Tuesday, March 9, 2010
U.S. Dollar Favorite Currency Investment of Hedge Fund Managers in Near Term; Few Fund Managers Expect Greek Sovereign Debt Crisis to Lead to Destruct
New York, NY – March 9, 2010 – TrimTabs Investment Research and BarclayHedge reported that the U.S. dollar is the currency on which hedge fund managers are most bullish in the near term. Six in 10 fund managers cite the greenback as their preferred currency investment over the next three months, according to the February TrimTabs/BarclayHedge Currency Survey of Hedge Fund Managers.
“The debt crisis in Greece, the creditworthiness of other countries in Europe, and the U.S. dollar rally have market participants focused on currencies,” said Vincent Deluard, Global Equity Strategist at TrimTabs. “We think currencies will dominate other investment themes throughout 2010.”
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
Monday, March 8, 2010
Hedge Funds Post Inflow of $7.1 Billion in January; Hedge Fund Assets Stand at $1.5 Trillion
New York, NY – March 8, 2010 – TrimTabs Investment Research and BarclayHedge reported that all hedge funds posted an estimated inflow of $7.1 billion, or 0.5% of assets, in January 2010. Total hedge fund assets stand at $1.5 trillion, up 23.6% from the April 2009 low, thanks to an unprecedented 11-month winning streak.
“January bucked the trend,” said Sol Waksman, CEO of BarclayHedge. “The first month of the year typically delivers a redemption-driven outflow. The fact that hedge funds managed to attract money is a good sign.”
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
Tuesday, February 9, 2010
Hedge Funds Post Outflow of $3.8 Billion in December; Hedge Fund Assets Hit 12-Month High of $1.5 Trillion
New York, NY – February 9, 2010 – TrimTabs Investment Research and BarclayHedge reported that all hedge funds posted an estimated outflow of $3.8 billion in December 2009. December’s outflow is the industry’s first since July 2009. At the same time, hedge fund assets grew to a 12-month high of $1.5 trillion thanks to an unprecedented 10-month winning streak.
“December’s relatively small outflow is almost certainly seasonal, a product of quarter-end and year-end redemptions,” said Sol Waksman, CEO of BarclayHedge. “Hedge funds experienced outflows in December in each of the past five years, and we suspect inflows have already resumed.”
In addition, funds of hedge funds posted an estimated outflow of $6.3 billion in December, bringing redemptions for all of 2009 to $180.9 billion. Funds of funds returned only 10.24% in 2009, less than half of the industry’s average 23.9% gain. “Funds of hedge funds turned extremely risk-averse after the late 2008 sell-off,” said Vincent Deluard, Global Equity Strategist at TrimTabs. “Their conservative strategy allocation and large cash balances hurt their returns during this rebound.”
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
Thursday, January 14, 2010
Hedge Fund Inflows Hit 18 Month High of $18.7 Billion in November; Hedge Fund Launches Fell to Record Low in 2009
New York, NY – January 12, 2010 – TrimTabs Investment Research and BarclayHedge reported that all hedge funds posted an estimated inflow of $18.7 billion in November, more than double the inflow of $8.2 billion in October. The inflow in November was the largest since May 2008.
“Flows into hedge funds are back to pre-crisis levels,” said Sol Waksman, CEO of BarclayHedge. “Nevertheless, the inflow of $54 billion in the latest four months reversed only a small portion of the redemptions of $402 billion from September 2008 through July 2009.”
In addition, funds of hedge funds took in $4.9 billion in November, their first significant inflow since March 2008.
Read the entire TrimTabs Asset Flows into Hedge Funds Press Release by clicking here.
Labels: BarclayHedge press release, flows into CTAs, flows into hedge funds, hedge fund flows, hedge fund research, hedge funds
Tuesday, November 10, 2009
The End of Emerging Markets?
In their paper they explore how distinctions between emerging and developing markets are disappearing. Yet, there is one measure by which there is still a distinction, and for that reason, investors should focus more on emerging markets than developed markets.
Download the full article here.
From the November 2009 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 fund research, hedge funds
Do Hedge Fund Managers have Stock-Picking Skills?
In his paper he studies novel data, from a confidential website, where a select group of fundamental-based hedge fund managers share investment ideas. Evidence suggests that the managers’ long recommendations earn economic and statically significant long-term abnormal returns.
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From the November 2009 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 fund research, hedge funds
Tuesday, October 6, 2009
On the Consistency of Hedge Fund Indexes Across Providers
In his paper, he defines a procedure for analyzing the consistency of hedge fund index returns among hedge fund data providers.
Download the full article here.
From the October 2009 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 fund research, hedge funds
Friday, September 11, 2009
Applying a Global Optimization Algorithm to Fund of Hedge Funds Portfolio Optimization
In their paper they evaluate the value of global search optimization algorithms applied to fund of hedge fund portfolios.
Download the full article here.
From the September 2009 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, FoF, hedge fund research
Tuesday, August 11, 2009
What is the Optimal Number of Managers in a Fund of Hedge Funds?
In their paper they investigate the level and the determinants of the optimal number of hedge fund managers in a fund of hedge funds, and analyze its impact on performance.
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From the August 2009 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 fund performance, hedge fund research, hedge funds
Thursday, July 9, 2009
Investor Irrationality and Closed-End Hedge Funds
In his paper, he finds that while investors act rationally most of the time, many acted irrationally when faced with the worsening economic conditions in the second half of 2008.
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From the July 2009 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 fund research, hedge funds
Monday, February 9, 2009
Selectivity and Timing Performance of Funds of Hedge Funds: A Time-Varying Approach
Their paper presents evidence that selectivity and timing performance can be regarded as a good discriminating factor for superior funds of hedge funds.
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From the February 2009 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, FoF, funds of hedge funds, hedge fund performance, hedge fund research
Tuesday, February 3, 2009
BarclayHedge and SwissAnalytics Team Up to Offer Hedge Fund Due Diligence
BarclayHedge and SwissAnalytics join forces, providing hedge fund investors a one-stop-shop for full-scale hedge fund due diligence.
Investors receive a one-time 10% discount on their first completed due diligence report if ordered over BarclayHedge’s website.
Labels: BarclayHedge press release, hedge fund research, hedge fund risk, hedge funds
Monday, January 12, 2009
Have Hedge Fund Investors Become More Sensitive to Management Fees?
With trading losses and redemptions shriveling the assets managed by hedge funds, we decided to take a closer look at hedge fund fees. Is the current crisis helping lower-fee funds? How sensitive are hedge fund returns to management fees?
Funds with fees between 1% and 2% gain market share at the expense of very low fee funds over the past eight years. There is no evidence of a shrinkage of higher fee funds.
Two trends emerged over the past eight years . .
Labels: CTA, Hedge Fund Flow Topical Study, hedge fund research, hedge funds
Friday, January 9, 2009
Recovering Delisting Returns of Hedge Fund
Their paper examines the issue of hedge fund performance estimation when a fund has stopped reporting returns to a commercial database and whether or not a return should be attributed to funds for the period they stop reporting.
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From the January 2009 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, currency funds, funds of hedge funds, hedge fund performance, hedge fund research, hedge fund risk, hedge funds
Tuesday, October 21, 2008
6,700 BarclayHedge Fund Profiles at No Cost
Labels: CTA, FoF, free, funds of hedge funds, hedge fund performance, hedge fund research, hedge funds
Wednesday, February 6, 2008
Time Frames, Research Quality and Strategy: The Differentiating Factors for CTAs?
Examines the roles played by factors such as a CTA’s time frame for trades, trading strategy, and quality of in-house research in affecting manager returns.
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From the February 2008 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Labels: Barclay Insider Report, CTA, hedge fund research
Is Managed Futures an Asset Class? The Search for the Beta of Commodity Futures
By Davide Accomazzo, Adjunct Professor of Finance, Pepperdine University, Graziadio School of Business; Principal, Managing Director, Cervino Capital Management, LLC and
Michael Frankfurter, Chief Investment Strategist, Managed Account Research, Inc.; Principal, Managing Director, Cervino Capital Management, LLC
“Is Managed Futures an Asset Class? The Search for the Beta of Commodity Futures” investigates potential sources of return to speculators in the commodity futures market.
From the February 2008 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 fund research
Copyright © 2009 by Barclay Hedge
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