Monthly Archives: August 2016
Exploiting A Global Shortage of U.S. Dollars
(Harvest) As we recently highlighted, capital has been flowing into the U.S., bringing down yields in correlation with yields elsewhere. Investors in Europe and Japan, for example, are fleeing negative yields in their domestic markets and looking for a “safe” […]
Here’s Why Shares of this Publicly Traded Hedge Fund Are Soaring
(Fortune) Och-Ziff Capital Management on Tuesday reported a second-quarter loss after the largest publicly traded U.S. hedge fund company set aside $214.3 million to eventually settle bribery charges with the U.S. government. Chief Financial Officer Joel Frank said the company […]
Managed futures performance – a month of consolidation
(Harvest) Managed futures as measured by the SG index posted a flat month, up 19 basis points. This was against good performance in bonds and strong positive equity gains. Commodities turned lower for the second month in a row. To […]
Short-term vs Trend-followers – Smooth or rough?
(Harvest) Short-term trading as measured by the SG index has continued to beat the longer-term managed futures SG index. This performance is a difference between smooth and rough trading. Short-term trading can be smoother because it should not be affected […]
Why Are the Markets Prone to Black Swans?
(Harvest) A lot of people are really uncertain as to how this all ends and they keep on trying, and as they try, particularly Central Banks, we’ve expanded the credit base so dramatically that potential black swans are places like […]
SEC Halts Ponzi Scheme Aimed at Middle Class
(HedgeCo.Net) The Securities and Exchange Commission has charged two California men and their investment firm with operating a Ponzi scheme as they purported to specialize in serving middle-class investors and securing exorbitant returns by investing in hot pre-IPO stocks. The […]
Hedge Funds Betting Treasuries Rally Has Further to Run
(Bloomberg) Hedge funds made the biggest bet on benchmark Treasuries in more than three years just as the longest-dated U.S. tumbled and Federal Reserve officials reinforced the potential for an interest-rate hike this year. In a sign traders are confident […]
Ackman’s Pershing Square Gains 2.7% in July; YTD Loss Cut to -19%
(FINalternatives) Bill Ackman’s Pershing Square Holdings, the public version of his Pershing Square LP hedge fund, posted a net return of 2.7% in July, trimming its year-to-date net loss to -19%, according to a performance update released by the firm. […]
Ex-Barclays Fixed Income Head Builds Commodity Hedge Fund
(Risk.Net) Aurelia Lamorre-Cargill admits that commodities have not been “the favourite place for investors in the last few years”. Still, she is the co-founder and chief executive of Argon Capital Management, a new hedge fund management firm that will focus […]
Hedge Funds Call Time on Longest Bullish Spree in Softs Since 2007
(Agrimoney) Hedge funds called time on boosting bets on rising soft commodity prices, bringing to an end their longest bullish streak in nine years, even as they accelerated their pace of selling in grains too. Managed money, a proxy for […]
Greenlight Re Posts Fifth Loss in Six Quarters on Investing
(Bloomberg) Greenlight Capital Re Ltd., the reinsurer that counts on hedge fund manager David Einhorn to oversee investments, posted its fifth loss in six quarters as the portfolio slumped. The second-quarter net loss widened to $63 million, or $1.69 a […]
Hedge Funds Invest in Emerging Markets in Record Numbers
(CNBC) Hedge funds needed a profitable trade, and they just may have found it. Managers in the nearly $3 trillion industry love emerging markets, a group that had been lagging well behind other areas but recently has shown strong returns. […]