Opalesque Futures Briefing » Index http://www.opalesque.com/Futures_Briefing Futures Briefing Sun, 20 Nov 2016 23:09:55 +0000 http://wordpress.org/?v=2.7.1 en hourly 1 When active investors need to get away from indices http://www.opalesque.com/Futures_Briefing/?p=13207 http://www.opalesque.com/Futures_Briefing/?p=13207#comments Sun, 13 Nov 2016 23:16:31 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=13207 Thijs Hovers, co-portfolio manager and co-owner of Lucerne Capital said that active investors need to get away from indices when they are trying to find out where the growth is in Europe. Speaking at the latest Opalesque 2016 New York Roundtable, Hovers explained that a large part of European equity indices are banks, which are suffering from low net interest…

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Activist Hedge Funds Continue To Climb, Managed Futures Fall http://www.opalesque.com/Futures_Briefing/?p=13197 http://www.opalesque.com/Futures_Briefing/?p=13197#comments Sun, 30 Oct 2016 23:03:52 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=13197 Average hedge funds industry performance was +0.73% in September, +2.91% in Q3 and +4.40 YTD 2016. Managed futures posted the only negative aggregate strategy return in September. The managed futures segment may be facing a difficult stretch for investor flows in Q4. The universe accepted more money than any other in 2016, through August, and its asset collection was behind…

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Barclay CTA Index down 0.40% in September (+0.10% YTD) http://www.opalesque.com/Futures_Briefing/?p=13195 http://www.opalesque.com/Futures_Briefing/?p=13195#comments Sun, 30 Oct 2016 23:03:21 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=13195 Managed futures traders lost 0.40% in September according to the Barclay CTA Index compiled by BarclayHedge. The Index is up 0.10% year to date. “The US Fed, in spite of its hawkish tone, opted to hold rates steady which roiled financial markets,” says Sol Waksman, founder and president of BarclayHedge.
Seven of Barclay’s eight CTA indices had losses in September. The…

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Managed Futures Fall in September http://www.opalesque.com/Futures_Briefing/?p=13165 http://www.opalesque.com/Futures_Briefing/?p=13165#comments Sun, 16 Oct 2016 22:10:24 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=13165 Average hedge fund industry performance was +0.73% in September, +2.91% in Q3 and +4.40 YTD 2016, says eVestment. Managed futures posted the only negative aggregate strategy return in September. Macro hedge fund performance was similarly distributed to managed futures in September, basically half posting gains versus losses, however the universe produced slightly positive returns.
The managed futures segment may be facing…

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Wilshire Liquid Alternative IndexSM: CTA Suffers http://www.opalesque.com/Futures_Briefing/?p=13163 http://www.opalesque.com/Futures_Briefing/?p=13163#comments Sun, 16 Oct 2016 22:10:02 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=13163 The Wilshire Liquid Alternative Global Macro IndexSM, which includes systematic, discretionary, commodity and currency funds, ended negative for September, returning -0.46%, underperforming the HFRX Macro/CTA Index’s -0.15% return. CTAs suffered at the hands of trend reversals in energy prices and fixed income, while choppy currency markets caused trouble for managers.
“While Discretionary managers posted negative returns on the month, they did…

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Managed Futures Up in September http://www.opalesque.com/Futures_Briefing/?p=13161 http://www.opalesque.com/Futures_Briefing/?p=13161#comments Sun, 16 Oct 2016 22:09:40 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=13161 Multi-strategy and CTA/managed futures hedge funds were up in September gaining 0.47 per cent and 0.33 per cent respectively during the month, according to the MSCI AC World Index (Local).
The performance of CTA/managed futures managers was led by exposure into long energy, commodities and short GBP/USD positions with underlying commodity hedge funds, represented by the Eurekahedge Commodity Hedge Fund Index…

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Trend reversals lead to losses as managed futures drops 1.52% in August http://www.opalesque.com/Futures_Briefing/?p=13083 http://www.opalesque.com/Futures_Briefing/?p=13083#comments Mon, 26 Sep 2016 05:04:09 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=13083 Trend reversals in August have led managed futures traders to lose 1.52% last month according to the Barclay CTA Index compiled by BarclayHedge. The Index is up 0.62% year to date.”Fed chairman Yellen’s unexpectedly hawkish comments at the Jackson Hole symposium precipitated trend reversals in global bond and currency markets,” said Sol Waksman, founder and president of BarclayHedge.
All eight of…

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Eurekahedge reports CTAs see strongest interest from investors http://www.opalesque.com/Futures_Briefing/?p=13081 http://www.opalesque.com/Futures_Briefing/?p=13081#comments Mon, 26 Sep 2016 05:03:51 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=13081 The September 2016 Eurekahedge Report finds that, over August, hedge funds witnessed their fourth consecutive month of outflows with investor redemptions totalling USD23.8 billion during this period.
However, total hedge fund assets have grown by USD17.6 billion over the past eight months with the industry’s total assets currently standing at USD2.26 trillion, the firm says. Eurekahedge writes that the USD800…

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CTA/managed futures declines in August http://www.opalesque.com/Futures_Briefing/?p=13079 http://www.opalesque.com/Futures_Briefing/?p=13079#comments Mon, 26 Sep 2016 05:03:33 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=13079 The performance of the average hedge fund was flat in August, based on the Eurekahedge Index, which returned 0.03 percent for the month. CTA/managed futures and macro hedge funds were the main drivers for the weaker performance, data provider Eurekahedge said in its September report.
v“While August was a relatively quiet month, central bank actions dominated the trading scene, especially towards…

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Lyxor: Hedge Fund Index Dips 0.8% on CTA Reversal http://www.opalesque.com/Futures_Briefing/?p=13077 http://www.opalesque.com/Futures_Briefing/?p=13077#comments Mon, 26 Sep 2016 05:03:11 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=13077 Hedge funds slipped during the week ended September 13 as market concerns about the Fed’s timing and increasing uncertainty about the presidential election negatively impacted both equity and bond markets, according to Lyxor Asset Management’s Weekly Brief.
CTAs were hit the hardest, falling by a material 5.8% as they were largely net long both stocks and bonds at the start…

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