Managed Futures Strategies Gain In December To Complete Best Year Since 2014 7 January 2022 AlphaWeek Basic Greg Winterton Societe Generale's SG CTA Index delivered positive performance of +0.45% in December to complete 2021 up +6.27% Read more
Kettera Strategies Heat Map - November 2021 13 December 2021 Public Kettera Strategies Longer-term systematic trend strategies were hit hard by reversals at the end of the month Read more
Large Trend Following Managed Futures Programs Enjoy Strong October 11 November 2021 AlphaWeek Basic Greg Winterton Bridge Institutional Trend Index up +4.14% last month Read more
Kettera Strategies Heat Map - October 2021 11 November 2021 Public Kettera Strategies October’s theme was that there really wasn’t a theme for longer term trend followers Read more
Managed Futures Strategies Continue 2021 Bull Run 8 November 2021 AlphaWeek Basic Greg Winterton SG CTA Index was up +2.56% in October and now stands at +9.88% for 2021 – the best year-to-date performance since 2014 Read more
Managed Futures Q3 Performance Review 26 October 2021 Public Dmitri Alexeev CTAs appeared to generate close to 5% in the first half of the year, which is not a bad result in any given year. However, Q3 proved to be difficult Read more
Kettera Strategies Heat Map - September 2021 13 October 2021 Public Kettera Strategies 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 Read more
Kettera Strategies Heat Map - August 2021 14 September 2021 Public Kettera Strategies August was a very frustrating month for directional trading in the metals markets and crude and refined products Read more
Noise and Nonlinearity: Challenge and Opportunity for Momentum Trading 12 August 2021 Public Stefanel Radu Noise and nonlinearity are two important market characteristics that have been on the increase over the past decade and have produced increasingly complex market price actions Read more
Kettera Strategies Heat Map - July 2021 12 August 2021 Public Kettera Strategies 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 Read more
Kettera Strategies Heat Map - June 2021 13 July 2021 Public Kettera Strategies June was a negative month for the longer-term systematic trend programs, where setbacks came primarily in fixed income and currency markets Read more
Managed Futures vs. Inflation 30 June 2021 Public Dmitri Alexeev CTAs are charging after the CPI index, supporting their inflation hedging reputation Read more
Managed Futures Make for Smoother Sailing 21 June 2021 Public Jim Neumann Managed Futures, while a bit of a “catch-all” category, provides key benefits to both traditional and alternatives portfolios Read more
Kettera Strategies Heat Map - May 2021 11 June 2021 Public Kettera Strategies May demonstrated the stark differences in returns that can occur among discretionary vs model-driven macro programs Read more
Trend Following Continues Strong Start To 2021 7 May 2021 AlphaWeek Basic Greg Winterton SG Trend Index added +2.83% to bring year to date returns to +6.91% Read more