Volatility Targeting: CTAs Deliver Amid Outburst; But Will The Strategy Endure? – ValueWalk Premium

Volatility Targeting: CTAs Deliver Amid Outburst; But Will The Strategy Endure?

Just days after JPMorgan’s closely followed Global Head of Derivatives and Quantiative Strategies, Marko Kolanovic, released a revised strategy note last week that says the quantitative selling of stocks is only half over, a new note from another analyst at the bank says that many CTA trend following strategies sold ahead of the August stock market rout. As concerns regarding robotic market disruptions spread from China to . . .

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