CTAs find a profitable course in risky waters

CTA/managed futures funds have been the top performers in the hedge fund world this year. US Editor Kris Devasabai and reporters Stephen Quigley and Jamie Wynn-Williams analyse the risks facing the funds and investors in a volatile market

Commodity trading advisors (CTAs) are bucking the trend in the hedge fund industry. This strategy has been one of the few bright spots in a difficult year characterised by spiralling losses and mounting redemption notices across a range of strategies. Trend-following CTAs have been able to record significant gains in falling markets by taking short positions on stock and commodity index futures.

CTA/managed futures funds are the top-performing strategy on many hedge fund indices. The strategy was

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