Opalesque Futures Briefing http://www.opalesque.com/Futures_Briefing Futures Briefing Mon, 25 May 2015 00:10:13 +0000 http://wordpress.org/?v=2.7.1 en hourly 1 Barclay CTA Index down 1.27% in April http://www.opalesque.com/Futures_Briefing/?p=11537 http://www.opalesque.com/Futures_Briefing/?p=11537#comments Mon, 25 May 2015 00:10:13 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11537 Managed futures traders lost 1.27 per cent in April according to the Barclay CTA Index compiled by BarclayHedge. The Index is up 2.22 per cent year to date. “Sharp trend reversals in commodity and bond markets, coupled with a rapid unanticipated decline in the value of the US Dollar, led the Barclay CTA Index to its worst month since May…

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eVestment: Hedge Fund AUM Reaches $3.125T in April http://www.opalesque.com/Futures_Briefing/?p=11535 http://www.opalesque.com/Futures_Briefing/?p=11535#comments Mon, 25 May 2015 00:09:52 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11535 Assets under management in the hedge fund industry increased 0.71% to $3.125 trillion in April, according to new data from research firm eVestment. Investors added an aggregate $12.2 billion of new capital to the industry during the month, while performance increased AUM by an estimated $9.9 billion, according to eVestment’s research.
Investors continued to allocate to managed future strategies in April,…

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Emerging markets and CTAs http://www.opalesque.com/Futures_Briefing/?p=11533 http://www.opalesque.com/Futures_Briefing/?p=11533#comments Mon, 25 May 2015 00:09:26 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11533 Hedge funds continued to produce positive returns for the fourth consecutive month of the year. The Eurekahedge Hedge Fund Index was up 0.99 percent in April, trailing equities such as its benchmark MSCI World Index which gained 1.25 percent during the month. Macro and CTA/managed futures funds were the worst performers during the month, down 0.61 percent and 1.38 percent,…

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Managed futures inflows continue in April http://www.opalesque.com/Futures_Briefing/?p=11531 http://www.opalesque.com/Futures_Briefing/?p=11531#comments Mon, 25 May 2015 00:09:10 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11531 Investors continued to allocate to managed futures strategies in April as performance dipped on market reversals. The universe took in an estimated $1.1bn in net inflows during the month, according to latest analysis by Atlanta-based eVestment.
It brings total inflows to managed futures this year $9.6bn, including $8.5bn in the first quarter. Managed futures strategies have now enjoyed four consecutive months…

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A portfolio strategy that goes all in for alts to dial down market risk http://www.opalesque.com/Futures_Briefing/?p=11529 http://www.opalesque.com/Futures_Briefing/?p=11529#comments Mon, 25 May 2015 00:08:55 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11529 For a lot of financial advisers, a 5% or 10% allocation to alternative investments is still viewed either as pushing the limits or as checking off the box for having some exposure to alternatives. But what about a 45% allocation that represents the core of a client’s investment portfolio?
The core of the portfolio, which is designed to be a static…

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The Top 10 Managed Futures Performers of April http://www.opalesque.com/Futures_Briefing/?p=11526 http://www.opalesque.com/Futures_Briefing/?p=11526#comments Mon, 25 May 2015 00:08:23 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11526 While one month’s performance is no way to judge an investment that has 3 to 5 year cycles, a glance at who’s doing well in the different environments month to month can be a useful data point at times. Here’s the top managed futures performers (by return only) for the month gone by:
These programs are not necessarily recommended by Attain.…

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Investors stick to bets as dollar, bonds slip http://www.opalesque.com/Futures_Briefing/?p=11524 http://www.opalesque.com/Futures_Briefing/?p=11524#comments Mon, 25 May 2015 00:08:07 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11524 The dollar’s four-week decline and a slump in bond prices has upset some assumptions about where global financial markets are heading, but haven’t deterred most investors from staying faithful to their bets. Some managed futures funds that focus on financial futures and options suffered steep losses during the initial market move as well.
In the last 30 days, managed futures…

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Fund’s troubles a cautionary tale http://www.opalesque.com/Futures_Briefing/?p=11522 http://www.opalesque.com/Futures_Briefing/?p=11522#comments Mon, 25 May 2015 00:07:52 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11522 The founder and manager of a fund has been charged with fraud by the U.S. attorney’s office last December. But investors meanwhile can’t get out of the fund, can’t be quite sure how much their shares are worth and can’t tell if any real help is on the way.
About the only thing worse than learning you have been ripped off…

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Planning a Response to an Unpredicatable Market http://www.opalesque.com/Futures_Briefing/?p=11520 http://www.opalesque.com/Futures_Briefing/?p=11520#comments Mon, 25 May 2015 00:07:37 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11520 The important part of a traditional stock and bond portfolio is not its regular volatility, but its vulnerability to cataclysmic events. Liquid alternative investments (i.e. managed futures, global-macro, event-driven), on the contrary, by the nature of their strategy pays tiny costs of exposure to the market during directionless and/or states of equilibrium, while anticipating large profits during strong directional moves…

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Futures vs ETFs 4 Months In http://www.opalesque.com/Futures_Briefing/?p=11518 http://www.opalesque.com/Futures_Briefing/?p=11518#comments Mon, 25 May 2015 00:07:20 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11518 How the numerous commodity ETFs which have sprung onto the scene the past few years are tracking a simple strategy of just buying the December futures market of that commodity, under the theory that the ETF will have to roll their positions periodically throughout the year, and in doing so take on costs the simple strategy does not have.
How the…

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