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 trend-following strategies.
The biggest losers included Superfund Cayman (-21.46%) and
Superfund Green Gold (-16.45%), along...
ISSN: 2151-1845 / CDC10004H
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