Sat, May 27, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Barclay CTA Index Gains 0.15% in April (-0.60% YTD)

Thursday, May 22, 2014
Opalesque Industry Update - Managed futures gained 0.15% in April according to the Barclay CTA Index compiled by BarclayHedge. The Index is down 0.60% in 2014.

“A mid-month trend change in global equity markets kept managers on either side of the market cautious,” says Sol Waksman, founder and president of BarclayHedge.

Six of Barclay’s eight CTA indices were in positive territory in April. The Barclay Discretionary Traders Index gained 0.61%, Agricultural Traders were up 0.58%, Diversified Traders gained 0.19%, and Systematic Traders added 0.13%.

“A continuing downtrend in interest rates despite consensus predictions of rising rates coupled with a broad rally in commodity markets provided some of the better opportunities for profitable trades in April,” says Waksman.

After four months, all eight managed futures indices tracked by BarclayHedge have losses. Financial & Metals Traders are down 2.21%, Currency Traders have lost 1.75%, the Agricultural Traders Index is down 1.69%, and Systemic Traders have given up 0.84%.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, gained 0.27% in April. The BTOP50 is currently down 1.28% year to date.

Press Release

BarclayHedge

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 - Tudor Jones backs AI hedge funds, Massive hedge fund trades highlight insider buying: GE, Pentair, Tempur Sealy, Apollo Global and more, Hedge funds big wigs are buying consumer and selling tech, here's the stocks[more]

    Tudor Jones backs AI hedge funds From FT.com: Hedge fund magnate Paul Tudor Jones has invested in a brace of artificial-intelligence powered "quantitative" hedge funds, underscoring the increasing acceptance that the industry will need to turn more to technology and away from traditional

  2. Soon hedge fund investors won't bet on a man, they will bet on a machine[more]

    From Forexlive.com: The Wall Street Journal is in the midst of a 17-part series that looks at the rise of quant funds. The AUM and money invested in quant funds still trails traditional asset managers but the gap is closing. What's truly amazing is volume. Quant funds make up 27% of trading vo

  3. 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,

  4. 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

  5. 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