Kettera Strategies Heat Map December 2021
Metals strategies with long exposures to precious and or base metals performed well, either by straight directional bets or spreads
Tactical Trading / Managed Futures
AlphaWeek's coverage of the tactical trading / managed futures industry
SG CTA Index Adds Winton Capital, Crabel Capital and PIMCO Products For 2022
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
Societe Generale's SG CTA Index delivered positive performance of +0.45% in December to complete 2021 up +6.27%
Large Trend Following Managed Futures Programs Enjoy Strong October
Bridge Institutional Trend Index up +4.14% last month
Managed Futures Strategies Continue 2021 Bull Run
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
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
Noise And Nonlinearity: Challenge And Opportunity For Momentum Trading
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
Kettera Strategies Heat Map July 2021
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
Kettera Strategies Heat Map June 2021
June was a negative month for the longer-term systematic trend programs, where setbacks came primarily in fixed income and currency markets
Managed Futures Make For Smoother Sailing
Managed Futures, while a bit of a “catch-all” category, provides key benefits to both traditional and alternatives portfolios
Trend Following Continues Strong Start To 2021
SG Trend Index added +2.83% to bring year to date returns to +6.91%
CME Group To Launch E-mini S&P Europe 350 ESG Index Futures
New product will be available for trading on May 24, pending regulatory review
AlphaBee Asset Management Launches New Commodities Fund Of Hedge Funds
New product is the first commodities-specific FoHF in Europe
Adaptive Trend Following The Secret To Success For DG Partners
Adapting models delivering alpha for London-based hedge fund manager
Managed Futures Hedge Funds Deliver Solid February To Turn 2021 Performance Positive
The flagship SG CTA Index made gains of +2.88% for the month to leave it up +1.64% year to date
