Ways to land safely when coming back down to earth
Managed futures are reaching the end of an extremely profitable period, but careful management of exposure is limiting losses
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
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