Opalesque Futures Briefing http://www.opalesque.com/Futures_Briefing Futures Briefing Sun, 20 Nov 2016 23:09:55 +0000 http://wordpress.org/?v=2.7.1 en hourly 1 Asia investors being pointed towards alternative investments http://www.opalesque.com/Futures_Briefing/?p=13246 http://www.opalesque.com/Futures_Briefing/?p=13246#comments Sun, 20 Nov 2016 23:09:55 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=13246 Asian investors should look more to alternative investments to balance their portfolios and reduce risk as the global markets remain volatile and politics unpredictable. Alternative investments include hedge funds, private equity, managed futures, real-estate and commodities like gold, and don’t move in same direction as equities or fixed income.
In the wake of the unexpected Trump win in the US presidential…

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Distressed Gains and Managed Futures Losses Continue http://www.opalesque.com/Futures_Briefing/?p=13244 http://www.opalesque.com/Futures_Briefing/?p=13244#comments Sun, 20 Nov 2016 23:09:40 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=13244 October was the hedge funds industry’s first aggregate decline since January, ending an eight-month string of positive aggregate returns. The dispersion between positive and negative performance was below the 2016 average, which implies that while the month was negative, it was not dramatically so.
Credit exposure has produced leading market and strategy returns in 2016, a theme which continued into October.…

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5 More Under-the-Radar and Up-and-Coming Funds http://www.opalesque.com/Futures_Briefing/?p=13242 http://www.opalesque.com/Futures_Briefing/?p=13242#comments Sun, 20 Nov 2016 23:09:22 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=13242 American Beacon AHL Managed Futures Strategy (AHLIX) is subadvised by Man AHL, one of the largest firms in the alternative investment industry, with $78.6 billion in assets under management and a 25-year track record in systematic strategies. This fund is managed by Matthew Sargaison and Russell Korgaonkar.
Sargaison is the CIO of AHL Partners and served as chief risk officer…

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Money Talks: The details http://www.opalesque.com/Futures_Briefing/?p=13240 http://www.opalesque.com/Futures_Briefing/?p=13240#comments Sun, 20 Nov 2016 23:09:02 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=13240 As inquiries continue to grow about the implementation of managed futures, often the first question is “… what percentage is appropriate for the overall portfolio mix?” Here is where a professional should be involved with the details as they truly can be overwhelming.
We have often referenced the Nobel Prize winning research known as Modern Portfolio Theory. The details are…

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Funds Established Winning “Trump Trade” Before Election Outcome http://www.opalesque.com/Futures_Briefing/?p=13238 http://www.opalesque.com/Futures_Briefing/?p=13238#comments Sun, 20 Nov 2016 23:08:46 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=13238 Institutional investors sent dichotomous signals in their positioning leading up to the election of Donald Trump. While hedge funds moved to establish risk-on positions – establishing notable long Trump trade exposure in S&P 500 futures contracts, for instance — it was more conservative institutional investors who ran from the election, embracing a risk-off stance.
This occurred as managed futures CTA…

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Traders are Taking a Closer Look at WisdomTree Managed Futures http://www.opalesque.com/Futures_Briefing/?p=13235 http://www.opalesque.com/Futures_Briefing/?p=13235#comments Sun, 20 Nov 2016 23:08:15 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=13235 Investors doing their homework on technical levels for WisdomTree Managed Futures (WDTI) will most likely be looking at many different indicators. The RSI, or Relative Strength Index is a widely used oscillating indicator among traders and investors.
The RSI operates in a range-bound territory with values between 0 and 100. When the RSI line heads up, the stock may be…

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How Funds Bet the Election http://www.opalesque.com/Futures_Briefing/?p=13233 http://www.opalesque.com/Futures_Briefing/?p=13233#comments Sun, 20 Nov 2016 23:08:00 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=13233 Many CTA and CPO (managed futures) funds put on another type of hedge fund trade intended to make money if Mr. Trump won: a bet that a spike in copper prices would accompany his trillion-dollar infrastructure promises.
By Nov. 8, CTAs and CPOs had increased their net long positions in copper by 25.3%. That futures buying moved copper past certain standard…

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Keeping your investment portfolio in balance in changing times http://www.opalesque.com/Futures_Briefing/?p=13231 http://www.opalesque.com/Futures_Briefing/?p=13231#comments Sun, 20 Nov 2016 23:07:35 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=13231 The financial markets are betting that Trump’s policies, greenlighted by a Republican Congress, will boost spending, tilting interest rates and inflation higher. In the inverse math of fixed income investors, higher interest rates mean lower prices on existing bonds, a dynamic professional investors call “rate risk.”
The Great Recession of 2008 ushered in an unprecedented period of historically low interest rates.…

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Managed futures CTA hedge funds give up gains after Brexit heroics http://www.opalesque.com/Futures_Briefing/?p=13229 http://www.opalesque.com/Futures_Briefing/?p=13229#comments Sun, 13 Nov 2016 23:20:23 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=13229 Managed futures CTAs have been hard hit recently and multiple ends of the time horizon curve. After the election, bond yields jumped significantly, moving from 1.55% last month to 2.11% today. If the US central bank pulls back on monetary stimulus and raises interest rates, and the Trump administration pushes fiscal stimulus, bonds could trend significantly higher in yield, lower…

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Time to invest in managed futures? http://www.opalesque.com/Futures_Briefing/?p=13227 http://www.opalesque.com/Futures_Briefing/?p=13227#comments Sun, 13 Nov 2016 23:20:00 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=13227 CTAs and managed futures have been hit by the poor performance of commodities in recent years and the end of the so-called ‘super cycle’. But is the case for these strategies still valid? A managed futures fund invests with an absolute return perspective, i.e. the fund manager tries to make money in all market environments and does do not follow…

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