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BarclayHedge: CTAs Up In August

Fairfield, IA data shop Barclayhedge's flash estimate for the Barclay CTA Index indicates a 0.71% gain in August. Year to date, the Index has lost 1.43%. “Downtrends in agricultural markets, precious metals, and emerging market currencies provided a helpful tailwind for the 70 percent of futures funds that reported a profit in August,” says Sol Waksman, founder and president of BarclayHedge. Five of Barclay’s managed futures indices had gains in August, while four had losses. The MPI Barclay Elite Systematic Traders Index enjoyed a 2.81% gain in August. Diversified Traders were up 1.21%, the Systematic Traders Index gained 1.10%, and Currency Traders...