Metals could fuel growth with interest rates at inflexion point


The fringes of many CTA funds could be the drivers of their portfolio growth if a real inflationary cycle recurs, according to some systematic trading managers.

Julius Staniewicz, senior strategist for John W Henry & Company’s Strategic Allocation Program (SAP), says any re-emergence of inflation could see metal commodities — traditionally a smaller component of CTA portfolios due to the markets’ relative illiquidity — “fly, and it will not matter if we only have 5% exposure, it will still be ext

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