Commodities have traditionally been an inflation hedge, and with growing concerns over rising prices expressed by many, including yours truly, we wanted to take a look at how managed futures strategies are doing in the current environment.
Read MoreCommodities Lead The Managed Futures Pack In 2021 To Date
Commodity Managers are outperforming in the CTA pack of Nilsson Hedge indices through April 2021.
Read MoreManaged Futures Outperform In The Fourth Quarter Of A U.S. Election Year
It appears that CTAs tend to outperform in the last quarter of US Presidential Election years. Will this effect hold true in 2020?
Read MoreH1 2020 Hedge Funds Strategies Review
Reaching the midpoint for the year 2020 can be viewed as a positive because many people, I am sure, want this year to be over with as soon as possible. Yet, the end of H1 is a good point to pause and review the first half, and hopefully see some indication of what to expect in the second half. We’re going to take a look at the 7 largest Hedge Fund strategies in terms of AUM, courtesy of BarclayHedge.
Read MoreMost Hedge Funds Down In H1 But Some Stellar Performers Buck The Trend
Funds reporting through June on the NilssonHedge database, a public database of hedge fund returns, shows the industry split in half during the first six months of the year. The average positive and the average negative returns of the 928 funds that NilssonHedge has data for through June are the same to within a basis point: 7.82% vs -7.83%, with negative returns being a majority (about 2/3rds or 562 of all returns).
Read MoreAlphaBot Webinar: Manager Selection 101
Dmitri Alexeev, CEO, AlphaBot, and Jon Stein, CEO, Kettera Strategies, provide valuable hints and tips in selecting alternative managers with support of AlphaBot technology. Things to know and things to watch out for, based on years of hands on industry experience in researching, allocating, and modeling alternative portfolios with the investor in mind.
Read MoreAlphaBot Webinar: Pros and Cons of Systematic Strategies
We are happy to have organized and conducted this webinar and enjoyed the conversation deeply. It was great to hear in-depth comments, analysis, and hear views of seasoned professionals in the space and from different sides of the spectrum – systematic and discretionary managers and a platform / investor. AlphaBot has been up to the challenging task of providing information backdrop with interactive charts, peer group analysis and sample portfolios.
Read MoreSome Managed Futures Programs Can Make Gains In Rising Equity Markets
We repeat our filtering to find CTAs that are performing well YTD through April by using Nilsson Hedge database.
Read MoreManaged Futures ETFs Enjoy Strong 2020 But Closures Suggest Lack Of Adoption
How do Managed Futures ETFs compare to SG CTA Mutual Fund Index? Quite decently, in fact, read more for details.
Read MoreOil Volatility Provides Heaven And Hell For Commodity Traders
There is a huge dispersion in strategies trading oil, from 50% up to 70% down Year-To-Date
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