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HFR: Quant CTA Strategies Lead October Gains

HFR's monthly hedge funds performance report saw strong gains in October, led by quantitative CTA strategies and complemented by equity and fixed income strategies, as the HFRI posted its twelfth consecutive positive month and the strongest return since July 2016. The HFRI Fund Weighted Composite Index® (FWC) climbed +1.3 percent in October, increasing the YTD gain to +7.2 percent and extending the record Index Value to 13,885. Risk Parity strategies also saw strong performance across all volatility target levels in the month. Industry-wide hedge fund gains were led by quantitative, trend-following Macro CTA strategies, as the HFRI Macro: Systematic Diversified Index surged...