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

Register

By registering you will receive

  • A monthly newsletter on your specified areas of interest
  • A fortnightly update on the sector

Free Trial

Take a trial today and access

  • Performance news, fund launches, regulation changes and people moves
  • Profiles of fund managers, investors and distributors
  • Live league tables
  • Investor mandates


Popular Searches on HFI