CTAs clock outsized gains in November

Fri Dec 9, 2005

November's big currency moves, particularly the strengthening of the dollar, created traction in the market for many CTAs, with diversified systematic funds in particular showing strength.

Market participants say those funds that did best were long the dollar and short most other currencies. Shorting bond futures - both at the short and long end...

ISSN: 2151-1845 / CDC10004H


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