CTAs Close Out Best Year Since 2014

Despite a slight dip in performance in December, CTAs experienced their best year since 2014, according to data from Societe Generale (SG). Following positive gains in November the SG CTA Index ended December down 0.65%. All of the SG indices closed the year in positive territory, with the SG CTA Index and the Short-Term Traders […]
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Managed Futures Left Waiting for a Correction in 2020…..Still

A new report from RCM Alternatives highlights that managed futures and global macro funds are still waiting for a market correction that may or may not appear in 2020. The report, Managed Futures Outlook 2020 The Waiting Game, notes that these funds have now been waiting 10 years for the next crisis in global markets, […]
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Neuberger Berman Launches New FX Fund

Neuberger Berman is launching a new FX-focused macro fund. The Neuberger Berman Macro Opportunities FX Fund aims to deliver positive returns of 5–6% in excess of cash per annum before fees, primarily by exploring relative value across G10 currencies. The firm says that the fund’s investment strategy is based on an established process, which has […]
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In the FICC of It

This week’s podcast starts with a bombshell that leaves Galen Stops reeling and lost for words before he and Colin Lambert get into the details with a look at the results of the first day of the Global FX Committee’s deliberations this week. Lambert highlights one of two challenges he believes the committee face, not […]
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Adrian Lee & Partners Launches New Fund

Adrian Lee & Partners (AL&P) has launched a new fund, the Global Macro Alpha Fund. The firm says the fund was launched in response to client demand and seeks to generate consistent excess returns for institutional investors through diversification of macro asset class, region and alpha source, while minimising risks and volatility. The fund is […]
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Time for a New Approach to Currency Hedging?

The fact that FX volatility has largely remained subdued despite plenty of geopolitical turmoil has implications regarding how firms think about currency hedging, said speakers at Profit & Loss Forex Network Chicago. For example, Peter Azzinaro, managing director, global macro, portfolio management at Manulife Investment Management, explained that his firm foresaw at the end of […]
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The CTA Conundrum

Amidst a period of poor performance by CTAs, speakers at Forex Network Chicago discussed how these firms should be adapting to a period of sustained low volatility. The panellists all agreed that a large part of the reason why CTA returns have been so low since the financial crisis — with the exception of 2014 […]
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CTAs End Run of Good Performance in September

CTAs gave back some of August’s gains in September, closing the month down 3.21%, according to data from Societe Generale (SG). The SG CTA Index is still up 8.58% for the year, however. Trend followers were hit the most in September with the SG Trend Index down 5.27%, whilst short-term CTAs limited losses to 1.27%. […]
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New Mesirow Fund Incorporates Currency Alpha and High Yield

Mesirow Financial has announced the launch of its third mutual fund, the Mesirow Financial Enhanced Core Plus Fund, which will be led by its core fixed income team and will leverage the expertise from two of Mesirow’s other institutionally focused investment and alternative strategies – Currency Alpha and High Yield Fixed Income – to offer […]
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Royal London Selects TradingScreen

Order and execution management system provider TradingScreen has been selected by UK investment management firm, Royal London Asset Management (RLAM). The partnership will allow RLAM to trade across multi-asset classes within its £130 billion portfolio via one centralised platform, offering greater operational efficiencies and therefore more time to focus on execution quality. RLAM will also […]
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