Newedge research shows CTA capacity concerns overblown

data3
CTAs have room to grow

Commodity trading advisers (CTAs) are mired in a 24-month long drawdown – a performance slump that follows a two-year period in which the industry's total assets surged more than 50% to around $330 billion.

It is no surprise then that investors are asking whether the recent performance woes are tied to the sudden jump in assets.

A paper from Newedge's prime brokerage division, ‘Capacity of the managed futures industry', wrestles with this very question.

For the study the authors assume the

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Register

Want to know what’s included in our free membership? Click here

This address will be used to create your account

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here