Trend Followers End 2020 With a Bang 6 January 2021 AlphaWeek Basic Greg Winterton SG Trend Index up +6.55% 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
Managed Futures Outperform In The Fourth Quarter Of A U.S. Election Year 23 November 2020 Public Dmitri Alexeev CTAs indeed perform better in Q4 of election years, by a wide margin of 3.7 percent 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 - 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
Kettera Strategies Heatmap - June 2020 14 July 2020 Public Kettera Strategies With some notable exceptions, most of the FX programs we follow had setbacks in June Read more
Kettera Strategies Heat Map - May 2020 10 June 2020 Public Kettera Strategies While most agricultural markets were flat and unexciting, many of the ag spread programs we track did well Read more
Kettera Strategies Heat Map - April 2020 14 May 2020 Public Kettera Strategies Systematic trend strategies, generally speaking, were positive on average – though certainly not as dramatic as in recent months Read more
Kettera Strategies Heat Map - March 2020 10 April 2020 Public Kettera Strategies Equities strategies performed badly overall, unsurprisingly, with most returns being even worse than February Read more
Kettera Strategies Heat Map - February 2020 10 March 2020 Public Kettera Strategies 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 Read more
Kettera Strategies Heat Map - January 2020 14 February 2020 Public Kettera Strategies The theme in global macro appeared to continue in January, as discretionary macro programs once again outperformed Read more
Kettera Strategies Heat Map - December 2019 16 January 2020 Public Kettera Strategies The generally positive returns for discretionary global macro programs over the last few months continued Read more
Looking Back At CTAs In 2019 6 January 2020 Public Dmitri Alexeev While it was challenging, it was also the best year for managed futures strategies in 5 years Read more
Kettera Strategies Heat Map - November 2019 11 December 2019 Public Kettera Strategies Many energy specialists posted profitable months, particularly those with a relative value or spread approach Read more