Commodity trading adviser (CTA)
Investors want to know logic behind machine learning
Big data tools a hard sell without clear explanations, says Winton researcher
AHL spies futures in China rebar, iron ore and polymers
Hedge fund puts algorithms to work in new liquid futures and OTC markets
Does skewness matter to the pricing of commodity futures?
Paper designs and tests performance of new strategy in commodity futures
Bank and investor exodus worsened oil rout, traders say
Role of financial participants in price plunge adds new twist to old debate
Deutsche Bank places faith in ‘structurally changed’ CTAs
Outperformance no short-term trend, as industry has seen “fundamental changes”
Book review: trend following with managed futures
Seven centuries of data shows average return of 13% with volatility of just 11%
Managed futures ‘not a tail risk strategy'
Investors should not try to time allocations, says Abbey
CTAs beat hedge fund rivals in 2014
Investors hope that CTAs’ fortunes have changed for good
Hedge funds' year in review
Event driven strategies disappointed in 2014, while trend-followers thrived
Amundi considers deals with institutions to 'rent' its platform
MAP also seeks to expand its range of CTA managers
Fewer hedge funds, but assets still growing
Macro, managed futures funds see outflows as returns lag
Equity and macro Americas winners announced
Anchor Bolt, Everest, Glenview, Millennium and Trend tell their stories
Morgan Stanley scores FoHF awards hat-trick
Investor-focused group rewarded for quality of its insight
Wadhwani advocates defensive hedge fund position
Tough environment for CTAs likely to end as interest rates start to rise
Commodities investing down but not out, Masters says
Global Advisors co-founder believes short-term woes will give way to long-term rally
Swedish FoHF adopts different approach to CTA manager selection
12th Annual European Fund of Hedge Funds Awards 2013
Commodity investment goes back to fundamentals
The past year has not been a good one for commodity investment. Passive commodity indexes have delivered disappointing returns, while a number of high-profile commodity hedge funds have been forced to close. What is the outlook for investor interest in…
CTA trend followers suffer in market dominated by intervention
Return to normality
Newedge research shows CTA capacity concerns overblown
Research from Newedge suggests growth in assets will have muted impact on CTA performance
Campbell opens non-trend programs to investors
CTA Campbell & Company’s Prism portfolio of non-trend strategies has generated strong returns since it launched as a standalone investment in April
Winton Futures Fund: Winton Capital Management
13th Annual European Single Manager Awards 2013
Harding reveals ambitious plans for Winton
David Harding says he has no intention to take Winton Capital Management public. He has ambitious plans to grow the business into a major investment management company as he remains at the helm
AHL Evolution: AHL (Man Group)
13th Annual European Single Manager Awards 2013
