Algorithmic Hedge Funds .. In 2014, 11 of the top 20 hedge funds in the HSBC Hedge Weekly performance ranking were managed futures CTAs . That was a year in which the Barclay CTA index finished up 7.61% after experiencing somewhat dismal performance from 2011 to 2013. Market environments are once again shining on the noncorrelated strategy, as nearly 3/4 of the top 20 funds are CTA strategies or long/short relative value. But with trends in the U.S. dollar and oil potentially reversing, as well as a counter-trend in stocks not playing nice in the sandbox with traditional trend followers, will March be as kind to managed futures as has been the case in January and most of February?
Algorithmic Hedge Funds Dominate HSBC Performance List
Mark Melin
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