Opalesque Futures Briefing http://www.opalesque.com/Futures_Briefing Futures Briefing Mon, 30 Nov 2015 00:01:43 +0000 http://wordpress.org/?v=2.7.1 en hourly 1 Managed Futures Funds Held Up in August Downturn http://www.opalesque.com/Futures_Briefing/?p=12156 http://www.opalesque.com/Futures_Briefing/?p=12156#comments Mon, 30 Nov 2015 00:01:43 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=12156 While the S&P 500 Index plunged 9.43 percent during the week of Aug. 17, bear market funds gained 14.52 percent, and managed futures funds were up 0.21 percent, according to Morningstar data. But it doesn’t mean advisors should run out and pile their clients into bear market funds, writes Josh Charlson, Morningstar’s director of manager research for alternative strategies.
The AQR…

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CTAs 2015 Performance Update http://www.opalesque.com/Futures_Briefing/?p=12154 http://www.opalesque.com/Futures_Briefing/?p=12154#comments Mon, 30 Nov 2015 00:01:27 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=12154 Despite a strong start to 2015 for CTAs in Q1, commodity market conditions have made return generation difficult for fund managers over much of the rest of the year to date. Oil production levels from US shale and OPEC operations resulted in the price of oil dropping to record lows.
As the world’s leading metal consumer, decreases in China’s demand…

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CTA launches and inflows http://www.opalesque.com/Futures_Briefing/?p=12152 http://www.opalesque.com/Futures_Briefing/?p=12152#comments Mon, 30 Nov 2015 00:01:05 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=12152 Fifty CTAs have launched in the first nine months of 2015 to 30 September (Fig 1). Although the number of funds launched this year is likely to grow as managers bring new funds to market in the final quarter, and also due to more data becoming available, 2015 looks set for the fewest CTA launches since 2006.
Similarly, the proportion…

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Managed Futures: Best and Worst Funds in October http://www.opalesque.com/Futures_Briefing/?p=12150 http://www.opalesque.com/Futures_Briefing/?p=12150#comments Mon, 30 Nov 2015 00:00:50 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=12150 Managed futures funds suffered category-wide losses of 1.82% in October, reversing course after posting gains of 1.21% the prior month. There were still standout performers within the category, though, as the top three managed futures funds notched monthly gains ranging from 1.20% to 2.53%.
The category’s bottom three performers, meanwhile, averaged losses of 4.70% – indicating a wide dispersion of…

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CTA Launches Fall To Lowest Level Since 2006 http://www.opalesque.com/Futures_Briefing/?p=12148 http://www.opalesque.com/Futures_Briefing/?p=12148#comments Mon, 30 Nov 2015 00:00:38 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=12148 Underwhelming performance in 2015 and high investor dissatisfaction reduce inflows and demand for CTA funds. Having recorded returns of +10.85% in 2014, their strongest performance since returning +15.70% in 2010, CTAs saw further good performance in Q1 2015 as they posted returns of +4.29%.
However, negative returns in Q2 (-3.74%) and Q3 (-0.16%) saw volatile swings in CTA performance, and as…

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Managed futures on the rise http://www.opalesque.com/Futures_Briefing/?p=12146 http://www.opalesque.com/Futures_Briefing/?p=12146#comments Mon, 30 Nov 2015 00:00:22 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=12146 After several years of outperforming traditional equity programs and more recently outperforming other alternative investments options, managed futures programs are starting to see the fruits of their labor. The Barclay Group, which tracks managed futures performance, recently reported that money under management in managed futures climbed to $66.5 billion the second quarter of 2003.
That is a 15.85% increase for…

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Braga’s Systematica Raises $450 Million for New Hedge Fund http://www.opalesque.com/Futures_Briefing/?p=12144 http://www.opalesque.com/Futures_Briefing/?p=12144#comments Mon, 30 Nov 2015 00:00:10 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=12144 Hedge fund manager Leda Braga’s Systematica Investments Ltd. has raised about $450 million for a new fund that trades in less liquid markets such as interest rate swaps and emerging market currencies. The third product overseen by the firm increases assets under management to $9 billion, Declan Ryan, head of investor relations at Systematica, said in a telephone interview.

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The Investment Portfolio Of The Future http://www.opalesque.com/Futures_Briefing/?p=12142 http://www.opalesque.com/Futures_Briefing/?p=12142#comments Sun, 29 Nov 2015 23:59:51 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=12142 Start with the 12 managed futures and options funds, which come as a package – meaning that, unlike the other categories, Craig Martin, CEO and founder of The Family Wealth Consulting Group in San Jose, CA’s investors must participate in all of them or none. “I work with an introducing broker called Novus, located in East Bay [SF area], run…

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Can Commodities Also Fuel Our Investment Portfolios? http://www.opalesque.com/Futures_Briefing/?p=12140 http://www.opalesque.com/Futures_Briefing/?p=12140#comments Sun, 29 Nov 2015 23:59:36 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=12140 Commodities are a tangible part of our daily lives. They are the food we eat, the energy that powers our cars and heats our homes, the metals that go into our electrical wiring and our jewelry. Yet investing in commodities can seem elusive.
Unlike stocks and bonds, commodities are physical assets. And for the vast majority of investors, taking delivery…

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Democrats vs Republicans: Who’s Better for Managed Futures? http://www.opalesque.com/Futures_Briefing/?p=12138 http://www.opalesque.com/Futures_Briefing/?p=12138#comments Sun, 29 Nov 2015 23:59:10 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=12138 While 1987 was an outlier at 57.64%, all other yearly returns for the BTOP50 fall within the -5.00% to 20.00% range. Republicans have been better for Managed Futures: While the sample size is not as large as it is for the stock market, unlike the stock market, Republicans have been better for managed futures performance. Here are the average annual…

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