Kettera Strategies Heat Map - February 2023
February was generally a good month for systematic trend followers. The key performance drivers appeared to be the opposite of what worked in January
Managed Futures
Tactical Trading / Managed Futures
AlphaWeek's coverage of the tactical trading / managed futures industry
Directional Data Biases and Systematic Trend Following: Friends or Foes?
This paper considers the influence that directional data biases may have in developing systematic trend-following (momentum) models
iM Global Partner Launches the iMGP DBi Managed Futures Fund
Dynamic Beta investments is the sub-manager of the fund
Kettera Strategies Heat Map - January 2023
Long-term trend programs were mixed to negative in January, where performance was largely depending on exposure to fixed income and short-term rates
2022 CTA Index Performance Review
CTAs of all varieties completed a very strong positive year’s performance in 2022
Managed Futures Strategies Slightly Off in December but Finish 2022 with Record Returns
Despite the pull back in December, the SG CTA Index and the SG Trend Index both enjoyed their best year on record at +20.07% and +27.35%, respectively
NilssonHedge Chart of the Month: Hedge Fund Strategy Performance Review
FoHFs that focus on managed futures strategies delivered the best performance of all of the sub-categories of the hedge fund industry that data provider NilssonHedge tracks in 2022
Manged Futures Strategies Just About Positive In October To Pad 2022 Gains
SG CTA Index delivering returns of +0.45%, bringing the year-to-date performance to +26.68%
Hedge Funds Q&A: Michael Dicks, PGIM Wadhwani
Michael Dicks of PGIM Wadhwani gives his views on the macroeconomic outlook and what types of strategies and exposures should smooth choppy equity waters in the coming six months
Managed Futures Strategies Extend 2022 Gains in September
SG CTA Index gained +3.98% for the month and now stands at +26.11% year-to-date
Managed Futures: Is This Time Different?
Investors piled into managed futures after the GFC but the strategy disappointed. Returns are back up, however, and this time they might be more sustainable
Bridge Alternative Institutional Trend Index Returns To Green In August
Index up +4.26% last month
Kettera Strategies Heat Map July 2022
July markets saw broad-based trend reversals across nearly all sectors
Commodity Trading Advisor Performance Negative To Begin Second Half
The SG CTA Index lost -3.06% for the month, the first major down month so far this year
Managed Futures Bull Run Ends In May
SG CTA Index ended the month approximately flat -0.13%, but is still firmly positive at +19.24% in 2022
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