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Alternative Market Briefing

Computer-driven hedge funds, managed futures start the year with positive gains

Tuesday, February 23, 2016

Komfie Manalo, Opalesque Asia:

Commodity trading advisers (CTAs) that use computer programs to guide how they trade and managed futures started the year on a positive note as the Barclays CTA Index was up 0.95% in January.

In its monthly report, BarclayHedge said 70% of CTAs made money last month. Sol Waksman, founder and president of BarclayHedge, commented, "Seventy percent of CTAs were profitable in January as strong downtrends in global equities and commodities helped fuel uptrends in fixed income and the U.S. dollar."

Seven of Barclay’s eight CTA indices had positive returns in January. The Diversified Traders Index gained 1.59%, systematic traders were up 1.48%, financial/metals traders gained 1.26%, and currency traders added 0.59%.

"Rising crude oil inventories amid concerns of a global economic slowdown sparked declines in global equities, commodities, and commodity-based currencies," says Waksman and added, "Risk-off redux coupled with the Bank of Japan’s surprising announcement of negative interest rates helped drive global bond prices higher and benefitted trend followers"

The Agricultural Traders Index was the only managed futures strategy with a loss in January, giving up 0.32%.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, gained 2.83% last month.

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