Managed futures and foreign exchange funds have had a fruitful year, but their stellar performance may be coming to an end ' for the short term at least.
Duncan Brown, head of business development at Winton Capital Management, says: 'CTAs had a fantastic run up until March this year.'
Winton's managed futures programme, operating on approximately 20% margin/equity, returned over 30% over three months and 66% over 12, before giving back 10.8% in March.
'What often happens, especially with trend fol
The week on Risk.net, December 9–15 2017Receive this by email