Opalesque Futures Briefing http://www.opalesque.com/Futures_Briefing Futures Briefing Mon, 30 Mar 2015 01:35:51 +0000 http://wordpress.org/?v=2.7.1 en hourly 1 Are managed futures the way forward? http://www.opalesque.com/Futures_Briefing/?p=11373 http://www.opalesque.com/Futures_Briefing/?p=11373#comments Mon, 30 Mar 2015 01:35:51 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11373 Demand is growing for managed futures’ “attractive, consistent, and well-correlated returns over time”. Notz Stucki’s Paolo Faraone and CM Capital Markets’ Tomas Saldaña and Manel Sarabia discuss bringing real-time transparency to the managed futures industry. Professional asset managers know that the most efficient way to improve the profit-risk ratio of a portfolio is through diversification.
That is, by carefully introducing…

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Buyer Beware With Managed-Futures Funds http://www.opalesque.com/Futures_Briefing/?p=11371 http://www.opalesque.com/Futures_Briefing/?p=11371#comments Mon, 30 Mar 2015 01:32:45 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11371 Investors have swiftly rushed into managed-futures funds this year, but the category isn’t out of the woods yet. After languishing for several years, managed-futures funds bounced back in 2014, with the average fund notching a 9% return. Investors appear to have taken notice, pumping more than $1.4 billion into the category in the first two months of 2015, including a…

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Managed Futures: In At The Highs, Out At The Lows http://www.opalesque.com/Futures_Briefing/?p=11369 http://www.opalesque.com/Futures_Briefing/?p=11369#comments Mon, 30 Mar 2015 01:32:12 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11369 Do you learn from your mistakes? Do your neighbors, colleagues, or the rest of society? It seems that the answer is usually no; and especially no when it comes to the toxic investment cycle of getting in at the highs and out at the lows. We see time after time that this dangerous cycle transcends asset classes, market environments, and…

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Multi-Alt Funds And Managed Futures Dominate February Flows http://www.opalesque.com/Futures_Briefing/?p=11367 http://www.opalesque.com/Futures_Briefing/?p=11367#comments Mon, 30 Mar 2015 01:31:49 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11367 First, the big picture. Broad based, actively managed U.S. equity mutual funds continue to see massive redemptions ($125 billion of outflows over the past year). No alpha, no flows. In that category, the move is all to passive funds ($183 billion of inflows over the past year), and ETFs to be specific.
Perhaps the tide will change at some point…

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Managed futures can even help an oracle http://www.opalesque.com/Futures_Briefing/?p=11365 http://www.opalesque.com/Futures_Briefing/?p=11365#comments Mon, 30 Mar 2015 01:31:34 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11365 An Anniversary Thought for Berkshire Hathaway Investors: Diversify Into Managed Futures. Amidst this year’s justified celebration of Berkshire Hathaway’s 50 years of investment returns, we wondered if an investment in Berkshire (BRKA), already hugely successful, could nonetheless be improved by combining holdings of BRKA with those of other assets.
An ideal candidate for investment alongside BRKA would be an asset…

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3 Strategies to Generate Income or Alpha http://www.opalesque.com/Futures_Briefing/?p=11363 http://www.opalesque.com/Futures_Briefing/?p=11363#comments Mon, 30 Mar 2015 01:31:15 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11363 Advisors hoping to bolster the momentum in their clients’ portfolios and get a small income component may want to consider managed futures funds. These funds buy and sell futures contracts on a wide variety of commodities and financial instruments, including currency futures, Treasury bonds, index futures and certificates of deposit. The funds’ portfolio managers aim to capitalize upon the momentum…

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Fund Inflows Resume After Year-End Redemption Crunch http://www.opalesque.com/Futures_Briefing/?p=11361 http://www.opalesque.com/Futures_Briefing/?p=11361#comments Mon, 30 Mar 2015 01:31:02 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11361 Multi-strategy funds and managed futures strategies are the darlings of investors. Managed futures, which returned to favor with investors in the second half of 2014, took in $3.6 billion in new assets in February for a year-to-date total of $6.3 billion. This is the strategy’s first positive year of aggregate flows since 2011, eVestment reported.
Managed futures recorded returns of 6.6%…

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Altavest’s Legend Program Returns 35.29% in 2014 http://www.opalesque.com/Futures_Briefing/?p=11359 http://www.opalesque.com/Futures_Briefing/?p=11359#comments Mon, 30 Mar 2015 01:30:43 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11359 According to BarclayHedge.com, a database that tracks Commodity Trading Advisor performance, Altavest’s Commodity Trading Advisor (CTA) Program, Legend, was ranked the 2nd best performing option strategy in 2014 in terms of absolute performance, returning 35.29% to investors in 2014. Most importantly, Legend wasranked the #1 performer according to its riskadjusted return (Sharpe Ratio of 6.88).
Legend’s primary strategy revolves around the…

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Managed futures firm Drury Capital tries blending with Berkshire Hathaway returns http://www.opalesque.com/Futures_Briefing/?p=11357 http://www.opalesque.com/Futures_Briefing/?p=11357#comments Mon, 30 Mar 2015 01:30:28 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11357 US based CTA Drury Capital decided to do its bit to celebrate the 50th birthday of investment returns from Berkshire Hathaway by researching whether the Berkshire portfolio could be improved with the addition of other, non-correlated assets. The assets it chose, in this case, were Drury’s own returns, which have been consistently strong on a stand-alone basis and have almost…

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Volatility Is Back… Embrace It! http://www.opalesque.com/Futures_Briefing/?p=11355 http://www.opalesque.com/Futures_Briefing/?p=11355#comments Mon, 30 Mar 2015 01:30:15 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11355 There’s no question that recent years have created a challenging environment for managed futures traders and commodity trading advisors (CTAs). With volatility low, the returns of systematic traders and trend followers suffered. This is reflected in the Barclay CTA Index, which experienced three consecutive negative years from 2011 to 2013.
What made this latest trend so intriguing was its length. Since…

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