BarclayHedge Blog

FAIRFIELD, Iowa, September 15, 2010– Managed futures gained 1.48% in August according to the Barclay CTA Index compiled by BarclayHedge.

“Continued weakness in sales of US residential properties and high jobless claims teamed up to diminish investor risk appetites,” says Sol Waksman, founder and president of BarclayHedge.

Read the entire Managed Futures Press Release by clicking here.

Labels: BarclayHedge press release, CTA

FAIRFIELD, Iowa, September 14, 2010– Hedge funds slid 0.29% in August according to the Barclay Hedge Fund Index compiled by BarclayHedge.

“Global equity markets beat a retreat in August as the ‘fear trade’ returned with a vigor after having been smothered by increased risk appetite in July,” says Sol Waksman, founder and president of BarclayHedge.

Read the entire Hedge Fund Press Release by clicking here.

Labels: BarclayHedge press release, hedge funds

To see the latest hedge funds, fund of funds and CTAs that have launched recently or will be launching soon click here. Fund Managers who would like to see their new fund listed on Barclay’s website and featured in the next Insider Report, can submit new fund launch press releases directly to rmiller@barclayhedge.com. Below is a list of recent fund launches:

• eStats Automated High Frequency Futures


• Oracle Investment Fund SPC


• Prosperity Quest II Fund


• Synaptic Medical Fund, L.P.

From the September 2010 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

Labels: CTA, hedge funds, New Fund Launches

By Dermot Butler, Chairman of Custom House Global Funds Services Ltd.

In his paper, Butler discusses the gaining momentum and popularity of UCITS hedge funds and sheds an insightful light on why UCITS are not necessarily the 'panacea' for the hedge fund market.

Read the full study here.

Labels: Barclay Insider Report, commodity trading advisor, CTA, flows into hedge funds, Fund Administration Research Articles, funds of hedge funds, Hedge Fund Administration, hedge fund research

By Andrew Angy, Columbia University and NBER; Sergiy Gorovyyz, Columbia University; and Gregory B. van Inwegenx, Citi Private Bank

In their article they investigate the leverage of hedge funds using both time-series and cross-sectional analysis.

Download the full article here.

From the September 2010 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

Labels: Barclay Insider Report, Barclay Insider Report Guest Article, hedge funds

Hedge funds had a positive month in July reflected by gains in seventeen of our eighteen indices. The average return for the 2,872 hedge funds (ex. FoFs) that have so far reported a July return is +1.94%. The estimates for August, along with the number of funds reporting for each of our 18 sectors can be found at the link below. These indices are being continually updated as current returns for the underlying hedge funds are recorded into our system. As of this writing, 13 of 18 hedge fund sectors are showing positive returns for August.

Commodity Trading Advisor performance for July as measured by the Barclay CTA Index averaged -0.07%. August's estimate based on the performance of the Barclay BTOP50 Index is +2.85%.

Hedge Fund Indices Managed Futures Indices

From the September 2010 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

Labels: Barclay Insider Report, commodity trading advisor, hedge fund performance

The topical study from the September 2010 issue of The Hedge Fund Flow Report. Gain insight into industry trends and hedge fund asset flows before you make your next important decision.

• Hedge fund managers have turned markedly bearish on equities. About 47% of the 104 managers we surveyed in the past week are bearish on the S&P 500, up sharply from 33% in July. Bullish sentiment decreased to 17% from 34%.
  
• Commitment of Traders Reports and Short Interest indicate hedge fund managers have a more neutral position on equities. We suspect this is because the July rally forced many managers to cover short positions, and they are probably waiting for volume to pick up in September to place large trades.
  
• Hedge fund managers are upbeat on 10-year Treasuries. Bullish sentiment clocks in at 36%, while bearish sentiment reads only 17%. Managers are split about the U.S. dollar, as 29% are bullish and 29% are bearish.
  
  Accredited investors can read the entire article for free.
  
  From the September 2010 issue of The Hedge Fund Flow Report. The Hedge Fund Flow Report combines the accuracy of the BarclayHedge database with the analytical insight of TrimTabs Investment Research. The report is generated by TrimTabs Investment Research using the most current data on thousands of hedge funds. An annual subscription includes 12 monthly updates as well as a spreadsheet containing historical flow aggregates by category.
  
  To download a free sample of the entire TrimTabs Hedge Fund Flow Report, simply fill out this short request form.

Labels: CTA, Hedge Fund Flow Topical Study, hedge funds

New York, NY – September 7, 2010 – TrimTabs Investment Research and BarclayHedge reported that the hedge fund industry posted an estimated outflow of $2.9 billion, or 0.2% of assets, in July 2010, the second straight outflow as well as the third in four months.  Industry assets sank to $1.53 trillion, the third straight decrease and the lowest level since November 2009.

“Hedge funds posted a positive return in July, but they did not regain the ground they lost in May and June,” said Sol Waksman, founder and President of BarclayHedge.  “They also underperformed the S&P 500 by five percentage points.”

Read the entire TrimTabs Asset Flows into Hedge Funds Press Release by clicking here.

Labels: BarclayHedge press release, CTA, flows into CTAs, flows into hedge funds, hedge fund flows, hedge fund research, hedge funds

New York, NY – August 30, 2010 – Only 17% of hedge fund managers are bullish on the S&P 500, according to the TrimTabs/BarclayHedge Survey of Hedge Fund Managers for August. About 47% of the 104 hedge fund managers surveyed in the past week are bearish on stocks, up markedly from 33% in July.

“Bearish sentiment skipped sharply higher, and bullish sentiment plunged,” said Sol Waksman, founder and president of BarclayHedge. “Meanwhile, short interest is heaviest in the most cyclical sectors, and from a seasonality standpoint September is far and away the worst month of the year for stocks. The developments hedge fund managers are telegraphing bode ill for equities.”

Read the entire TrimTabs Asset Flows into Hedge Funds Press Release by clicking here.

Labels: BarclayHedge press release, CTA, flows into CTAs, flows into hedge funds, hedge fund flows, hedge fund research, hedge funds