Macro/CTA Net Exposure Falls: The Long And Short Of It All
Macro/managed futures (CTA) funds have had much higher levels of net exposure than their long/short counterparts over the last few years, dropping below them only during the US debt ceiling fight in 2011 and the Euro Crisis in 2012, but it has fallen sharply in recent weeks and is now approaching negative net exposure.
“Macro/CTA funds have continued to trim exposure and . . .
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