Tag: Ctas

Ctas

Currency, Crypto, Managers Outperform in February

Data from BarclayHedge shows that while CTAs generally returned -0.31% in February, currency and crypto managers were the strongest performers, achieving positive results. The BarclayHedge Currency Traders Index was up 2.2% in February with 85% of funds reporting results, this means the Index is up 3.45% for the first two months of 2020, the second […]

In the FICC Of It

The podcast is back for 2020 and Colin Lambert and Galen Stops immediately try to dampen new year’s spirits with a look at what was a pretty poor 2019 for the FX platforms. On a more positive note, Lambert thinks that 2020 could be a breakout year for two services in the FX industry as […]

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 […]

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, […]

In the FICC of It

It’s a boisterous end of term party for our podcasters as Colin Lambert and Galen Stops interrupt their festivities to grade each other’s predictions for the industry made at the start of the year. Stops is in triumphant mood as he picks apart a couple of less-than-successful predictions from Lambert, however the latter is ready […]

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 […]

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%. […]

In the FICC of it

In this week’s podcast Colin Lambert and Galen Stops, respectively the managing editor and editor of Profit & Loss, analyse some of the highlights from the final day of the Forex Network Chicago conference. To start off with they discuss some of the key talking points from the credit panel, asking whether the FX industry […]

Strong CTA Performance Extends Through August

Following a strong July, CTAs reported positive performance again in August, according to data from Societe Generale (SG). The SG CTA Index was up 3.45%, adding to gains of over 10% year-to-date for these firms, which would put them on track for their best year since 2014. Short-term CTAs also made performance gains in August, […]

CTAs Bounce Back in June

Commodity Trading Advisors (CTA) posted a 1.59% return in June, according to the Barclay CTA Index compiled by BarclayHedge, a division of Backstop Solutions. This follows a difficult month in May for these funds, when the Barclay CTA Index was down 0.19%. Year-to-date, the index is now up 3.84%. “Recession fears coupled with market anticipation […]