Kettera Strategies Heat Map July 2022
July markets saw broad-based trend reversals across nearly all sectors
Kettera Strategies Heat Map June 2022
The more profitable trend following programs appeared to emphasize short fixed income and short equities indices positions
Kettera Strategies Heat Map April 2022
FX specialists experienced one of their best months in years, as sharp trends emerged as G10 central banks all took different paths on monetary policies
Kettera Strategies Heat Map February 2022
Long commodities positioning, particularly in grains and crude markets, were by far the best performers for most longer-term trend programs during the month
Kettera Strategies Heat Map January 2022
Quant macro, systematic trend following begin the year strongly
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
Kettera Strategies Heat Map November 2021
Longer-term systematic trend strategies were hit hard by reversals at the end of the month
Kettera Strategies Heat Map October 2021
October’s theme was that there really wasn’t a theme for longer term trend followers
Kettera Strategies Heat Map September 2021
It was a big month for most of the long volatility and relative value (RV) volatility managers we follow - perhaps their best in nearly 1½ years
Kettera Strategies Heat Map August 2021
August was a very frustrating month for directional trading in the metals markets and crude and refined products
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
Kettera Strategies Heat Map May 2021
May demonstrated the stark differences in returns that can occur among discretionary vs model-driven macro programs
Kettera Strategies Heat Map April 2021
Systematic trend followers with meaningful allocations to commodities outperformed those that primarily trade financials
Kettera Strategies Heat Map March 2021
Systematic CTAs faced a multitude of unexpected inflection points, the biggest examples coming in fixed income and softs commodities
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