Managed futures strategies slumped to their worst month of the year in September, with trend-following hedge funds caught out by sharp reversals in momentum across several markets and asset classes. CTAs, which aim to profit from various trends across equities,
The Power Spot Intraday market, as operated by EPEX SPOT, increased by 27 per cent in September to 9.1 TWh. The French market was the main growth driver and hit a new record on the Intraday with 943.2 GWh traded last
The Lyxor Epsilon Global Trend Fund, Metori Capital’s long-running systematic managed futures strategy, remains well up in 2020, comfortably outperforming CTA benchmarks as trend-following hedge funds were caught out by reversals across across FX, commodities and equities in recent weeks.
Brummer & Partners’ multi-strategy hedge fund flagship was on track for a marginal September rise, the Swedish hedge fund pioneer said on Friday morning, as strong gains in equities-focused funds were offset by faltering trend-following strategies – but the BMS
Hedge funds reversed a brief two-month redemption trend in May with USD800 million in industry inflows, a turnaround from April’s USD9.4 billion in redemptions, according to Barclay Fund Flow Indicator published by BarclayHedge. While the fund flow needle turned upward
Hedge funds extended 2017 gains through November, driven by ongoing US economic growth and significant merger and acquisition (M&A) activity, according to data released by HFR. The HFRI Fund Weighted Composite Index® gained +0.5 per cent in November, led by
Managed futures funds posted a second straight losing month in October, down 0.30 per cent for the month, according to the Barclay CTA Index, compiled by BarclayHedge, a division of Backstop Solutions. For the year-to-date, CTAs were up 1.53 per
Average daily transaction value on the Euronext cash order book stood at EUR8,141 million in November, up 11.0 per cent compared to November 2016 and up 13.5 per cent from the previous month. The average daily transaction value on ETFs
CTA funds posted a 1.59 per cent return in June, according to the Barclay CTA Index compiled by BarclayHedge. Year-to-date, the Index has gained 3.84 per cent through June. “Recession fears coupled with market anticipation of Fed loosening rallied prices
The Tungsten TRYCON AI Global Markets Find, which was one of the first AI-based UCITS strategies when it launched back in 2013 is up 4.1 per cent YTD in 2020. In the drawdown period up to March, when many portfolios
