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

TAKE A FREE TRIAL

The full contents of this article are only available to active EuroHedge subscribers and trialists.

To continue reading please,
take a free trialsubscribe or log in to EuroHedge.

Subscribe

Subscribers have unlimited access to all current content, including hedge fund performance Live League Tables. Start your subscription today - click on the button below.

Subscribe now