October risk-on wave sinks most CTAs
Fri Nov 25, 2011
October was an overwhelmingly negative month for managed
futures managers, with nearly all funds posting losses - some
in double digits - as the sudden surge in market sentiment
during the month wrong-footed most systematic traders and
The biggest losers included Superfund Cayman (-21.46%) and
Superfund Green Gold (-16.45%), along...
ISSN: 2151-1845 / CDC10004H
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