Hedge Funds Up Last Week On Back Of Trend Continuation

22Jun2015June 22, 2015

Hedge Funds Up Last Week On Back Of Trend Continuation

Managed futures CTAs posted strong gains last week, pushing the hedge fund index higher on the back of higher U.S. equities and a reversal in bond yields on both sides of the Atlantic, a recent Lyxor report noted.

Long term CTAs up on trend continuation, short term CTAs have setbacks
CTAs, up 0.06 percent on the week, and Global Macro funds, up 0.03 . . .

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Author

Mark Melin

Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.

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