Monday, June 22, 2015
Barclay CTA Index Down 0.17% in May; Higher Interest Rates Trigger Trading Losses
FAIRFIELD, Iowa, June 22, 2015 — Managed futures traders lost 0.17% in May according to the Barclay CTA Index compiled by BarclayHedge. The Index is up 1.83% year to date.
“Global interest rates pushed higher and created losses for managers that were positioned for lower rates, particularly in the European and Japanese markets,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Managed Futures Press Release by clicking here.
“Global interest rates pushed higher and created losses for managers that were positioned for lower rates, particularly in the European and Japanese markets,” 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 Gains 0.92% in May; Equity Prices in Developed Markets Lead the Way
FAIRFIELD, Iowa, June 18, 2015 — Hedge funds were up 0.92% in May, according to the Barclay Hedge Fund Index compiled by BarclayHedge. The Index has gained 4.58% year to date.
“Developed market equities lead the way to a profitable month for most hedge fund strategies,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Hedge Fund Press Release by clicking here.
“Developed market equities lead the way to a profitable month for most hedge fund strategies,” 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
Friday, June 12, 2015
‘Missing’ Milkfat
The CME spot butter price hit a new record high in 2014, and due to environmental factors effecting milk production, the US market is turning out just as tight again in 2015 — contributing to a wonderfully bullish story. But, there is a big problem with the story, and that is there’s a record amount of milkfat going missing. The percentage of unaccounted for milkfat has been relatively stable over time, until it jumped higher in 2013, and again in 2014. In “‘Missing’ Milkfat,” Nathaniel Donnay, Senior Dairy Analyst – Informa Economics attempts to account for all of the milkfat (and protein) between farm production and finished dairy products, and provides market insight into world butter pricing.
Read the full study here.
From the June 2015 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 June 2015 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, butter, commodities, Commodity Markets Analysis, Informa, milk fat
Effect of Regulatory Constraints on Fund Performance: New Evidence from UCITS Hedge Funds
By Juha Joenväärä, University of Oulu, Risk Management Lab, Imperial College Business School and Robert Kosowski, Imperial College Business School, CEPR, Oxford-Man Institute of Quantitative Finance and EDHEC
In their paper, the authors explore the effect of regulation, geography and liquidity on asset price performance and welfare by documenting the effect of geographically disparate hedge fund regulation on fund performance.
Download the full article here.
From the June 2015 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
In their paper, the authors explore the effect of regulation, geography and liquidity on asset price performance and welfare by documenting the effect of geographically disparate hedge fund regulation on fund performance.
Download the full article here.
From the June 2015 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, government policy and regulation, hedge fund performance, mutual fund performance
New Fund Launches - June 2015
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:
- 8 Dragons China Opportunities
- Evolutiq GmbH
- Panacea Global Healthcare Fund
- Scorpion Focused Ideas Fund L.P.
Labels: Barclay Insider Report, CTA, hedge funds, New Fund Launches
April 2015 Hedge Fund and CTA Performance
Overall, 11 of Barclay’s 18 hedge fund indices had gains in April. The average return for the 2,975 hedge funds (ex. FoFs) that have so far reported an April return is +1.08%. The estimates for May, 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, 15 of 18 hedge fund sectors are showing positive returns for May.
Commodity Trading Advisor performance for April as measured by the Barclay CTA Index averaged -1.40%. May’s estimate based on the performance of the Barclay BTOP50 Index is -0.71%.
Hedge Fund Indices Managed Futures Indices
From the June 2015 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Commodity Trading Advisor performance for April as measured by the Barclay CTA Index averaged -1.40%. May’s estimate based on the performance of the Barclay BTOP50 Index is -0.71%.
Hedge Fund Indices Managed Futures Indices
From the June 2015 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
Tuesday, June 9, 2015
TrimTabs/BarclayHedge Survey of Hedge Fund Managers - May 2015 Survey
The topical study from the June 2015 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 this month have grown more bullish on the S&P 500 over the next thirty days, but their conviction is not especially strong — neutral sentiment is at an eight-month high.
Our survey finds mounting pessimism on U.S. Treasuries and the U.S. Dollar Index. Most managers expect stocks to outperform bonds in the next six months, while bullishness on developed markets has rebounded amid waning enthusiasm for emerging markets. Respondents also suspect the oil market rally has run its course. Bearishness on oil prices has hit a two-year high and more than three-quarters predict oil prices will either decline or level off in the next six month
Complete results of the TrimTabs/BarclayHedge Hedge Fund Sentiment Survey for May:. . .
Accredited investors can read the entire article for free. From the June 2015 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 this month have grown more bullish on the S&P 500 over the next thirty days, but their conviction is not especially strong — neutral sentiment is at an eight-month high.
Our survey finds mounting pessimism on U.S. Treasuries and the U.S. Dollar Index. Most managers expect stocks to outperform bonds in the next six months, while bullishness on developed markets has rebounded amid waning enthusiasm for emerging markets. Respondents also suspect the oil market rally has run its course. Bearishness on oil prices has hit a two-year high and more than three-quarters predict oil prices will either decline or level off in the next six month
Complete results of the TrimTabs/BarclayHedge Hedge Fund Sentiment Survey for May:. . .
Accredited investors can read the entire article for free. From the June 2015 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
TrimTabs and BarclayHedge Report Hedge Funds Add $950 Million in April after Shedding $750 Million in March. Hedge Fund Industry Outperforms S&P 500 in April
Fairfield, IA – June 9, 2015 – BarclayHedge and TrimTabs Investment Research reported today that the hedge fund industry took in $950 million (0.04% of assets) in April, reversing March’s outflow of $750 million (0.03% of assets).
“Investors have been showing less interest in hedge funds even though the industry’s performance has improved lately," said Sol Waksman, president and founder of BarclayHedge. “Hedge funds redeemed $13.8 billion in the first four months of 2015, a strong turnabout from the same period last year, when they hauled in $65.6 billion.”
Read the entire TrimTabs Asset Flows into Hedge Funds Press Release by clicking here.
“Investors have been showing less interest in hedge funds even though the industry’s performance has improved lately," said Sol Waksman, president and founder of BarclayHedge. “Hedge funds redeemed $13.8 billion in the first four months of 2015, a strong turnabout from the same period last year, when they hauled in $65.6 billion.”
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
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