Perry Kaufman

Industry Benchmark Performance                                                                            Hedge funds are doing surprisingly well in an uncertain market. Those that allows short sales did better in August, given the sell-off in AI and tech stocks. Futures remain marginal but profitable. Most futures funds favor interest rates, so performance will vary with the consistency of the interest rate trends. Source: BarclayHedge […]

Industry Benchmark Performance                                                                                             Marginal gains for equities and marginal losses for futures seems to be a continuation of the first half of the year. Overall, the industry did better than our programs in July, but our year-to-date is still doing well. Source: BarclayHedge Indices. Kaufman’sMost Popular Books (available on Amazon) Trading Systems and Methods, 6th

Industry Benchmark Performance                                                                                             As of July 1, the equity funds posted fractional better returns, while the CTAs were fractionally lower. It is unlikely that we will see anything significant until the Fed makes cuts in interest rates clear. Source: BarclayHedge Indices. Kaufman’sMost Popular Books (available on Amazon) Trading Systems and Methods, 6th Edition. The complete

Industry Benchmark Performance                                                                                       As of June 2, very few funds have posted returns. The chart below is accurate through April, but June returns are minimal. Source: BarclayHedge Indices. Kaufman’sMost Popular Books (available on Amazon) Trading Systems and Methods, 6th Edition. The complete guide to trading systems, with more than 250 programs and spreadsheets. The most

Industry Benchmark Performance                                                                                             As of May 2, the industry reported small losses in stocks and small gains in futures. Overall, futures seem to have the edge this year. But year-to-date returns are still positive, a good sign for investors. The Fed said that it would not raise rates, but cutting rates is all about inflation.

Industry Benchmark Performance                                                                                       Funds did well in March, but not as well as the overall stock index. Still, it’s a good start. Futures also did well, in particular the SG portfolios. It’s unusual to see all funds profitable! Kaufman’sMost Popular Books (available on Amazon) Trading Systems and Methods, 6th Edition. The complete guide to trading

Industry Benchmark Performance                                                                                         Decent gains in all managed funds in February, with no losses year-to-date. Hedge funds are lagging the S&P 500 and our performance, no doubt due to a smaller allocation to the high-tech stocks. Kaufman’sMost Popular Books (available on Amazon) Trading Systems and Methods, 6th Edition. The complete guide to trading systems, with

Industry Benchmark Performance    Most Equity funds did much the same as the index markets, somewhere above zero and less than 1%. CTA funds have not yet reported but the BTOP 50 (not a real fund), gained 1.30%. Given the volatility of the market, any positive return is good. Kaufman’sMost Popular Books (available on Amazon) Trading

Industry Benchmark Performance                                                                                             As of January 1, very few funds have posted performance. The CTA benchmark have a few entries, but the equity funds have none posted. The 2023 table shows performance through November. Kaufman’sMost Popular Books (available on Amazon) Trading Systems and Methods, 6th Edition. The complete guide to trading systems, with more than

Industry Benchmark Performance                                                                                             Reports show that November recovered from October losses, moving the equity index markets to profits. Now that the Fed seems to have indicated that it is done raising rates, the market may start to trend. CTAs however have yet to find the same trend. Kaufman’sMost Popular Books (available on Amazon) Trading Systems