Early Reporting vs Daily Index – Positive Across the Board


Based on the limited number of managers that have reported November returns, we have updated our composites and note a converges between our Daily Return estimates and our monthly return indices. Our daily return index indicates a November gain of +0.8% ( https://nilssonhedge.com/index/daily-cta-index/) for November. The market action in early December has been somewhat tricky … Continue reading Early Reporting vs Daily Index – Positive Across the Board