Kettera Strategies Heat Map - September 2021 13 October 2021 Public Kettera Strategies It was a big month for most of the long volatility and relative value (RV) volatility managers we follow - perhaps their best in nearly 1½ years Read more
Kettera Strategies Heat Map - August 2021 14 September 2021 Public Kettera Strategies August was a very frustrating month for directional trading in the metals markets and crude and refined products Read more
Kettera Strategies Heat Map - July 2021 12 August 2021 Public Kettera Strategies July was generally a positive for systematic trend programs, but it was also one of those months with a wide array of returns for such programs Read more
Kettera Strategies Heat Map - June 2021 13 July 2021 Public Kettera Strategies June was a negative month for the longer-term systematic trend programs, where setbacks came primarily in fixed income and currency markets Read more
Kettera Strategies Heat Map - May 2021 11 June 2021 Public Kettera Strategies May demonstrated the stark differences in returns that can occur among discretionary vs model-driven macro programs Read more
Kettera Strategies Heat Map - April 2021 14 May 2021 Public Kettera Strategies Returns for most ag specialists - both directional and spread traders - were driven by the continued bullish corn and soybean moves, along with constructive wheat positioning Read more
Kettera Strategies Heat Map - March 2021 13 April 2021 Public Kettera Strategies Most of the FX specialists we track performed well in March Read more
Kettera Strategies Heat Map - February 2021 12 March 2021 Public Kettera Strategies February offered investors one of the best months in years for systematic trend Read more
Kettera Strategies Heat Map - January 2021 11 February 2021 Public Kettera Strategies In ag commodities specialists, for directional strategies, returns in January were driven again by long corn and long soybean positioning Read more
Kettera Strategies Heat Map - December 2020 18 January 2021 Public Kettera Strategies Ag Commodities Specialists had one of its best months in more than a year in December Read more
Kettera Strategies Heat Map - November 2020 14 December 2020 Public Kettera Strategies Most of the systematic trend programs we track were positive for the month, largely thanks to long equities positions and long industrial commoditie Read more
Kettera Strategies Heat Map - October 2020 13 November 2020 Public Kettera Strategies The quant macro programs we follow generally had negative months, as October was a tricky month for fundamentally based quant models Read more
Kettera Strategies Heat Map - September 2020 16 October 2020 Public Kettera Strategies For Systematic Trend Programs, September was a “give-back” month, as nearly all systematic trend programs ended up in (moderate) negative territory Read more
Kettera Strategies Heat Map - August 2020 15 September 2020 Public Kettera Strategies In Quant Macro, among the programs we track, the common theme on the profitable side seemed to be short fixed income Read more
Kettera Strategies Heat Map - July 2020 17 August 2020 Public Kettera Strategies In Discretionary Macro, July was one of the best months in memory for this category Read more