Without question 2020 will go down as one of the most interesting years in modern history. Outside of the pandemic, which affected the entire world, the United States was going through a Presidential election year. Whether your political views lean left, right, or somewhere in the middle we felt it…
2020 followed 2019’s lead and was another good year for many CTA strategies. CTA indices were also up, with Barclay’s CTA index posting a positive return of 5.4% and, and the SocGen CTA Index posting a positive return of 3.1%. Agricultural strategies, which had been out of favor over the…
2020 has been a mixed bag for CTAs thus far. CTA indices are also mixed, with Barclay’s CTA index posting a positive YTD return, while the SG CTA index is posting a negative return. Agricultural strategies, which had been out of favor over the past few years are making a…
2019 was overall a good year for the CTA industry. Most CTA indices reported positive performance, and many strategies that had been out of favor for the past few years are making a comeback. Trend following and global macro strategies are again prevalent within managed futures and many are predicting…