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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