Thu, Aug 22, 2019
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

Barclay CTA Index gains 1.65% in March

Wednesday, April 17, 2019

Laxman Pai, Opalesque Asia:

Managed futures remained in positive territory in March with a 1.65% return for the month according to the Barclay CTA Index.

March's CTA fund performance brought managed futures back into the black for the year, with a 1.48% year-to-date return through the end of the month, BarclayHedge said.

All of the sectors tracked by Barclay CTA Indices were positive for March and posted positive year-to-date returns through March 31 as well.

"Broad rallies in three of the four major trading sectors; equities, bonds, and currencies, provided a tide that lifted all ships," said Sol Waksman, president of BarclayHedge.

"Commodity markets were mixed as crude oil rose and crop prices declined. Seventy-two percent of CTAs that have reported a March return as of today were profitable for the month," he added.

Cryptocurrency Traders Index up 6.81%

The Cryptocurrency Traders Index was the pacesetter in March with a 6.81% monthly return. The MPI Barclay Elite Systematic Traders Index posted a 3.33% return for March, while the Diversified Traders Index returned 2.29%.

The Systematic Traders Index registered a 2.22% return in March while the Financial/Metals Traders Index returned 1.75%.

"Many CTA sectors continued to benefit from energy trading opportunities in March," said Waksman. "Meanwhile specialist sectors were lifted by hopeful signs in U.S.-China trade talks that turned some metals and agricultural commodity markets mo......................

To view our full article Click here

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. 6 out of 10 investors seek to move assets from UK amid brewing of perfect storm[more]

    Opalesque Industry Update - Six out of 10 investors are now actively seeking to move assets out of Britain as a perfect storm looks set to hit the UK economy, reveals a new poll. The survey of more than 740 clients carried out by deVere Group, one of the world's largest independent financial

  2. Investing: Hedge funds take record short bets against Aston Martin, Investor sentiment reaching reversal point, says Lipper,It's time to buy into this long-suffering strategy, Investors, 'starved for returns,' flood private markets in search of high-growth opportunities[more]

    Hedge funds take record short bets against Aston Martin From FT: Hedge funds have taken record short positions in the debt and equity of Aston Martin, betting that the luxury carmaker will continue to struggle after one of the most disastrous stock market debuts of recent years.

  3. Crayhill Capital Management closes $100M transportation financing in Mexico[more]

    Bailey McCann, Opalesque New York: Private credit shop Crayhill Capital Management is providing a senior secured credit facility of up to $100 million to Mutuo Financiera, a vehicle fleet leasing company focused on clean energy passenger transportation in Mexico. Crayhill Capital Management is l

  4. People: Swedish AM hires long/short equity veteran, Cambridge University recruits new CIO from family office[more]

    Swedish AM hires long/short equity veteran From City Wire: Swedish asset manager Catella has hired Mattias Nilsson as a new portfolio manager to focus on long/short investing, the firm has announced. Nilsson will start on 26 August and will be part of the firm's long/short equity capabi

  5. Tech: European Central Bank confirms website hack and data breach, Google warns BILLIONS of website passwords have been hacked - how to check yours now, Jeffrey Tarrant saw artificial intelligence as the future of managing money[more]

    European Central Bank confirms website hack and data breach The European Central Bank (ECB), the central bank of the 19 European countries which have adopted the euro, has shut down a compromised website after it discovered that hackers had planted malware that stole information from ne