Mon, May 29, 2017
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. Investing - China's HNA wants to invest in Value Partners, Risk parity investors reap rewards from rebalancing act, SoftBank's $100 billion tech fund rankles VCs as valuations soar[more]

    China's HNA wants to invest in Value Partners From Reuters.com: HNA Group has alighted on a logical, if pricey, target in Hong Kong. The deal-hungry Chinese travel conglomerate known for overpaying wants to invest in Value Partners, one of Asia's few sizeable independent asset managers,

  2. Opalesque Exclusive: Investors warm to ESG, but seek standardization[more]

    Bailey McCann, Opalesque New York: Asset managers and asset owners plan to double their investment in Environmental, Social and Governance (ESG) driven strategies over the next two years, according to a survey from BNP Paribas Securities Services. The report, "Great Expectations: ESG - what's nex

  3. Opalesque Roundtable: France's hidden strengths in AI and machine learning[more]

    Komfie Manalo, Opalesque Asia: All nations offer their strengths and weaknesses, but one that is undisputed is the quality of the French scientists, claimed Guillaume Vidal, co-founder of French technology startup Walnut Algorithms at the

  4. AI-based hedge fund brings machine learning investing to masses[more]

    Komfie Manalo, Opalesque Asia: Machine learning-based hedge fund firm Greyfeather Capital is trying to bring artificial intelligence investing to the masses with its plan to expand beyond the limited reach of the alternative investments space. "We're excited to bring AI technology to traditio

  5. Outlook - Iconic hedge fund manager Seth Klarman says investors are missing huge risks, Paul Singer warns of a world at risk[more]

    Iconic hedge fund manager Seth Klarman says investors are missing huge risks From Businessinsider.com: An iconic hedge fund manager says investors are misperceiving risks in the markets - at a time when markets are hitting historic highs. Baupost Group's Seth Klarman laid out his concern