- Advertisement -
- Advertisement -

Related

Kortsiktiga CTAs kom till undsättning

Industry Report

- Advertisement -

Stockholm (HedgeNordic.com) – Enligt den senaste veckokommentaren från Phillippe Ferreira, Head of Resarch på Lyxors Managed Account Plattform, har kortsiktiga CTAs tillsammans med multistrategi och emerging markets fonder klarat sig igenom den senaste tidens marknadsoroligheter på ett bra sätt. Detta samtidigt som CTAs överlag under föregående vecka hade en tuff period då kraftiga trendbrott i aktier och till viss del valutor hade en negativ inverkan på avkastningen. Med Eurostoxx 50 ned 4,4% på veckan samtidigt som USD index sjönk med 0,3% var många CTAs sårbara då dess långa USD positioner letat sig upp till den högsta nivån på två år.

Enligt Lyxor hade de CTA förvaltare med stor exponering mot aktier det svårast under den föregående veckan medan pattern recognition strategier och kortsiktiga trendföljare slutade upp. Räntor var det enda positiva resultatbidraget där den stabila nedgången i marknadsräntor på ett korrekt sätt förutsetts av de flesta strategier där långa positioner i såväl amerikanska som europeiska räntor bidrog till vinster.

Bild: (c) Mark III Photonics—shutterstock.com

Subscribe to HedgeBrev, HedgeNordic’s weekly newsletter, and never miss the latest news!

Our newsletter is sent once a week, every Friday.

HedgeNordic Editorial Team
HedgeNordic Editorial Team
This article was written, or published, by the HedgeNordic editorial team.

Latest Articles

Rising Adoption of Quantitative Investment Strategies Among Nordic Investors

From a high-level perspective, there is a clear trend of increasing adoption of quantitative investment strategies (QIS) among Nordic institutional investors, either through the...

EU Plans Stress Test for Hedge Funds and Non-Bank Firms

European regulators are planning a stress test to identify vulnerabilities beyond the traditional banking sector, focusing on less regulated entities such as hedge funds,...

ALCUR Fonder Continues Hiring Spree

Following two earlier additions this year, ALCUR Fonder continues to expand its portfolio management team at a notable pace. The Stockholm-based hedge fund boutique...

Nordic Private Markets Modernize with Data-Centric Trade Lifecycle Automation

By Anders Stengaard Jensen at Indus Valley Partner: In recent years, asset managers in Nordic countries have accelerated efforts to modernize trade operations, particularly...

Norwegian Hedge Fund Industry Sees Major Boost with New Launch

The Swedish and Danish hedge fund industries remain closely matched in size, with Denmark recently edging ahead of Sweden. While still less than half...

Atlant Funds Hold Up in May Despite Mistimed Market Call

Macroeconomic and market forecasts are notoriously difficult, even for experienced hedge fund managers. What matters more than being right, however, is ensuring that incorrect...

Allocator Interviews

In-Depth: High Yield

Voices

Request for Proposal

- Advertisement -
HedgeNordic
Privacy Overview

This website uses cookies so that we can provide you with the best user experience possible. Cookie information is stored in your browser and performs functions such as recognising you when you return to our website and helping our team to understand which sections of the website you find most interesting and useful.