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Societe Generale: CTAs Up In August

Societe Generale Prime Services today announces the August 2018 performance data for its SG CTA indices. Following a challenging period in July, CTA performance improved in August as all the indices posted positive performance. The strong month was led by the uptick in the performance of trend followers, as the SG Trend Index was up +3.92%, but all CTA strategies benefitted. The SG CTA Index was up +2.64% and the SG Short Term Traders Index was up +1.07%. The SG Trend Indicator was up +4.14% and the key sectors which contributed were commodities, currencies, and equities. In an interesting reversal, commodities continued...