Opalesque Futures Briefing http://www.opalesque.com/Futures_Briefing Futures Briefing Mon, 20 Oct 2014 01:23:27 +0000 http://wordpress.org/?v=2.7.1 en hourly 1 Short term CTAs, emerging market funds outperform http://www.opalesque.com/Futures_Briefing/?p=10806 http://www.opalesque.com/Futures_Briefing/?p=10806#comments Mon, 20 Oct 2014 01:23:27 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=10806 Short term CTAs and less correlated strategies such as multi strategy, dividend futures and emerging market funds have been able to navigate the market turmoil the past week, according to data compiled by Lyxor Asset Management’s Weekly Brief.
Philippe Ferreira, Lyxor AM’s head of research, managed account platform, said that as the Fed’s QE exit approaches and recession fears in the…

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Managed Futures Excelled in September http://www.opalesque.com/Futures_Briefing/?p=10804 http://www.opalesque.com/Futures_Briefing/?p=10804#comments Mon, 20 Oct 2014 01:23:13 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=10804 According to eVestments, hedge funds declined an average of 0.72% in September, but outpaced the S&P during a difficult month. The industry ended Q3 down 0.46% and is up 2.89% through the first nine months of 2014.
Having faced persistent redemptions over the last two years, managed futures funds had an excellent September, returning an average of 2.07%. The strategy…

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CTA/managed futures funds reports the biggest gain of 2.47% in September http://www.opalesque.com/Futures_Briefing/?p=10802 http://www.opalesque.com/Futures_Briefing/?p=10802#comments Mon, 20 Oct 2014 01:22:53 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=10802 Hedge funds outperformed underlying markets in September with the Eurekahedge Hedge Fund Index returning a flat 0% while the MSCI World Index finished the month down 1.86%. On a year-to-date basis, hedge funds are up 3.87%, falling just slightly behind underlying markets as the MSCI World Index returned 3.99% over the same period.
CTA/managed futures funds reported the biggest gain of…

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eVestment September and Q3 2014 hedge fund asset flows report http://www.opalesque.com/Futures_Briefing/?p=10800 http://www.opalesque.com/Futures_Briefing/?p=10800#comments Mon, 20 Oct 2014 01:22:40 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=10800 eVestment’s September and Q3 2014 Hedge Fund Asset Flows Report identifies a variety of outflow trends in the industry and among specific strategies that, while small, may be a harbinger of things to come given the recent tumult in world financial markets. These trends, according to report author and eVestment Vice President of Research Peter Laurelli, include:
Outflows were again elevated…

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Credit Suisse: Managed futures funds rose in September http://www.opalesque.com/Futures_Briefing/?p=10798 http://www.opalesque.com/Futures_Briefing/?p=10798#comments Mon, 20 Oct 2014 01:22:26 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=10798 Hedge funds treaded water in September, posting just the smallest of losses, according to one industry index. The Credit Suisse Hedge Fund Index lost just 0.01% last month, which saw the Standard & Poor’s 500 Index drop about 1.5%. The hedge-fund benchmark is now up 3.41% on the year.
Managed futures funds also rose, adding 1.72% (6.37% year-to-date). Multi-strategy funds gained…

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Market volatility gives liquid alts first real test http://www.opalesque.com/Futures_Briefing/?p=10796 http://www.opalesque.com/Futures_Briefing/?p=10796#comments Mon, 20 Oct 2014 01:22:10 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=10796 One upside to the stock market carnage of the past week or two is that the wildly popular alternative-strategy mutual funds, better known as liquid alts, have finally been tested on the open road. The results? Well, they’re mixed. But for financial advisers who have watched the liquid alternatives space balloon to nearly $180 billion in more than 470 mutual…

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5 Thoughts on the Stock Market’s -7.5% Correction http://www.opalesque.com/Futures_Briefing/?p=10794 http://www.opalesque.com/Futures_Briefing/?p=10794#comments Mon, 20 Oct 2014 01:21:49 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=10794 September was great for managed futures, and we’ve been cheering stocks to zero so far in October, because this type of environment is what managed futures lives for. It’s been a quiet few years of waiting for a volatility expansion like this for managed futures strategies, most of which essentially bet on outlier moves like this one happening, not just…

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DB: Institutional Investors Stand By Hedge Fund Investments http://www.opalesque.com/Futures_Briefing/?p=10792 http://www.opalesque.com/Futures_Briefing/?p=10792#comments Mon, 20 Oct 2014 01:20:57 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=10792 Institutional investors—particularly Canadian pensions and global insurers— remain committed to their hedge fund investments, according to Deutsche Bank Global Prime Finance. Elsewhere, DB reports that hedge funds did their job in September, protecting capital as markets fell: The median global fund added 0.10% on the month, led by CTA/managed futures which climbed 2.49%, even as the MSCI World Index slipped…

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Under the Hood: Wisdom Tree’s Managed Futures ETF http://www.opalesque.com/Futures_Briefing/?p=10790 http://www.opalesque.com/Futures_Briefing/?p=10790#comments Mon, 20 Oct 2014 01:20:42 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=10790 You got to hand it to the marketing folks over at Wisdom Tree…. No sooner had the ink dried on Managed Futures good 3rd quarter and the Dow hit new 8 month lows this week than we started to see Wisdom Tree advertising their Managed Futures ETF on CNBC. Marketing 101 = strike while the iron’s hot.
But how much “managed…

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ETFs Built for Stormy Weather Show Up on the Radar http://www.opalesque.com/Futures_Briefing/?p=10788 http://www.opalesque.com/Futures_Briefing/?p=10788#comments Mon, 20 Oct 2014 01:20:29 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=10788 With financial markets at risk of losing their monthly dose of bond-buying from the Federal Reserve soon, the market’s recent gyrations could signal far more volatility to come. And if it does, a handful of actively managed exchange-traded funds are standing by to benefit. These niche ETFs were created to provide shelter, or generate profits, from market downturns, a strategy…

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