CTA/managed futures hedge fund strategies profit as volatility picks up

Crisis alpha


Commodity trading advisers (CTAs) that capitalise on price trends in a variety of futures markets are posting large profits as even other hedge fund strategies struggle to cope with higher volatility and general weakness in financial markets.

CTAs running managed futures strategies gained 0.9% on average in August compared with average losses of 2.3% for hedge funds broadly. This positive performance follows an even stronger July for managed futures when the strategy returned 3.29% on average,

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: