Opalesque Futures Briefing http://www.opalesque.com/Futures_Briefing Futures Briefing Sun, 23 Nov 2014 23:57:28 +0000 http://wordpress.org/?v=2.7.1 en hourly 1 Managed futures have potential to profit from market declines, provide global diversification http://www.opalesque.com/Futures_Briefing/?p=10935 http://www.opalesque.com/Futures_Briefing/?p=10935#comments Sun, 23 Nov 2014 23:57:28 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=10935 A case study of managed futures by absolute return investment management Campbell & Company said that the strategy has the potential to profit from market declines and provide exposure to global markets, rather than being U.S.- centric. For the last few years, with the U.S., Europe and Asia all committed (for the most part) to aggressive stimulus measures, geographic diversification…

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Making an allocation to managed futures http://www.opalesque.com/Futures_Briefing/?p=10933 http://www.opalesque.com/Futures_Briefing/?p=10933#comments Sun, 23 Nov 2014 23:56:46 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=10933 Constructing a diversified portfolio in which correlation between constituent asset classes and investment strategies is meaningfully low can be challenging. Combining equities and bonds is a staple approach in asset allocation and these asset classes form the core of most portfolios. For much of the time, the combination can be an effective portfolio strategy.
But how well do such conventional, long-only…

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Managed futures outperform in Q3 http://www.opalesque.com/Futures_Briefing/?p=10928 http://www.opalesque.com/Futures_Briefing/?p=10928#comments Sun, 23 Nov 2014 23:54:15 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=10928 Alternative investment manager Campbell & Company made the case for allocations to managed futures in a paper titled: “A Case Study for Managed Futures.” In it Campbell points out the strong performance of managed futures in the third quarter and notes that Q3 performance, “reveals some of the most compelling attributes of managed futures.”
Critics might argue that performance over…

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Hedge Funds Hit With $2.9 Billion in Redemptions in October http://www.opalesque.com/Futures_Briefing/?p=10926 http://www.opalesque.com/Futures_Briefing/?p=10926#comments Sun, 23 Nov 2014 23:52:53 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=10926 Hedge fund redemptions outpaced new investments in October, but performance gains by many large funds left total assets unchanged at $3 trillion, according to a new report from eVestment, published Wednesday. Managed futures funds experienced their 14th consecutive month of net outflows in October, evidence that investor flows take time to react to near-term performance success, according to the report.…

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Campbell Returns 13% In Q3 And Points Away From Stocks http://www.opalesque.com/Futures_Briefing/?p=10924 http://www.opalesque.com/Futures_Briefing/?p=10924#comments Sun, 23 Nov 2014 23:52:06 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=10924 Managed futures strategies such as the $4 billion Campbell & Company are having an inspiring year. This was particularly evident during the third quarter, as Campbell’s flagship managed futures program returned 12.8 percent during the July through September period while stocks struggled over the same period.
As reported in ValueWalk, certain knowledgeable alternative investments analysts have observed that managed futures…

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3 Reasons to Go from Hedge to Mutual Fund http://www.opalesque.com/Futures_Briefing/?p=10922 http://www.opalesque.com/Futures_Briefing/?p=10922#comments Sun, 23 Nov 2014 23:51:22 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=10922 It’s a fair question: Why would a hedge fund manager trade the relative investment and operational freedom—not to mention the potential fee income—of that investment format for the constraints of a ’40 Act mutual fund?
There are numerous differences between the formats to consider. Mutual funds must limit their investments in illiquid securities and cannot invest more than 25% of…

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Autumn volatility puts managed futures top in class http://www.opalesque.com/Futures_Briefing/?p=10920 http://www.opalesque.com/Futures_Briefing/?p=10920#comments Sun, 16 Nov 2014 23:19:59 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=10920 Managed futures hedge funds continued a strong run in October as positive returns, helped by the uptick in volatility, made the strategy the best performer for the year-to-date. The strategy posted an average 1.64% return in October, according to eVestment, helping to bring year-to-date returns to 5.38%. That compares with an aggregate hedge fund performance of 2.33% year-to-date, after a…

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CTAs push on higher in October with more positive returns, says Newedge http://www.opalesque.com/Futures_Briefing/?p=10918 http://www.opalesque.com/Futures_Briefing/?p=10918#comments Sun, 16 Nov 2014 23:19:21 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=10918 All the Newedge managed futures indices posted positive returns for the third consecutive month in October, extending the positive performance in 2014 YTD. Trend-following strategies continue to drive returns, with the Newedge Trend Index returning +1.76 per cent for the month. The Newedge Trend Indicator also posted another positive month, showing +1.83 per cent for October, bringing 2014 YTD performance…

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Asset Class Scoreboard: Where’d That Downturn Go? http://www.opalesque.com/Futures_Briefing/?p=10916 http://www.opalesque.com/Futures_Briefing/?p=10916#comments Sun, 16 Nov 2014 23:18:39 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=10916 The month’s Asset Class Scoreboard numbers is a perfect example of just how much noise is out there in the markets. If you were glued to your twitter feed in October, you may have been freaking out about the -5% drop, but someone who checks in monthly doesn’t even see it… October finished just fine for them after a somewhat…

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Equinox Funds launches the Equinox Aspect Core Diversified Strategy Fund http://www.opalesque.com/Futures_Briefing/?p=10914 http://www.opalesque.com/Futures_Briefing/?p=10914#comments Sun, 16 Nov 2014 23:18:04 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=10914 Equinox Funds, a provider of alternative investments, has announced the launch of the Equinox Aspect Core Diversified Strategy Fund. By deploying a medium-term trend following strategy developed by Aspect Capital Limited, a legendary alternative asset management firm based in London, the Fund seeks to quantitatively identify and profit from price moves in highly liquid and diverse futures markets across global…

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