2023 has shown regression from 2022 in terms of CTA performance. CTA indices are reporting modest results, with Barclay’s CTA index posting ~0.50% return through June 2023, and the SG CTA index posting a comparable number. Similar to 2022, trend following strategies are receiving most of the attention and causing…
“Don’t put your eggs in one basket” is a common phrase opined to investors. Quickly followed by the mantra of “diversify, diversify, diversify.” The same principle can also apply to commodity trading advisors as it pertains to their assets under management (not the markets they trade). Having a diversified group…
2022 was a good year for managed futures. CTA indices all reported positive results, with Barclay’s CTA index posting a ~+7% return for the year, and the SG CTA index posting a return of ~+20%. Trend following strategies, which had been looked over the last decade, came back into favor…
One of our most popular blog posts: a list of the top FCMs (based on customer funds held in segregation) has been updated with end of 2022 numbers. When doing research in selecting a futures commission merchant, or FCM, (i.e. custodian) to house your managed futures portfolio, it can be…