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 end of April, this group of managers had extracted approximately $1.4bn from the markets. With estimated assets for this group is around $130bn, this takes returns to 1.4% for the … Continue reading 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 have 1607 live managers.In total, the database contains 24429 years of manager data.Number of CTA Strategies: 2294Number of Equity Long Short Strategies: 300Number of Market Neutral Strategies: 99Number of Event … Continue reading Database Updated – 86% Complete for April

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 a safety rope to your broadened domain of certainty and take very small steps. Imagine you are traversing a glacier with lots of hidden crevasses. Take it slowly, sure-footedly and … Continue reading Hic Sunt Dracones