Early losers of the year have come up as winners in the later part. The star example of this phenomenon is the managed futures strategy. According to Preqin's Q3 Roundup, CTAs have been gaining for six straight months now. The spell of positive activity marks the strategy's best performance since Q4 2010. CTAs grabbed a +5.5% return in Q3 2014, outperforming hedge funds by a wide margin. CTAs have accounted for 6% of all fund launches this year.
Trends turn in favor of managed futures
CTAs apply trend-following strategies through algorithms which seek to make money from the prevailing trends in the Setup a free account to get access to this article (no credit card required).Login required to continue reading.
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