Tag: hedge funds

hedge funds

Hedge Funds, CTAs, Suffer in September, Currency Traders Up: BarclayHedge

After a good run of results, hedge funds and CTAs turned in negative performances in September according to BarclayHedge indices published this week. The Barclay CTA Index was down 0.85% for the month, but remains in positive territory for the year at +1.9%. Currency traders were a rare beacon of positivity in the sub-indices, producing […]

Regulation Changing the Face of PB: New York Fed

A new paper by the Federal Reserve Bank of New York’s Liberty Street Economics unit highlights the changing relationships between hedge funds and prime brokers – specifically that funds are spreading their business wider and that the large dealer-affiliated PBs are suffering disproportionately. The paper, How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime […]

After Five Positive Months, Hedge Funds in the Red

After a five-month string of positive results from April to August, which pulled the hedge fund industry out of the performance hole created in the first quarter of the year as the Covid-19 pandemic ramped up, hedge funds dipped negative in September. Industry-wide average performance stood at -1.01% in September, putting year-to-date (YTD) industry performance […]

Hedge Funds, CTAs, Positive in August

Hedge funds and CTAs provided positive returns in August according to Backstop BarclayHedge, the firm’s Hedge Fund Index was up 2.38% on the month, while its CTA Index rose 0.24% Just four of the 30 hedge fund sub-indices were negative on the month, the worst performer being Emerging Markets Latin American Equities at -2.52%. Conversely, […]

And Finally…

It’s an interesting question to be asked, “why do you dislike customers so much?” I was asked just that when talking with someone (obviously a regular reader!) last week and it prompted a degree of introspection on my part before I answered confidently (is there any other way?), “No”. There is no argument from me […]

Hedge Fund Flows Essentially Flat in May

abyss

Investors added a mere $1.71 billion to the global hedge fund industry in May, according to the eVestment May 2020 Hedge Fund Asset Flows Report, released today. Year-to-date (YTD) flows are still strongly negative at -$34.41 billion and overall industry AUM at the end of May was $3.046 trillion. While even a small amount of […]

In the FICC of It

This week’s podcast is all about performance – following the third of Profit & Loss’ spring Dial-in-Days, editor-in-chief Julie Ros joins Colin Lambert to discuss some of the themes coming out of the events, starting with hedge fund and CTA performance in the recent market upheaval. Ros dives into the suggestion by panellists in New […]

Crypto Traders Bounce Back in April as FX Suffers: Barclayhedge

The Cryptocurrency Traders Index starred in the latest Barclayhedge CTA Index, the segment reporting a 16.82% return for the month (albeit with just over 55% of funds reporting compared to the more normal rate for other segments of 70-80%). By contrast, the Currency Traders Index, having had two strong months, was the worst performer, returning […]

Hedge Funds Stage April Comeback

The global hedge fund business staged a comeback in April, with a positive aggregate return of +5.02%, according to the just-released April 2020 eVestment hedge fund performance data. All major hedge fund types tracked were in the green for April, although some just barely. This marks a major and promising turnaround from March when almost […]

Currency Traders Boost CTA Index, but Crypto Lets the Air Out

The Currency Traders Index was the best performing sub-index in the Barclay CTA Index for the second month in a row, but unlike in February when the Cryptocurrency Traders Index also went well, March was a nightmare, it being one of only two to see negatives returns The overall Barclay CTA Index was +2.04% in […]

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