Wednesday, October 10, 2012

 

Revisiting Kat's Managed Futures and Hedge Funds: A Match Made in Heaven

By Thomas N. Rollinger, Director of New Strategies Development, Sunrise Capital Partners

The research extends the time period of Kat’s original work to include a highly volatile period with separate stock market drawdowns of 36% and 56%, and still found that managed futures were better diversifiers than hedge funds; that they reduced the portfolio's volatility to a greater degree and more quickly than did hedge funds, and without the undesirable side effects of increased tail risk.

Download the full article here.

From the October 2012 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

Labels: , , ,


Thursday, June 14, 2012

 

Managed Futures and Volatility: Decoupling a "Convex" Relationship with Volatility Cycles

By Kathryn M. Kaminski, PhD., CIO and Founder, Alpha K Capital LLC

Her paper takes a closer look at volatility, what it means to be long or short volatility, and examines managed futures performance across different regimes in volatility.

Download the full article here.

From the June 2012 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

Labels: , , , ,


Tuesday, May 18, 2010

 

Barclay CTA Index Up 0.37% in April; Currencies, Commodities and Fixed Income Supply Profits

FAIRFIELD, Iowa, May 18, 2010– Managed futures gained 0.37% in April according to the Barclay CTA Index compiled by BarclayHedge.

“Profitable opportunities in currencies, commodities and fixed income provided the backdrop that propelled 63 percent of reporting managers into the win column for April,” says Sol Waksman, founder and president of BarclayHedge.


Read the entire Managed Futures Press Release by clicking here.

Labels: ,


Monday, May 10, 2010

 

Hedge Funds Post Inflow of $7.6 Billion in March; Hedge Fund Assets Stand at 16-Month High of $1.64 Trillion

New York, NY – May 10, 2010 – TrimTabs Investment Research and BarclayHedge reported that the hedge fund industry posted an estimated inflow of $7.6 billion, or 0.5% of assets, in March 2010. Hedge fund assets stand at a 16-month high of $1.64 trillion.

“The Barclay Hedge Fund index is up 29.9% in the past 13 months,” said Sol Waksman, CEO of BarclayHedge. “Hedge funds returned an average 2.9% in March, the best performance since September 2009.”


Read the entire TrimTabs Asset Flows into Hedge Funds Press Release by clicking here.

Labels: , , , , , , , , , ,


Thursday, April 15, 2010

 

Barclay CTA Index Gains 1.17% in March; Largest CTAs Up 1.92%

FAIRFIELD, Iowa, April 15, 2010– Managed futures gained 1.17% in March according to the Barclay CTA Index compiled by BarclayHedge.

“Managers were able to build on February’s gains as previously established positions in commodities, currencies and equities continued to generate profits,” says Sol Waksman, founder and president of BarclayHedge.



Read the entire Managed Futures Press Release by clicking here.

Labels: ,


Tuesday, April 13, 2010

 

Hedge Funds Post Inflow of $16.6 Billion in February; Hedge Fund Assets Stand at 16-Month High of $1.5 Trillion

New York, NY – April 12, 2010 – TrimTabs Investment Research and BarclayHedge reported that the hedge fund industry posted an estimated inflow of $16.6 billion, or 1.1% of assets, in February 2010.  Hedge funds showed a positive return in each of the past 12 months, and industry assets stand at a 16-month high of $1.5 trillion.


“Hedge funds sport a stellar win streak, and the average fund outperformed the S&P 500 last year,” said Sol Waksman, founder and president of BarclayHedge.  “Money is chasing performance.”


Distressed securities funds posted the biggest inflow (4.2% of assets) in February.  Emerging markets funds lost money (0.1% of assets) for a second straight month, despite returning 65.6% in the past year.  Funds of hedge funds continued to perform poorly.


Read the entire TrimTabs Asset Flows into Hedge Funds Press Release by clicking here.

Labels: , , , , , , , , , ,


 

BarclayHedge Launches New SEC-Compliant Online Video Service

Opinion Letter from Leading Securities Law Firm Supports Propriety
of BarclayHedge TV as Effective New Tool for Fund Managers
to Present Essential Information



FAIRFIELD, IA – April 12, 2010 – BarclayHedge, Ltd., one of the oldest and most respected global providers of alternative investment data and services, today announced the launch of BarclayHedge TV – a web-based capability that, for the first time in the alternative investment industry, will allow its registered managers of hedge funds, fund of funds and managed futures funds to create and make available videotaped presentations online for current and prospective investors.


BarclayHedge, which had begun accepting applications for its new BarclayHedge TV service, will arrange and oversee all aspects of its new video service, from scripting assistance to professional videotaping & editing to online hosting and updating.


In the highly regulated alternative investment industry, fund managers must adhere to stringent regulatory requirements regarding fund marketing, advertising and general solicitation, and historically those managers have been reluctant to seek new ways to communicate with investors. To address those concerns, BarclayHedge has secured an Opinion Letter from Drinker Biddle & Reath LLP – one of the nation’s most highly regarded law firms – supporting the compliance of BarclayHedge TV as it pertains to various sections of the Securities Act of 1933, the Investment Company Act of 1940, the Investment Advisers Act of 1940 and the Securities Exchange Act of 1934.


According to Sol Waksman, founder and President of BarclayHedge, Ltd., “Our listed fund managers can now, with the support of their in-house compliance officers, use our new BarclayHedge TV capability to explain their underlying value proposition and key fund features to thousands of qualified investors, and in doing so, distinguish their fund from its competitors. We believe this is an opportunity for funds to provide a higher level of transparency and interest among prospective institutional and high net worth investors. We think regulators and investors alike will welcome a tool that allows them to see, hear and evaluate the people and the thinking that drives various alternative investment strategies.” Mr. Waksman noted that industry research shows that investment decisions are rarely made on data alone, and that investors are influenced by insights into how a fund is designed and managed, which is an underlying purpose of BarclayHedge TV.


Read the entire Press Release by clicking here.

Labels: , , , , , , , ,


Wednesday, March 17, 2010

 

The Pros and Cons of Independent vs. Self‐Administration for Hedge Funds, CTA Funds and Managed Accounts

Check back each month to read the latest article related to hedge fund administration, long term trends, basic fundamental situations or some other topical study written by Dermot Butler of Custom House Global Fund Services Ltd.

In this month's paper, Butler discusses the pros and cons of independent versus self-administration of hedge funds, taking into account a number of factors, and considering the questions - Does independent administration add value? And, what does it cost?

Read the full study here.

Labels: , , , , ,


 

Barclay CTA Index Gains 0.19 % in February; Largest CTAs Lead the Way

FAIRFIELD, Iowa, March 17, 2010– Managed futures gained 0.19% in February according to the Barclay CTA Index compiled by BarclayHedge.

“Although commodity indexes gained nearly 3.5 percent in February, the profits for CTAs came largely from the financial markets,” says Sol Waksman, founder and president of BarclayHedge.

Read the entire Managed Futures Press Release by clicking here.

Labels: ,


Wednesday, February 17, 2010

 

Barclay CTA Index Down 1.48% in January; 60% of CTAs Start 2010 in the Hole

FAIRFIELD, Iowa, February 17, 2010– Managed futures lost 1.48% in January according to the Barclay CTA Index compiled by BarclayHedge.

“Unanticipated appreciation of the US Dollar together with falling commodity and stock prices proved to be a toxic mix, resulting in January losses for 60 percent of CTAs,” says Sol Waksman, founder and president of BarclayHedge.


Read the entire Managed Futures Press Release by clicking here.

Labels: ,


Tuesday, January 19, 2010

 

Managed Futures Lose 0.10% in 2009; Barclay CTA Index Down 1.43% in December

FAIRFIELD, Iowa, January 19, 2010 – Managed futures lost 1.43% in December and CTAs ended the year down 0.10% according to the Barclay CTA Index compiled by BarclayHedge.

“Unexpected trend reversals in December erased much of November’s profits,” says Sol Waksman, founder and president of BarclayHedge.


Read the entire Managed Futures Press Release by clicking here.

Labels: ,


Friday, January 8, 2010

 

Barclay BTOP FX Index Components Chosen for 2010; 12 Currency Traders to Provide Daily Data

FAIRFIELD, Iowa, January 8, 2010 – BarclayHedge announced today the names of the twelve currency programs that will comprise the Barclay BTOP FX Index for the year 2010.

Launched in January 2005, the BTOP FX is the first daily index of currency traders and has monitored selected trader’s returns on a daily basis for the past five years.

“The BTOP FX Index seeks to replicate the overall composition of the currency sector of the managed futures industry with regard to trading style and overall market exposure,” says Sol Waksman, founder and president of BarclayHedge.


Read the entire Managed Futures Press Release by clicking here.

Labels: , , ,


Thursday, December 17, 2009

 

Managed Futures Gain 2.15% in November; Barclay CTA Index Up 1.25% YTD

FAIRFIELD, Iowa, December 17, 2009–Managed futures gained 2.15% in November according to the Barclay CTA Index compiled by BarclayHedge.

“Fears of a default by Dubai World coupled with growing confidence that central bankers would keep interest rates low provided excellent profits for properly positioned interest rate trades,” says Sol Waksman, founder and president of BarclayHedge.

Read the entire Managed Futures Press Release by clicking here.

Labels: ,


Tuesday, December 8, 2009

 

Has There Been Excessive Speculation in the US Oil Futures Markets?

By Hilary Till, Research Associate, EDHEC-Risk Institute and Principal, Premia Capital Management, LLC

In her paper she examines whether speculative position-taking has been excessive relative to commercial hedging needs in the exchange-traded oil derivatives markets over the past three years.

Download the full article here.

From the December 2009 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

Labels: , , , , ,


Tuesday, November 17, 2009

 

$15.2 Billion Flows Into Managed Futures in 3rd Quarter; Barclay CTA Index Down 0.77% in October

FAIRFIELD, Iowa, November 17, 2009– Although managed futures lost 0.77% in October according to the Barclay CTA Index compiled by BarclayHedge, assets under management have increased significantly in recent months.


“Even though the Barclay CTA Index is down 0.66% in 2009, assets under management in managed futures investments increased by $15.2 billion in the third quarter of 2009, to $212.6 billion,” says Sol Waksman, founder and president of BarclayHedge.


Read the entire Managed Futures Press Release by clicking here.

Labels: ,


Monday, October 19, 2009

 

Managed Futures Move Into Positive Territory; Barclay CTA Index Up 0.93% in September

FAIRFIELD, Iowa, October 19, 2009– Managed futures gained 0.93% in September according to the Barclay CTA Index compiled by BarclayHedge.


“The Barclay CTA Index edged into positive territory for the year aided by September’s gain,” says Sol Waksman, founder and president of BarclayHedge. “The Index is now up 0.05 percent year-to-date.”

Labels: ,


Monday, September 21, 2009

 

Managed Futures Gain in August; Barclay CTA Index Rises 0.41%

FAIRFIELD, Iowa, September 21, 2009– Managed futures gained 0.41% in August according to the Barclay CTA Index compiled by BarclayHedge.


“Investor optimism remained high in August as the rally in equity markets extended to six consecutive months,” says Sol Waksman, founder and president of BarclayHedge.

Read the entire Hedge Fund Press Release by clicking here.

Labels: ,


Friday, August 14, 2009

 

Managed Futures Tread Water in July; Barclay CTA Index Down 0.06%

FAIRFIELD, Iowa, August 17, 2009– Managed futures traders had mixed results in July, averaging out to a 0.06% loss according to the Barclay CTA Index compiled by BarclayHedge.

“Intra-month price reversals in major futures markets made for a difficult trading environment in July,” says Sol Waksman, founder and president of BarclayHedge.


Read the entire Hedge Fund Press Release by clicking here.

Labels: ,


Thursday, July 16, 2009

 

Barclay CTA Index Slips 0.87% in June; Volatility Chops Both Long and Short Traders

FAIRFIELD, Iowa, July 16, 2009– Managed futures continued their choppy performance in 2009, losing 0.87% in June according to the Barclay CTA Index compiled by BarclayHedge.

“The month began with a wave of optimism based on reported sightings of economic ‘green shoots’ in early June,” says Sol Waksman, founder and president of BarclayHedge.

“By month’s end however, investor doubts had resurfaced and the gains from rallies earlier in the month had turned to losses.”


Read the entire Hedge Fund Press Release by clicking here.

Labels: ,


Tuesday, June 16, 2009

 

Managed Futures Rebound 2.08% in May; Barclay CTA Index Down 0.54% in 2009

FAIRFIELD, Iowa, June 16, 2009– Managed futures traders performed well in May, gaining 2.08% according to the Barclay CTA Index compiled by BarclayHedge. Year-to- date, the Index remains down 0.54%.

“Commodity markets, led by the energy sector, rallied strongly during the month,” says Sol Waksman, founder and president of BarclayHedge. “A weakening US Dollar provided support to the rally and presented a sustained trend that currency traders could profit from.”


Read the entire Hedge Fund Press Release by clicking here.

Labels: ,


Copyright © 2010 by Barclay Hedge

This page is powered by Blogger. Isn't yours? Subscribe by RSS Subscribe by Atom

Subscribe to Posts [Atom]