Amid a sea of volatility, managed futures CTA strategies have been muted in 2018. In fact, the list of the top and bottom 20 hedge funds on the HSBC Hedge Weekly performance report is dotted with traditional CTA strategies, showing a strategy divergence amid different execution methods and time horizon considerations. While CTA performance is mixed, two well-known discretionary managers are basking in the glow of the HSBC top 20 list. William Ackman's Pershing Square, for one, hasn’t been a frequent visitor to the top 20 for several years.
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Q1 hedge fund letters, conference, scoops etc, Also read Lear Capital: Financial Products You Should Avoid?
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