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May 2020

May 2020 – New and Closed Managers

We have published our NFA report, covering the developments in May 2020. May, featured a a small decline in the number of managers seeking or… Read More »May 2020 – New and Closed Managers

Database Updated – 92%

The Database contains 1790 different managers, representing 3368 different investment strategies.For the current reporting month, 1488 managers have reported returns. For the prior month, we… Read More »Database Updated – 92%

Returns for CTAs over $100mn

We extract returns from Manager and Programs with more than $100 under management (estimated). The results can be seen below. We note that at the… Read More »Returns for CTAs over $100mn

Database Updated – 86% Complete for April

The Database contains 1782 different managers, representing 3354 different investment strategies.For the current reporting month, 1381 managers have reported returns. For the prior month, we… Read More »Database Updated – 86% Complete for April

Decomposing a public CTA Index

Michael Harris made a comment regarding the low performance for the large CTAs (https://www.priceactionlab.com/Blog/2020/05/top-20-cta-performance/). Using the NilssonReport, we can have a closer look at the… Read More »Decomposing a public CTA Index

Hic Sunt Dracones

ATS Trading Solutions delivered an interesting analysis on how Trend Following strategies did in April. So how do we navigate this very unfamiliar terrain? Attach… Read More »Hic Sunt Dracones

Top 10 / Bottom 10 Hedge Funds – April 2020

For the top 10 / bottom 10 manager, we see a fair amount of crypto hedge fund that had good returns in April. Manager MTD… Read More »Top 10 / Bottom 10 Hedge Funds – April 2020

Top 10/Bottom 10 CTAs – April 2020

With 73% of the CTAs reporting numbers we now have a more complete Top 10/ Bottom 10 list for April 2020. As usual, the top… Read More »Top 10/Bottom 10 CTAs – April 2020

Database Updated – 84% Updated

The Database contains 1783 different managers, representing 3349 different investment strategies.For the current reporting month, 1330 managers have reported returns. For the prior month, we… Read More »Database Updated – 84% Updated

Tracking the CTA industry

NilssonHedge has launched a CTA industry tracker. The intent of this page is to give a quick oversight of the climate for the industry, with… Read More »Tracking the CTA industry

Top 10/Bottom 10 CTAs for April

The April top 10/bottom 10 is dominated by managers that use high leverage. On the downside, we note a few larger names giving back profits… Read More »Top 10/Bottom 10 CTAs for April

Database Updated – 72% Complete

The Database contains 1781 different managers, representing 3343 different investment strategies. For the current reporting month, 1036 managers have reported returns. For the prior month,… Read More »Database Updated – 72% Complete

CTA location stats

We have recently upgraded the graphics for our trackers. The insights are probably not very surprising. Most CTAs are located in areas with higher economic… Read More »CTA location stats

NilssonReport Updated

The first edition of the NilssonReport is updated with April numbers. We note a bounceback for a large set of strategies. For the CTA style… Read More »NilssonReport Updated

Where is your new CTA located?

A short animated map showing the net birth and death of CTAs. With a new manager, we refer to an entity that recently registered with… Read More »Where is your new CTA located?

Best & Worst CTA – April 2020 YTD

The hit list on a year-to-date basis, based on a small sample of CTAs. This list will change as we collect more data. Manager YTD… Read More »Best & Worst CTA – April 2020 YTD

Best and Worst CTAs- April 2020

Based on a limited sample of managers, we present the best and worst CTAs for April. Given that few managers have reported numbers, the list… Read More »Best and Worst CTAs- April 2020

New and Closed Managers April 2020

The opening and closure report for April can be found in the usual location (https://nilssonhedge.com/reports/new-and-closed/newnclosed-2020-april/). View the trends of newly opened and closed managers here:… Read More »New and Closed Managers April 2020

Database Updated

The Database contains 1781 different managers, representing 3341 different investment strategies. For the current reporting month, 734 managers have reported returns. For the prior month,… Read More »Database Updated

Early Estimates – April 2020

The early estimate for April can be found below. On average, a slightly positive month for early reporting CTA strategies. Manager Program April March YTD… Read More »Early Estimates – April 2020