Power laws – AUM


AUM in the CTA space approximately follows a power-law. A large share of smaller managers with a large aum concentration to the largest of the largest managers. In other terms, the top 86 managers controls 95% of the assets, with the top 10 controls some 60% of the assets. Sign up for the free database … Continue reading Power laws – AUM

CTA – Flat year-to-date


With partial reporting for February, the NilssonHedge CTA index seems to have recovered January’s losses and is flat for the year.

Database updated


The Database contains 926 different managers, representing 1670 different investment strategies. For the current reporting month, 690 managers have reported returns. For the prior month, we have 962 live managers. In total, the database contains 159908 years of manager data. Sign up for the free database at http://www.nilssonhedge.com