CTA and Managed Futures Industry
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A new world for bonds

A new world for bonds | CTA and Managed Futures Industry | Scoop.it
IMAGINE that the stockmarket was divided into two. The big investment banks—Goldman Sachs, Morgan Stanley and Bank of America Merrill Lynch—would create lists of...
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An honest update on the trend-following landscape

An honest update on the trend-following landscape | CTA and Managed Futures Industry | Scoop.it
Trend-following is the most prevalent strategy utilised throughout the managed futures industry.
What is the best way to objectively analyse, measure, and compare the performance of a particular group of trend-following CTAs?
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Trend giants end Q3 with best returns since 2008

Trend giants end Q3 with best returns since 2008 | CTA and Managed Futures Industry | Scoop.it
Large trend-followers ended the third quarter with their best returns since 2008, according to Newedge’s benchmark.
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CTAs top Ucits performance chart

CTAs top Ucits performance chart | CTA and Managed Futures Industry | Scoop.it
CTAs delivered the best hedge fund returns in the Ucits space during the past week and remain the strongest month-to-date, according to Alix Capital’s investable indices.
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Long-term CTAs top Lyxor hedge fund indices

Long-term CTAs top Lyxor hedge fund indices | CTA and Managed Futures Industry | Scoop.it
Long-term CTAs top Lyxor’s hedge fund performance charts for May, according to a weekly update.
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Exclusive: Gavekal reaches $100m milestone in CTA Ucits

Exclusive: Gavekal reaches $100m milestone in CTA Ucits | CTA and Managed Futures Industry | Scoop.it
Gavekal Investments, the Luxembourg-based systematic manager, has reached $101m in assets in its Ucits CTA strategy after launching last year, CTA Intelligence can reveal.
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Exclusive: Monaco family office plans CTA increase

Exclusive: Monaco family office plans CTA increase | CTA and Managed Futures Industry | Scoop.it
Saint Leonard, a Monaco-based family office, is keen to increase its CTA exposure, HFMWeek has learned.
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CTA health barometer

CTA health barometer | CTA and Managed Futures Industry | Scoop.it
Almost half way through the year and performance for the CTA sector is looking more encouraging.
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Exclusive: Equinox launches BlueCrest ’40 Act trend fund

Exclusive: Equinox launches BlueCrest ’40 Act trend fund | CTA and Managed Futures Industry | Scoop.it
Equinox is launching a BlueCrest trend-following ’40 Act fund, CTA Intelligence can reveal.
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Exclusive: Systematic Alpha preps Ucits fund

Exclusive: Systematic Alpha preps Ucits fund | CTA and Managed Futures Industry | Scoop.it
New York-based Systematic Alpha Management is readying the launch of a managed futures Ucits fund, CTA Intelligence has learned.
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Discretionary CTA launches doubled in 2013, Preqin research

Discretionary CTA launches doubled in 2013, Preqin research | CTA and Managed Futures Industry | Scoop.it
The numbers of discretionary CTA launches doubled in 2013 as performance weighed on systematic strategies, according to latest Preqin research.
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This has been a bad hedge fund "trend" - CNBC.com

This has been a bad hedge fund "trend" - CNBC.com | CTA and Managed Futures Industry | Scoop.it
CNBC.com
This has been a bad hedge fund "trend"
CNBC.com
The problem is that many investors have decided to yank money from the so-called "trend following" strategy, also known as managed futures or commodity trading advisors.
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CTAs should not be written off - COOConnect

CTAs should not be written off - COOConnect | CTA and Managed Futures Industry | Scoop.it
CTAs should not be written off COOConnect Many of these trend following managers have struggled to generate decent performance as Central Banks continue to inject capital into the financial system which has led to diminished volatility, while near...
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Mean reverting market behaviour

Mean reverting market behaviour | CTA and Managed Futures Industry | Scoop.it
In our previous research pieces, we have argued that much of the alpha evidenced in the hedge fund and CTA industries is not the result of skill but the result of exposure to tail risk in central bank influenced markets You need to be logged in to...
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Three reasons for managed futures and macro…Now

Three reasons for managed futures and macro…Now | CTA and Managed Futures Industry | Scoop.it
Managed futures and global macro strategies have been laggards since their shining performance amidst the investment wreckage of 2008.
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Exclusive: Graham Capital prepares tactical trend Ucits fund - HFMWeek magazine

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Turning tide

Turning tide | CTA and Managed Futures Industry | Scoop.it
Asset flow reports have made for gloomy reading for CTAs in recent months.
Managed futures shed nearly $1bn in assets in March to record their heaviest quarterly outflow in five years, according to BarclayHedge/TrimTabs Investment Research.
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Kempen mulls return to CTAs

Kempen mulls return to CTAs | CTA and Managed Futures Industry | Scoop.it
Dutch asset manager Kempen Capital Management may consider adding CTAs to its FoHFs later this year, CTA Intelligence has learned.
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Central bank footprints in CTA markets

Central bank footprints in CTA markets | CTA and Managed Futures Industry | Scoop.it
Investor interest in CTAs reached all time highs following the financial crisis in 2008.
Over the previous decade, CTA’s had admirably lived up to their mantra of providing uncorrelated returns to traditional asset investments.
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CTA outflows resume in May

CTA outflows resume in May | CTA and Managed Futures Industry | Scoop.it
Asset flows in CTA and managed futures strategies turned negative again in May despite strong performance in the month and a net inflow in April, according to Eurekahedge data.
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Buying the drawdown in CTAs

Buying the drawdown in CTAs | CTA and Managed Futures Industry | Scoop.it
Matthew Bradbard, vice president of managed futures & alternatives, RCM Asset Management
With the equity markets at record highs and bond yields near record lows, there has arguably never been a better time to diversify into alternatives.
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Platform builders

Platform builders | CTA and Managed Futures Industry | Scoop.it
Increasing investor demand for transparency and segregated accounts has driven a steady rise in the managed account universe in recent years. And managed futures strategies have been better placed than many to fit the trend.
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Managed futures outflows persist for ninth month

Managed futures outflows persist for ninth month | CTA and Managed Futures Industry | Scoop.it
Managed futures strategies suffered a ninth month of consecutive outflows in May as positive investment sentiment returned to macro funds, according to eVestment data.
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Managed futures gained 0.9% in May, BarclayHedge confirms

Managed futures gained 0.9% in May, BarclayHedge confirms | CTA and Managed Futures Industry | Scoop.it
Managed futures gained 0.87% in May to return to the black YTD, according to the Barclay CTA Index.
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Capital weighted benchmarks might have a negative effect on managed futures ... - Investment Europe

Capital weighted benchmarks might have a negative effect on managed futures ... - Investment Europe | CTA and Managed Futures Industry | Scoop.it
Capital weighted benchmarks might have a negative effect on managed futures ...
Investment Europe
Commodity markets are struggling with high volatility and most trend-following managed futures funds are presently underperforming equities.
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