Opalesque Futures Briefing http://www.opalesque.com/Futures_Briefing Futures Briefing Mon, 24 Aug 2015 00:57:29 +0000 http://wordpress.org/?v=2.7.1 en hourly 1 Managed futures gain in July on financial market unrest http://www.opalesque.com/Futures_Briefing/?p=11846 http://www.opalesque.com/Futures_Briefing/?p=11846#comments Mon, 24 Aug 2015 00:57:29 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11846 The unrest in the financial market benefited managed futures traders as the Barclay CTA Index gained 0.87% in July (+0.48% YTD), data compiled by BarclayHedge said. “A rally in the value of the US Dollar sparked by the expectation of imminent Fed tightening, coupled with fears of China joining Japan and the Eurozone on the loosening bandwagon generated gains for…

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CTA/managed futures funds have grown their asset base by 16% in 2015 http://www.opalesque.com/Futures_Briefing/?p=11844 http://www.opalesque.com/Futures_Briefing/?p=11844#comments Mon, 24 Aug 2015 00:57:13 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11844 Hedge fund assets under management have increased by US$106.0 billion in the first seven months of 2015, driven by strong investor inflows totalling US$54.1 billion and roughly US$52 billion coming from performance-based gains. The CBOE Eurekahedge Relative Value Volatility Hedge Fund Index is up 5.12% year-to-date, coming in second place among all hedge fund strategic mandates.
CTA/managed futures funds have…

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Morgan Stanley Teams with Quantica For New Managed Futures UCITS Fund http://www.opalesque.com/Futures_Briefing/?p=11842 http://www.opalesque.com/Futures_Briefing/?p=11842#comments Mon, 24 Aug 2015 00:56:56 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11842 Morgan Stanley has teamed up with Swiss asset manager Quantica Capital to launch a new fund to provide exposure to Quantica’s managed futures strategy. The Quantica Managed Futures UCITS fund aims to generate attractive risk-adjusted returns by identifying medium-term trend-following market inefficiencies in diverse and liquid sectors.
This new fund will sit on the FundLogic Alternatives platform, which is the liquid…

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Building Stronger Managed Futures and Currency Portfolios: The Fort Rock Approach http://www.opalesque.com/Futures_Briefing/?p=11838 http://www.opalesque.com/Futures_Briefing/?p=11838#comments Mon, 24 Aug 2015 00:56:02 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11838 Gemini Hedge Fund Services, has partnered with Fort Rock Asset Management to launch the investment manager’s new business in managed futures, CTAs and currency managers. “Fort Rock Asset Management utilizes its experience in managed futures and currency strategies to provide investors with alternative investment solutions that are designed to perform across full market cycles,” said David Young, President of Gemini…

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Can managed futures manage rising rates? http://www.opalesque.com/Futures_Briefing/?p=11836 http://www.opalesque.com/Futures_Briefing/?p=11836#comments Mon, 24 Aug 2015 00:55:49 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11836 Rising interest rates are on the horizon … somewhere. Yield curve dynamics – including the absolute level of rates, their direction of change, and the slope of the yield curve – all play an important role in the returns for managed futures.
The cost of carry in shorting fixed-income futures means that commodity trading advisors (CTAs) may fail to profit in…

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Managed Futures May Provide Diversification http://www.opalesque.com/Futures_Briefing/?p=11834 http://www.opalesque.com/Futures_Briefing/?p=11834#comments Mon, 24 Aug 2015 00:55:31 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11834 As during the 2008 sell-off, correlations can also increase during positively trending markets, which is what we have witnessed over the past few years, ultimately decreasing the diversification benefits traditional allocations may provide. Institutional investors have long utilized managed futures strategies as a way to achieve diversification and performance potential in almost any market.
Consider some of the benefits managed…

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Catalyst Converts Auctos Managed Futures Hedge Fund Into Mutual Fund http://www.opalesque.com/Futures_Briefing/?p=11832 http://www.opalesque.com/Futures_Briefing/?p=11832#comments Mon, 24 Aug 2015 00:55:17 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11832 Catalyst Funds, an alternative-focused mutual fund company, today announced the launch of the Catalyst/Auctos Multi-Strategy Fund (ACXIX). The fund, which was started in 2007 and originally structured as a hedge fund managed by Auctos Capital Management, LLC, is Catalyst’s fourth conversion into a mutual fund product. ACXIX’s investment strategy is focused on taking both long and short positions in futures…

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RCM’s managed futures rankings http://www.opalesque.com/Futures_Briefing/?p=11830 http://www.opalesque.com/Futures_Briefing/?p=11830#comments Mon, 24 Aug 2015 00:54:59 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11830 This is a tricky one… Put too much emphasis on returns, and you penalize those who control risk. Too much emphasis on experience, and you penalize a potential new star. Too much reliance on the present, and you discount the past, too much on the past and you discount the present, and so on.
We tackle the problem with our unique…

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Crisis Alpha: Surprising Ways To Hedge Stock Portfolio Risk http://www.opalesque.com/Futures_Briefing/?p=11828 http://www.opalesque.com/Futures_Briefing/?p=11828#comments Mon, 24 Aug 2015 00:54:46 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11828 Investing in the current environment is difficult. Most, if not all, asset classes have high nominal prices, suggesting low nominal expected returns. Not exactly exciting. And for many investors who are retired and/or have near-term liquidity needs, investing in equity exposures–while necessary to generate higher expected returns–also prevents many investors from sleeping at night!
Here we examine a chart from a…

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Correlation of Equity CTAs to Traditional Equity Markets http://www.opalesque.com/Futures_Briefing/?p=11826 http://www.opalesque.com/Futures_Briefing/?p=11826#comments Mon, 24 Aug 2015 00:54:03 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=11826 When building portfolio proposals for prospective clients, aiSource thoroughly goes through all the CTAs included in the portfolio that a client may be investing in. A CTAs trading strategy, historical performance, and markets traded are some of the common things we discuss. Since most investors utilize managed futures as a non-correlated diversifier to their investment portfolio, it is very important…

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