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JLN Managed Futures: April 1, 2011

July 1, 2011 by Ron Sebonia   Comments (0)

Observations - Statistics - Commentary

Mark Shore - DePaul University [VIDEO INTERVIEW] 
Mark Shore, a 20-year veteran of the markets, was recently named adjunct professor at DePaul University, where he is teaching a new course on managed futures. Shore founded Shore Capital Management in 2008 and is a registered CTA. JLN Managed Futures editor Jim Kharouf spoke with Shore about his career, the new course at DePaul and prospects for the managed futures space.

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CTA-CPO Regulation Alert
Just so you know, the CPO-CTA reporting requirement comment letter period ends on April 12, 2011. You can find out more on our recently launched site, MarketsReformWiki.com. Click HERE for CPOs and HERE for CTAs.
Lead Stories
Who Are the Top Commodity Trading Advisors of 2010?
Press release
Futures Magazine, a Summit Business Media publication, named the Top Traders of 2010 in its March issue and stated that the value of managed futures in a diversified investment portfolio was once again proven in last year's sometimes turbulent markets.
AR Magazine’s 10th annual "Rich List
HedgeFund.net
Released on Friday, survey found that the top 25 hedge fund managers earned a combined $22 billion in 2010. http://jlne.ws/dKEhmF
Lyxor derivatives product gets Hong Kong go-ahead
FT.com
The fund’s authorisation shows the willingness of Hong Kong’s Securities and Futures Commission to approve alternative investment strategies with a strong emphasis on risk management and diversification.
Think there’s no place for alternatives? Think again
Benefits Canada
Most managers of alternative assets oversee a variety of alternative strategies, including private corporate debt, private equity, real estate, long/short global bonds, managed futures and hedge funds. And managers have heard just about all of the objections to these investments—most more
than once.
Commodity ETFs End Strong Quarter On High Note
ETF Trends
Exchange traded funds (ETFs) that target energy stocks and commodities topped the performance charts in the first quarter as escalating tensions in the Middle East pushed oil prices higher.
**JK - Good to know what the competition is doing.
Female Pioneer in Managed Futures Retires After 37 Years
PR-USA.net -
Barbara Mueller, Senior Vice President of Client Portfolio Management at Attain Capital Management, prepares to retire after nearly four decades of service in the managed futures industry.
Hedge Funds are About to Undress
HedgeTracker - The Mad Hedge Fund Trader
The July 21 deadline for the hedge funds to register required by the one year anniversary of the Dodd-Frank bill is fast approaching, and the industry is roiling with turmoil.
Managed futures and retail: Not mutually exclusive
Managed Funds
Futures Magazine "What did perform well as an asset class was managed futures. Specifically, trend-following strategies that tend to exploit market dislocations for profit, the type of dislocation that causes most other investments to lose big.
Video - Wealth: Blue Chips, Small Caps & Managed Futures
WSJ.com
Dow Jones' Marshall Eckblad says why more investors are using managed futures.
**JK - Eckblad gets the word out about portfolio diversification.
Managed Futures/Managed Funds
BlackRock Launches a Commodity CEF
Morningstar
BlackRock launched the latest commodity-focused closed-end fund this week. The BlackRock Resources & Commodities Strategy (BCX) IPO raised $875 million (not including $113 million in overallotments for underwriters). This was 2011's seventh CEF IPO and the second commodity-related CEF to launch so far this year.
AlgoMetrix to launch FX-only version of CTA
Hedge Fund Manager
AlgoMetrix Asset Management, the Denver, Colorado-based commodity trading advisor (CTA), is to launch an FX-only version of the flagship CTA it launched at the beginning of the year.
Blake Capital launches aggressive CTA version
Hedge Fund Manager
The portfolio, called SRD Aggressive Programme, is similar to the maiden SRD Regular Programme but may implement more leverage, use wider stops and hold positions for longer time frames. It trades up to four liquid markets: E-Mini S&P 500, NYMEX crude oil, US 10-Yr Note and Gold.
DE Shaw Goes Into India Finance Sector
HedgeFund.net
Hedge fund firm D.E. Shaw has set up a joint venture with an Indian industrialist to develop a financial services business across the subcontinent.
LGT Capital Partners wins award for Managed Futures program UCITS fund surpasses $100m mark
Opalesque
LGT Capital Partners' Crown Managed Futures program was singled out, from a group of six shortlisted managed futures programs, as "the best risk adjusted performer among the global fund of hedge funds universe.
Forex strategist Jen to launch hedge fund
FT.com
Stephen Jen, one of the world’s best-known foreign exchange strategists, is preparing to launch his own hedge fund.
Baker & Higgs Asset Management, a Top-Rated Firm Based in New York, is Planning to Introduce Multi-Advisor Managed Futures Funds
Press release
Baker & Higgs Asset Management, a top-rated firm based on New York, is planning to introduce Multi-Advisor Managed Futures Funds, which are able to apportion across multiple registered Commodity Trading Advisors around the world.
New Study Points to 6 Managed Futures as Highest Yielding Worldwide
Press release
eManaged Futures, a leading expert in the field of managed futures and high yield investments, completed a new study which examined the vast majority of high yield investment programs in the arena of managed futures.
Man Group plc sells stake in BlueCrest Capital Management
HedgeTracker
Man Group plc agreed to sell its 25% stake in BlueCrest Capital Management back to the company for $633 million last week. The investment dates back to 2003, and had been carried on Man Group's books  at a value of $321 million as recently as December of 2010. The sale will generate a pre-tax profit on disposal of $250 million for Man Group.
Man Group Seeks to Build a Colossus With GLG Partners
II
As a former M&A banker, Man Group CEO Peter Clarke knows the importance of integrating operations thoroughly after a merger. So following Man’s blockbuster purchase of GLG Partners last year — which created the world’s largest hedge fund manager, with more than $69 billion in assets — Clarke was determined to bridge the yawning gap between GLG’s brash entrepreneurial culture, which gives free rein to its star portfolio managers and lets staff dress casually at its office in London’s swank Mayfair district, and the buttoned-down corporate atmosphere at Man, whose core business relies on finely honed computer systems rather than individual personalities and whose City of London office brims with suits.
John Paulson opens Hong Kong office
HedgeTracker
John Paulson’s Paulson & Co. received a securities license to operate in Hong Kong on February 21st, positioning the legendary hedge fund manager to participate in the high potential Asian financial industry with other recent entrants like GLG Partners and George Soros’ Soros Fund Management.
Citadel veteran Ravi Mattu joins PIMCO
HedgeTracker
Ravi Mattu, the former head of research and strategy for Ken Griffin’s Citadel Securities, has joined Pacific Investment Management Co. (PIMCO) as a managing director in charge of analytics. PIMCO manages $1.24 trillion in assets, including over $200 billion in the PIMCO Total Return fund, which is the world’s largest mutual fund.
Ex-Dresdner traders ready $40 mln Asia hedge fund
Reuters
Noho Capital, founded by former equity derivative traders of Germany's Dresdner Bank, is preparing to launch a managed futures Asia-focused hedge fund aimed at gathering $40 million by the end of 2011.
Regulation
London Losing its Allure as a Trading Centre if Guggenheim Partners' Decision Making is IndicativeHedgeTracker
The politicians don't believe it when the British Bankers Association or AIMA say that tax-paying talent will leave the country, or when supply-siders say that the percentage tax take is hurting growth from entrepreneurialism. But there is evidence. UK based firms (including large cap names) have moved their tax domicile to Switzerland.
CFTC Could Impede Growth of Commodity ETFs
ETF
Trends "After the public cried foul over the management of the commodities market, regulators placed position limits on the commodities futures market in an attempt to prevent price manipulation and speculation, but now one prominent commodity fund provider says the limits are hurting the exchange traded fund (ETF) industry." http://jlne.ws/fbZ3Fy
CFTC and State of California charge The Trade Tech Institute over CTA fraud
Hedgeweek
The US Commodity Futures Trading Commission (CFTC) has announced that a federal court in Los Angeles entered a restraining order against defendants The Trade Tech Institute, Inc (Trade Tech), Technology Trading International, Inc (Tech Trading), Robert Sorchini and Richard Carter, freezing defendants’ assets.
Other
Deltix Launches Hosted High Frequency Quant Trading Solution
Business Wire
Deltix, Inc., a leading provider of software for the development and deployment of advanced alpha generation and execution strategies, today announced the launch of a readily-available hosted platform for multi-asset systematic trading, using the Deltix product suite.

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