Opalesque Futures Briefing http://www.opalesque.com/Futures_Briefing Futures Briefing Mon, 26 Jan 2015 01:12:33 +0000 http://wordpress.org/?v=2.7.1 en hourly 1 Can Managed-Futures Hedge Funds Revive? http://www.opalesque.com/Futures_Briefing/?p=11160 http://www.opalesque.com/Futures_Briefing/?p=11160#comments Mon, 26 Jan 2015 01:12:33 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11160 Managed-futures hedge funds caught fire in the second half of 2014, ending a multiyear funk in which many investors had left the strategy for dead. “Prior to 2014, these funds had a decline in four of the past five years, and they certainly had fallen out of favor with a lot of investors,” says Ken Heinz, president of Hedge Fund…

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Barclay CTA Index gains 7.71% in 2014; largest traders return 12.31% for the year http://www.opalesque.com/Futures_Briefing/?p=11158 http://www.opalesque.com/Futures_Briefing/?p=11158#comments Mon, 26 Jan 2015 01:12:17 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11158 The Barclay CTA Index compiled by BarclayHedge gained 7.71% in 2014. The Barclay BTOP50 Index, which measures performance of the largest CTAs, was up 12.31% in 2014. “The BTOP50 had a strong finish, ending the year with five consecutive profitable months and putting in its best performance since the financial meltdown in 2008 when it gained 13.58 percent,” says Sol…

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Top Managed Futures Program Returns 88% In 2014 http://www.opalesque.com/Futures_Briefing/?p=11156 http://www.opalesque.com/Futures_Briefing/?p=11156#comments Mon, 26 Jan 2015 01:11:53 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11156 We’ve been talking about Managed Futures 2014 performance a bit in this space… after it took 2nd place in the 2014 Asset Class Scoreboard (beating out the ever so popular U.S. Stock asset class). But managed futures investors typically don’t invest in the asset class, they invest in managed futures programs (and funds). They invest in real managers doing real…

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CTAs end the year with five months of positive performance http://www.opalesque.com/Futures_Briefing/?p=11154 http://www.opalesque.com/Futures_Briefing/?p=11154#comments Mon, 26 Jan 2015 01:11:36 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11154 Societe Generale Corporate & Investment Banking (SG CIB) today announces the December performance data for its Newedge CTA performance indices, as well as the constituents of the indices for 2015. Managed futures continued their run of positive performance, with all of the indices posting positive returns for the fifth consecutive month.
The Newedge CTA Index, with a performance of +1.56% for…

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Qbasis iTrend ends the year up +41.8% http://www.opalesque.com/Futures_Briefing/?p=11152 http://www.opalesque.com/Futures_Briefing/?p=11152#comments Mon, 26 Jan 2015 01:11:12 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11152 Austria-based Qbasis Invest, a managed futures fund focused on trend following and an intraday strategy, ended the year in positive territory up +41.8%. Its Deutsche Bank certificate finished the year up +65.5%. While its futures programs ended the year on a positive note, the Qbasis long/short strategy q Stocks finished December with a loss of -3.56%, giving the strategy a…

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Advisers’ favourites fail to find gold: Morningstar http://www.opalesque.com/Futures_Briefing/?p=11150 http://www.opalesque.com/Futures_Briefing/?p=11150#comments Mon, 26 Jan 2015 01:10:55 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11150 Not one of the 13 alternative investment strategies most actively sold by financial advisers is worthy of a gold rating, ratings house, Morningstar believes. Morningstar senior analyst manager research, Julian Robertson, revealed that the ratings house had downgraded the Aspect Diversified Futures strategy from bronze to neutral, a move that was attributed to “turnover among key staff”.
He said the performance…

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2014 best year since 2007 for funds http://www.opalesque.com/Futures_Briefing/?p=11148 http://www.opalesque.com/Futures_Briefing/?p=11148#comments Mon, 26 Jan 2015 01:10:32 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11148 Hedge funds ended the year just north of $3 trillion - a record high not matched since 2007, according to the latest hedge fund asset flows data from eVestment. The figure is notable as December saw some redemptions on the month. Investors withdrew $13.2 billion from hedge funds in December. Still there were some winners. After 15 consecutive months of…

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Fund indexes show tepid returns in 2014 http://www.opalesque.com/Futures_Briefing/?p=11146 http://www.opalesque.com/Futures_Briefing/?p=11146#comments Mon, 26 Jan 2015 01:10:12 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11146 Broad hedge fund index returns were positive in 2014, led by the 6.1% return of the SS&C GlobeOp Hedge Fund Performance index for the year ended Dec. 31. The best-performing hedge fund strategies in 2014 were global macro and managed futures strategies.
Specialty managed futures index Newedge CTA had a strong 15.6% return in 2014, while the broader Barclay CTA…

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Hedge funds: As easy as Martin One, two, three, four? http://www.opalesque.com/Futures_Briefing/?p=11144 http://www.opalesque.com/Futures_Briefing/?p=11144#comments Mon, 26 Jan 2015 01:09:37 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11144 2014 was a tough year for the hedge fund industry, with many star managers struggling to generate positive returns. Data provider Preqin described the year as “underwhelming”, with most funds failing to match the returns made in the previous year, and Preqin’s hedge fund benchmark showing its lowest annual return since 2011.
However, Preqin’s data also shows that some hedge funds…

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CTAs to post moderate gains on SNB decision to scrap Swiss franc cap http://www.opalesque.com/Futures_Briefing/?p=11142 http://www.opalesque.com/Futures_Briefing/?p=11142#comments Mon, 26 Jan 2015 01:09:18 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11142 The Swiss National Bank’s (SNB) decision to scrap the cap on the Swiss franc (CHF) triggered a sharp movement on both local FX and equity markets. The unexpected decision brings the currency not far from the level where it stood when the SNB implemented the cap in September 2011, said Lyxor Asset Management in its Weekly Briefing.
According to Lyxor, several…

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