A good summary of the January development in the trend space can be found here: https://atstradingsolutions.com/cta-fund-performance-report-31-january-2020-storm-clouds-brewing/ Richard notes ” So here we are trend followers.… Read More »Jan Performance Comments via ATS / Traders Outpost
Constituents are now fully updated and our index members for 2020 are published for all the indices that we maintain. The list has been formed… Read More »Constituents Updated
We recently read a research paper regarding a somewhat surprising result – that for CTAs, it did not pay to be allocated to diversified managers.… Read More »Diversification Still Pays (or does it?)
The Database contains 1552 different managers, representing 2826 different investment strategies.For the current reporting month, 969 managers have reported returns. For the prior month, we… Read More »Database Updated
While the end of the last month looked dicey, things have turned around for most CTAs and we are looking at what looks like a… Read More »Mid-Month Update
The NilssonHedge report has been updated, a most comprehensive performance summary. It feautures a unique look into the database and sortable performance for the funds… Read More »NilssonReport Updated
While the list has a bit of reporting bias (Word Cup Advisors), we see large dispersion for January. Some of the best performing managers from… Read More »Best/Worst Managers for January 2020
Due to a busy agenda, the database update was somewhat delayed. The Database contains 1545 different managers, representing 2810 different investment strategies. For the current… Read More »Database update
Since we started monitoring the opening and closing of new CTA/Managed Futures firm, last week formed a week where we only observed closures of managers.… Read More »Into the Sunset – CTA Closures Last Week
The Database contains 1543 different managers, representing 2799 different investment strategies.For the current reporting month, 616 managers have reported returns. For the prior month, we… Read More »Database Updated – 61% Updated
The number of CTAs are trending down, even after a relatively good year in terms of returns. For the snapshot of the CTA landscape, see… Read More »CTA New & Closed – January 2020
The Database contains 1539 different managers, representing 2794 different investment strategies.For the current reporting month, 269 managers have reported returns. For the prior month, we… Read More »Database Updated
Based on early data, from a selected few strategies based on daily data, it seems as if CTAs finished the month of January with a… Read More »CTA Results January 2020 – Early Preview
Index constituents for 2020 will be announced at the end of February. The rule is that managers that have reported December data at the end… Read More »Index Constituents for 2020
You must be logged in to post a comment.