Thu, Apr 19, 2018
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Barclay CTA Index gains 1.03% in February (+1.32% YTD); volatile currency markets challenge traders

Wednesday, March 19, 2014
Opalesque Industry Update - Managed futures gained 1.03% in February according to the Barclay CTA Index compiled by BarclayHedge. The Index is up 0.39% in 2014.

“A late-month rally in commodity prices and the continued uptrend in US Treasuries contributed to a profitable month for most CTAs,” says Sol Waksman, founder and president of BarclayHedge.

Five of Barclay’s eight CTA indices had gains in February. The Barclay Diversified Traders Index was up 1.73%, Systematic Traders gained 1.25%, Financial & Metals Traders were up 0.58%, and the Discretionary Traders Index rose 0.24%.

Currency Traders lost 1.17% in February, and the Agricultural Traders Index was down 0.50%.

“Trading the currency markets proved difficult in February, as unanticipated weakening of China’s renminbi and strength of the euro, yen and Australian dollar against the US dollar contributed to losses,” says Waksman.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, lost 0.24% in February. The BTOP50 is now down 2.19% year to date.

What do you think?

   Use "anonymous" as my name    |   Alert me via email on new comments   |   
Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing

 



  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. News Briefs - Agio launches cybersecurity suite for alternatives, Mother who ditched her hedge fund career to set up a healthy snack brand from her kitchen table now has a GBP 1.75m business[more]

    Agio launches cybersecurity suite for alternatives Agio, a provider of managed IT and cybersecurity services for the financial services, healthcare, and payments industries, announced today that it will launch Agio SkySuite, a fully-hosted public cloud productivity and cybersecurity suite

  2. Investing - Sequoia takes Facebook stake as shares slide in data controversy, $1.4b hedge fund sees intact fundamentals for Facebook, Jim Cramer reveals some 'suggested hedge fund trades' amid the Trump tariffs[more]

    Sequoia takes Facebook stake as shares slide in data controversy From Bloomberg.com: The $4.2 billion Sequoia Fund bought a small position in Facebook Inc. as the stock slid late in the first quarter, investment manager Ruane, Cunniff & Goldfarb told clients. "The recent controversy enab

  3. Activist Investors - Blue Sky-owned Wild Breads faces uncertain future[more]

    From AFR.com: A Blue Sky private equity investment in artisan-style baker Wild Breads enjoyed multiple valuation upgrades despite losing millions and breaching its lending covenants, accounts lodged with the regulator last week show. Wild Breads lost $2.4 million in 2017, but Blue Sky ascribed a hig

  4. Opalesque Exclusive: Barnegat to close hedge fund to outside investors on weak opportunities[more]

    Komfie Manalo, Opalesque Asia: Bob Treue's Barnegat Fund Management said it is closing its $666m fixed income relative value hedge fund to outside investors. "The negative side to gains in Fixed Income Arbitrage is that unless we find new opportunit

  5. Investing - Hedge fund makes a big bet on malls, British hedge fund manager Odey short UK government bonds on QE bet[more]

    Hedge fund makes a big bet on malls From Barrons.com: The dominant narrative on American shopping malls is that they're dead. Crushed by Amazon.com, many brick-and-mortar retail stores are destined for bankruptcy. And where is the most retail, clustered all together? Malls. From a