CTA Performance Review – September Data


Richard Brennan at ATS Trading Solution provides an interesting take on what happened to CTAs in September, that turned out to be rough month for a lot of trend following strategies. Here we were last month losing ourselves in euphoria as we had finally lifted into new dizzying equity heights saying farewell to persistent drawdowns…..and … Continue reading CTA Performance Review – September Data

Database Update


The Database contains 1467 different managers, representing 2703 different investment strategies. For the current reporting month, 1003 managers have reported returns. For the prior month, we have 1149 live managers. In total, the database contains 291973 years of manager data.

Fresh CTAs


We scan NFA registration data to identify new funds or funds that are discontinued operations. The below is the results for the last week. The below two managers have started their registrations process with the NFA: 525646 APTEROS CAPITAL LLC NASHVILLE UNITED STATES 525740 LEVANT LLC CHICAGO UNITED STATES The below CTAs have discounted doing … Continue reading Fresh CTAs

Top 10 / Bottom 10 Year-to-date


Crypto Fund AG – Systematic DLT Fund Class A – EUR 154% Pantera Capital Management LP – Pantera Bitcoin Fund Ltd 152% Altana Wealth – Altana Digital Currency Fund (ADCF) 152% Crypto Fund AG – Systematic DLT Fund Class A – CHF 144% Crypto Fund AG – Systematic DLT Fund Class A – USD 144% … Continue reading Top 10 / Bottom 10 Year-to-date

Top and Bottom 10 Managers for September


In general, smaller and niche managers tends to populate our top/bottom 10 rankings. So, only this months, where the overwhelming majority of the managers are either small or focused on a niche. World Cup Advisor – Eduardo Ramos Volatility Cycles 15% SciFeCap – SciFeCap Fund LP 14% Future Trade AG – Thales Swing Trading Programme … Continue reading Top and Bottom 10 Managers for September

Performance for Managers with more than $100mn, up 7.9% for the year


Managers with more than 100 million under management (as estimated by our database) shows a negative monthly return of 2.4%, but is still estimated to be up 7.9% for the year. Managers on the list have taken approximately $20 billion from other market participants, but gave back $4.3 billion last month. This is a crude … Continue reading Performance for Managers with more than $100mn, up 7.9% for the year