Hedge Funds - Managed Futures

AlphaWeek's coverage of the managed futures space

SG CTA Index Adds Winton Capital, Crabel Capital and PIMCO Products for 2022

11 January 2022 AlphaWeek Basic Greg Winterton

One re-entry to the SG Trend Index for 2022, no changes in the SG Short-Term Traders Index and the SG Multi Alternative Risk Premia Index has one new addition this year

Managed Futures Strategies Gain in December To Complete Best Year Since 2014

7 January 2022 AlphaWeek Basic Greg Winterton

Societe Generale's SG CTA Index delivered positive performance of +0.45% in December to complete 2021 up +6.27%

Kettera Strategies Heat Map - November 2021

13 December 2021 Public Kettera Strategies

Longer-term systematic trend strategies were hit hard by reversals at the end of the month

Large Trend Following Managed Futures Programs Enjoy Strong October

11 November 2021 AlphaWeek Basic Greg Winterton

Bridge Institutional Trend Index up +4.14% last month

Kettera Strategies Heat Map - October 2021

11 November 2021 Public Kettera Strategies

October’s theme was that there really wasn’t a theme for longer term trend followers

Managed Futures Strategies Continue 2021 Bull Run

8 November 2021 AlphaWeek Basic Greg Winterton

SG CTA Index was up +2.56% in October and now stands at +9.88% for 2021 – the best year-to-date performance since 2014

Managed Futures Q3 Performance Review

26 October 2021 Public Dmitri Alexeev

CTAs appeared to generate close to 5% in the first half of the year, which is not a bad result in any given year. However, Q3 proved to be difficult

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

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

Noise and Nonlinearity: Challenge and Opportunity for Momentum Trading

12 August 2021 Public Stefanel Radu

Noise and nonlinearity are two important market characteristics that have been on the increase over the past decade and have produced increasingly complex market price actions