Market volatility yields winners and losers in CTAs
Fri Oct 21, 2011
September’s volatile markets produced a
topsy-turvy set of returns in managed futures. Roughly the same
number of CTAs posted decent gains as those that ended up in
negative territory by month-end – with several
outliers at both ends of the spectrum.
It was a good month for A2CT2 Systematic, which returned
8.41% with its Commodities Absolute Returns 1.5X...
ISSN: 2151-1845 / CDC10004H
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