Opalesque Futures Briefing http://www.opalesque.com/Futures_Briefing Futures Briefing Mon, 27 Jul 2015 01:28:23 +0000 http://wordpress.org/?v=2.7.1 en hourly 1 CTA/managed futures funds have grown their asset base by 10.86% in 2015 H1 http://www.opalesque.com/Futures_Briefing/?p=11763 http://www.opalesque.com/Futures_Briefing/?p=11763#comments Mon, 27 Jul 2015 01:28:23 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11763 Hedge fund assets under management have increased by US$93 billion in the first six months of 2015, with roughly US$52 billion coming from performance driven gains and US$41 billion from new investor allocations. CTA/managed futures funds have grown their asset base by 10.86% in 2015 largely on the back of strong capital inflows totalling US$20 billion - its highest 1H…

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An emerging CTA manager explains how he runs his strategy http://www.opalesque.com/Futures_Briefing/?p=11761 http://www.opalesque.com/Futures_Briefing/?p=11761#comments Mon, 27 Jul 2015 01:28:00 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11761 An emerging CTA manager explains how he runs his strategy, which is based on an index produced by a research firm. Peter Turk is head of Turk Capital, LLC, a CTA based in Summit, NJ, formed in 2014 and registered with the CFTC and the SEC. Before forming Turk Capital, he was portfolio manager at Silva Capital Management, and earlier…

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How CTAs’ Performance Must Be Analyzed http://www.opalesque.com/Futures_Briefing/?p=11759 http://www.opalesque.com/Futures_Briefing/?p=11759#comments Mon, 27 Jul 2015 01:27:46 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11759 As Central Bank policies began to diverge, beneficial volatility (i.e. directional and sustained) began to manifest itself in many of the futures markets that are the core of most trend following CTAs’ portfolios. Most trend followers were able to capitalize on these favorable market conditions, with the best-performing managers producing all-time net-new equity highs, and in many cases, and then…

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Managed Futures Performance in June ’15 http://www.opalesque.com/Futures_Briefing/?p=11757 http://www.opalesque.com/Futures_Briefing/?p=11757#comments Mon, 27 Jul 2015 01:27:32 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11757 Managed Futures closed the first half of the year with a strong down month in June. Only one CTA in our index selection managed to return a positive performance. The year is now in negative territory for Managed Futures.
Please find below the detailed performance of the top CTAs that we follow in our index. It is composed of a…

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Worst-performing funds of the year revealed http://www.opalesque.com/Futures_Briefing/?p=11755 http://www.opalesque.com/Futures_Briefing/?p=11755#comments Mon, 27 Jul 2015 01:27:14 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11755 Hedge funds run by Odey Asset Management and Fortress Investment are among some of the worst performing this year, with the Greek crisis, China’s stock market rout and uncertainty over US monetary policy catching many large managers off guard.
Alper Ince, managing director at Paamco, a California-based fund of hedge funds with $9.5bn of assets, said many trend-following hedge funds —…

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Big Doesn’t Mean Better for HFs, Study Finds http://www.opalesque.com/Futures_Briefing/?p=11753 http://www.opalesque.com/Futures_Briefing/?p=11753#comments Mon, 27 Jul 2015 01:27:01 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11753 Big isn’t necessarily beautiful when it comes to hedge funds, especially during times of crises, according to research. In a study of hedge fund size and performance between 1994 and 2014, City University London’s Andrew Clare, Dirk Nitzsche, and Nick Motson found investors were better off at the smaller end of the scale.
Bucking the trend were managed futures, which, by…

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An Alternative Way to view Diversification http://www.opalesque.com/Futures_Briefing/?p=11751 http://www.opalesque.com/Futures_Briefing/?p=11751#comments Mon, 27 Jul 2015 01:26:45 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11751 We’re living in a post 2008-2009 financial crisis world. Investors and advisors alike know that having your eggs all in one basket isn’t so smart (especially if it’s the arguably broken 60/40 portfolio). The reason being, one single person or group isn’t able to call what’s going to be the “best” asset class (by performance only) in any given year.…

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Why managed futures? http://www.opalesque.com/Futures_Briefing/?p=11749 http://www.opalesque.com/Futures_Briefing/?p=11749#comments Mon, 27 Jul 2015 01:26:25 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11749 The primary benefit of adding managed futures to a diversified investment portfolio is that it may decrease portfolio volatility risk. This risk-reduction contribution to the portfolio is possible because of the low to slightly negative correlation of managed futures with equities and bonds.
While managed futures can decrease portfolio risk, they can also potentially enhance overall portfolio performance. This is supported…

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Barclay CTA Index down 1.71 per cent in June http://www.opalesque.com/Futures_Briefing/?p=11747 http://www.opalesque.com/Futures_Briefing/?p=11747#comments Mon, 20 Jul 2015 00:04:17 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11747 Managed futures traders lost 1.71 per cent in June according to the Barclay CTA Index compiled by BarclayHedge. The Index remains up 0.05 per cent year to date. “Trend reversals in equities, energy, and the US Dollar resulted in losses for 72 percent of the funds that have reported a June return as of today,” says Sol Waksman, founder and…

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Managed futures endure mixed first half of 2015 http://www.opalesque.com/Futures_Briefing/?p=11745 http://www.opalesque.com/Futures_Briefing/?p=11745#comments Mon, 20 Jul 2015 00:04:05 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11745 Societe Generale Prime Services has announced the June performance data for its Newedge CTA indices. Following the strongest first quarter since 2008, managed futures endured a challenging second quarter of 2015. June saw CTA managers experience losses at both the beginning and at the end of the month, resulting in all indices ending the month in negative territory.
The Newedge CTA…

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