2020-4-22 · 从Managed Futures Barclay CTA Index来看，CTA策略的历史已有40年之久，它的投资标的不仅仅限于商品期货，而是扩展到包括利率期货、股指期货、外汇期货在内的所有期货品种上。 2020-7-16 · Barclay CTA Index down 0.22 per cent in June. Submitted. 16/07/2020 - 9:25am. Rebounding equity and energy markets caught some in the managed futures industry on the wrong foot in June, leading the CTA industry to a 0.22 per cent monthly loss, according to the Barclay CTA Index, compiled by BarclayHedge. 2020-7-5 · 有问题，上知乎。知乎，可信赖的问答社区，以让每个人高效获得可信赖的解答为使命。知乎凭借认真、专业和友善的社区氛围，结构化、易获得的优质内容，基于问答的内容生产方式和独特的社区机制，吸引、聚集了各行各业中大量的亲历者、内行人、领域专家、领域爱好者，将高质量的内容透过 Please contact our Capital Consulting team for more information about any of the Societe Generale Prime Services Indices or to inquire about requirements for inclusion of a strategy into one of the indices. Daily indices are calculated T+1 and published by 2pm US Eastern time. Monthly indices are initially calculated mid-month and may be subsequently revised.
Barclay CTA Index Loses 0.22% in June, According to Backstop BarclayHedge The Barclay CTA index is designed to represent the performance of all the strategies within the database, however for a manager/program to be included they must have a minimum of a four-year performance track record. Additional programs introduced by qualified managers (managers who have at least one program that meets the four-year history requirement) must have at least two years of performance history.
BARCLAY SYSTEMATIC TRADERS INDEX The Barclay Systematic Traders Index is designed to represent the performance of CTA programs in the BarclayHedge database whose approach is at least 95% systematic. To qualify for inclusion in the index, a program’s approach must be at least 95% systematic and have at least two years of performance history. I agree to Terms of Use. Log in. Forgot password? Altegris 40 Index: Barclay BTOP50 Index: Barclay CTA Index: Barclay Systematic Traders Index: CISDM CTA Equal Weighted Index: Credit Suisse Managed Futures Hedge Fund Index: iSTOXX Efficient Capital Managed Futures 20 Index: SG CTA Index: SG CTA Trend Index: Stark 300 Trader Index: Stark Systematic Trader Index Backstop BarclayHedge's Barclay CTA Index returned +0.51% in January, the third consecutive month of gains. Sol Waksman, BarclayHedge President, attributed the gains to an investor flight to safety amidst the coronavirus panic.
Most Barclay CTA Index sectors were in positive territory in May, led by the Cryptocurrency Traders Index which gained 3.70%. The Agricultural Traders Index was up 1.56%, the Discretionary Traders The Barclay CTA Index edged into positive territory for the year aided by Septembers gain, says Sol Waksman, founder and president of BarclayHedge. The Index is now up 0.05 percent year-to-date. Investor sentiment remained positive in September and equities extended their rally that began last March. Interest rates continued to decline as the G-20 meeting and pronouncements from the Fed
2020-7-15 · Barclay CTA Index Loses 0.22% in June, According to Backstop BarclayHedge. PRESS RELEASE PR Newswire . Jul. 15, 2020, 03:00 PM. FAIRFIELD, Iowa, July 15, 2020 /PRNewswire-PRWeb/ -- Rebounding All but two CTA sectors were in positive territory for November. The MPI Barclay Elite Systematic Traders Index took the lead with a gain of 1.08%, and the Systematic Traders Index rose 0.64%. 2009-1-13 · Barclay CTA Index 15.8 International Stocks (MSCI EAFE) 14.2 Long-Term Bonds (Lehman Gov’t. Bond Index) 11.8 Treasury Bills mo.U.S. T-bills) 7.0 Ability Profitfrom Down UpMarkets Like “hedge funds,” managed accounts commoditypools enjoy