November saw a significant increase globally in equity market with many indexes reaching all time new highs. Much of the globe appears to be factoring in the widespread distribution of the COVID vaccine. Bonds have been for the most part unaffected and are not the balance to the equites markets as has been considered the historical norm. Agriculture and commodities in general have continued to show life particularly in the grains.
Another common trend has been short USD. The IASG indexes showed strength across the board with Trend Following +3.37% leading the way followed by Stock Index Traders 2.64%.
CTA Spotlight: Adalpha Asset Management
- “The whole reason my algorithms work, the way they work in all environments, they’ve been working so long is because I’m a prop trader. And that’s what a CTA doesn’t have on me. “ Gary Polony describes in his quiet office on the 38th floor of the Chicago Board of Trade to explain the difference between someone who depends on trading success for a living as opposed to a fund generating high management fees on customer assets even when it doesn’t perform
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PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Managers with assets greater than $10M
CTA/Program Nov CAROR WDD Eclipse Capital ManagementPAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Managers with assets greater than $10M
CTA/Program 1yr Sharpe WDD Statar Capital LLCPAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Managers with assets greater than $10M
CTA/Program 3yr Sharpe WDD Leibniz GroupPAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
* Stats as of 12/12/2020 3PM CST