Managed futures traders lost 1.52 per cent in August, according to the Barclay CTA Index compiled by BarclayHedge. The index is up 0.62 per cent year to date. “Fed chairman Yellen’s unexpectedly hawkish comments at the Jackson Hole symposium
The flash estimate for the Barclay CTA Index, compiled by BarclayHedge, indicates a 2.89 per cent loss in February. Year to date, the Index is down 0.33 per cent. “Although the month was marked by a mix of trend extensions
After a solid performance in July, the UCITS HFS Index has continued its recovery with a gain of 0.12 per cent in August 2016. The broad index started positively into the month with a performance of 0.12 per cent in
The gross return of the SS&C GlobeOp Hedge Fund Performance Index in February 2018 measured -0.88 per cent. Hedge fund flows as measured by the SS&C GlobeOp Capital Movement Index meanwhile, advanced 0.42 per cent in March. “SS&C GlobeOp’s Capital Movement Index
The average return of the global hedge fund industry was pulled into negative territory in February as markets experienced sharp reversals, with trend following CTA/managed futures and long/short equities strategies lagging behind the pack. That’s according to the latest figures
Hedge Funds lost 1.53 per cent in February according to the Barclay Hedge Fund Index compiled by BarclayHedge, versus a 3.69 per cent decline in the S&P 500 Total Return Index. Year to date, the Barclay Index remains up 0.52 per cent,
Hedge funds were flat to marginally negative at 0.06 per cent during the month of August, with much of this weakness led by underlying CTA/managed futures and macro mandated hedge funds, according to data released by EurekaHedge. On the other
The Lyxor Hedge Fund Index was up 0.14 per cent in August, with seven out of 10 Lyxor indices ending the month in positive territory. The summer lull supported hedge funds, with merger arbitrage and fixed income and credit managers
Options volume in August totalled 322.7 million contracts, 4.5 per cent higher than July’s volume but 24 per cent lower than August 2015, according to TABB Options LiquidityMatrix (OLM). In July and August 2016, traders swapped 631.6 million total contracts,
The latest performance data for Societe General Prime Services CTA Indices shows that August was a difficult month for CTA strategies, with all managed futures indices in the red and 19 out of the 20 CTA Index constituent strategies ending
