During 2016 Market Turmoil Managed Futures CTA Strategies Performed As ExpectedMark Melin
Managed futures ......... Mathematical logic used to support “managed futures CTA strategies" came into vogue again during the recent heightened stock market volatility. But the industry greatly influenced by "quants" is also in the midst of a more powerful longer-term trend higher. As a recent Financial Times article by Robin Wigglesworth points out, as the stock market “carnage” played itself out, such systematic, computer-driven strategies flourished and are expected to “become increasingly dominant in financial markets . . .
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