Kettera Strategies Heat Map December 2020
Ag Commodities Specialists had one of its best months in more than a year in December
Kettera Strategies Heat Map November 2020
Unlike October, where the bulk of discretionary macro managers returned slightly negative numbers, November shows an enormously wide range of returns
Kettera Strategies Heat Map October 2020
The quant macro programs we follow generally had negative months
Kettera Strategies Heat Map September 2020
September returns spanned the gamut in Discretionary Macro, however, as discretionary managers’ returns strategies varied greatly
Kettera Strategies Heat Map August 2020
Metals and energy specialists produced gains across the board in August
Kettera Strategies Heat Map July 2020
In Discretionary Macro, July was one of the best months in memory
Kettera Strategies Heatmap June 2020
Discretionary macro managers stuck to their skepticism on the recent equities rally while quant macro saw gains in equities indices and fixed income
Kettera Strategies Heat Map May 2020
Systematic trend endures a 'give-back' month
Kettera Strategies Heatmap March 2020
While in February, long convexity and relative value volatility strategies weathered the turmoil well, in March they exceeded all expectation
Kettera Strategies Heatmap February 2020
Short-term and higher-frequency programs generated mixed to positive results as the lightning quick sell-off in equities during the last week caught some strategies off guard
Kettera Strategies Heatmap January 2020
Short-term and higher-frequency programs seemed to indicate that December was just a momentary aberration
Kettera Strategies Heatmap December 2019
The generally positive returns for discretionary global macro programs over the last few months continued
Kettera Strategies Heat Map November 2019
The pattern of returns seen by Global Macro managers was very similar to October
Kettera Strategies Heat Map October 2019
In global macro, the discretionary programs we track seemed to end October flat to positive
Kettera Strategies Heat Map September 2019
Once again, a divergence between discretionary and quant/model-driven macro programs emerges
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