative returns for October.
Commodity Trading Advisor performance for September as measured by the Barclay CTA Index averaged +2.20%. October’s estimate based on the performance of the Barclay BTOP50 Index is +1.39%.
Hedge Fund Indices Managed Futures Indices
From the November 2014 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 +2.20%. October’s estimate based on the performance of the Barclay BTOP50 Index is +1.39%.
Hedge Fund Indices Managed Futures Indices
From the November 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
Thursday, November 6, 2014
TrimTabs/BarclayHedge Survey of Hedge Fund Managers - October 2014 Survey
The topical study from the November 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 are more optimistic on U.S. stocks this month than they have been all year. October’s survey saw the largest one-month increase in bullishness in the past year, while neutral sentiment sank to its lowest point in two-and-a-half years.
Managers’ optimism on the U.S. Dollar Index receded in October after hitting an all-time high last month, but pessimism on 10-year U.S. Treasuries fell sharply. A majority of respondents expects developed markets to outperform emerging and frontier markets over the next six months, a trend that has persisted for 20 consecutive surveys. Bullishness on gold, meanwhile, is at its lowest point in the past 17 months.
Complete results of the TrimTabs/BarclayHedge Hedge Fund Sentiment Survey for October:. . .
Accredited investors can read the entire article for free. From the November 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 are more optimistic on U.S. stocks this month than they have been all year. October’s survey saw the largest one-month increase in bullishness in the past year, while neutral sentiment sank to its lowest point in two-and-a-half years.
Managers’ optimism on the U.S. Dollar Index receded in October after hitting an all-time high last month, but pessimism on 10-year U.S. Treasuries fell sharply. A majority of respondents expects developed markets to outperform emerging and frontier markets over the next six months, a trend that has persisted for 20 consecutive surveys. Bullishness on gold, meanwhile, is at its lowest point in the past 17 months.
Complete results of the TrimTabs/BarclayHedge Hedge Fund Sentiment Survey for October:. . .
Accredited investors can read the entire article for free. From the November 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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