(Opalesque) 2020 has been a good year for short-term CTAs. Société Générale’s Short-Term Traders Index – which monitors the daily performance of a portfolio of CTAs and global macro managers is up +2.98% year to date through June 30. The index lost -0.68 in June, but approximately half of the funds in the index posted positive returns for the month according to an update from SocGen.
Thriving in uncertainty short-term CTAs outperform in the pandemic
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