Lyxor Favours Relative Value & Macro For 2016

By Jean-Marc Stenger, CIO for Alternative Investments, Lyxor Asset Management   Macro Themes: After navigating between Scylla and Charybdis in 2015 amid growth and deflation scares, 2016 should provide some limited relief. The sturdy, yet aging, expansion in the US should warrant the inception of monetary policy normalization this December. However, all the concerns – […] Read more »

Q/Q Change In Demand for Hedge Fund Strategies – Graphic Of The Day

By Brighton House Associates*   Fastest Growing Hedge Fund Strategies – Quarter over Quarter   *extracted from BHA quarterly analysis of manager searches. In the first quarter of 2014, BHA investors posted 353 new mandates. In total, investors placed approximately $8 billion in future allocations during Q1. The report presents both an analysis of the […] Read more »

Hedge Funds Increase Short Bets On US Bonds According To Lyxor Data

From Lyxor Asset Management*   Hedge funds are increasing their short bets on US rates as the flow of economic data improved and inflation figures edged higher. Moderate price pressures materialised recently (PCE deflator at 1.6% yoy in April), though the inflation rate remains below the 2% target of the Fed. This triggered a rise […] Read more »

Commodity Charts Of Interest On A Weekly Timeframe – Cocoa, Coffee & Sugar

By Andy Hecht, author of “How to Make Money with Commodities”   On October 15, 2013, we took a look at the action in soft commodities. Since then, one of the luxury commodities has made a new low, one is marginally higher, and the other has exploded.   Sugar: The Potential Bottom Gave Way to […] Read more »

WTI and Brent Come Close Enough to Touch But May Not Stay That Way

by Sandy Fielden of RBN Energy LLC   The Brent premium to WTI has traded as wide as $23/Bbl this year but was down to 2 cnts/Bbl on Friday July 19, 2013. At one point during trading nearby WTI prices rose above Brent  – the first time that’s happened in three years. Yesterday (July 22, […] Read more »