Good and strong color on the performance of CTA and in particular the managers that are systematically using trend following methods can be found at ATS Trading.
The performance results for July are now in. We use NilssonHedge for reporting purposes which allows us to expand our performance coverage to include a broader array of long term established FM’s who occupy the CTA space and have been in operation since 1 January 2000 to the current day. This performance report focuses only on those funds with a long term track record (approx 20 years). The reason we adopt this long term horizon for reporting purposes is that to survive in these financial markets over such a long timeframe and still be alive today offering absolute returns to the client takes a special breed of Fund Manager who has expertise in surviving the turmoil of a variety of different market regimes. We like these guys and that is why we focus on them. As the years roll on we will progressively expand our coverage to include those FM’s who narrowly miss out in their inclusion when they reach the 20 year performance track record horizon.
Enjoy the comments and analysis from Mr Brennan, a prolific write and systematic expert.
You are too kind. I simply describe what your fantastic data produces 🙂
Data without insights is worthless. Thanks for finding some insights into it. ☺️