Managed futures strategies slumped to their worst month of the year in September, with trend-following hedge funds caught out by sharp reversals in momentum across several markets and asset classes. CTAs, which aim to profit from various trends across equities,
The Lyxor Epsilon Global Trend Fund, Metori Capital’s long-running systematic managed futures strategy, remains well up in 2020, comfortably outperforming CTA benchmarks as trend-following hedge funds were caught out by reversals across across FX, commodities and equities in recent weeks.
Some quantitative trend-following hedge funds may be caught in a pincer movement between continued lukewarm performance on one side and ongoing investor aversion as a result of allocators being unable to perform deeper on-site due diligence on the other. Computer-driven
PEGAS, the pan-European gas trading platform of EEX Group, operated by Powernext, has successfully launched its OTC registration service for LNG Futures. The PEGAS JKM LNG Futures contract is cleared by ECC, the clearing house of EEX Group, and settled
Following difficult conditions for CTAs for most of this year, October has seen significant improvement as all of Societe Generale’s CTA indices returned positive performance. Trend following strategies performed the best as the SG Trend Index was up 5.55 per
Managed futures hedge fund strategies may be well-placed to withstand a continuing rise in bond yields, despite CTA performance being squeezed by the recent surge, Lyxor Asset Management strategists say.
Liquid real asset specialist firm Cohen & Steers has launched an active commodity fund, offering investors broad and diversified exposure to commodities through an active, long-biased investment approach based on rigorous fundamental research. The Cohen & Steers Active Commodities Fund
CF Benchmarks is to offer a PAX Gold (PAXG) daily settlement and spot rate, updated every second. PAX Gold from Paxos Trust Company is the first regulated digital asset backed token that represents premium gold bars. The benchmark price indices are
Delbrook Capital, a Vancouver-based specialist metals-focused long/short equity hedge fund, has continued to capitalise on this summer’s soaring precious metal prices.
London-based oil-focused hedge fund Westbeck Capital suffered a small dip in July after failing to capitalise on strong oil equities returns – but the strategy still remains up almost 70 per cent so far this year, with the firm now
