Metals could fuel growth with interest rates at inflexion point

CTAs

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

To continue reading...

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 indvidual account here: