ManagedFutures

AlphaBot:  Managed Futures Vs. Inflation September 24, 2021

September 2021 - Managed Futures

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Commodities have traditionally been an inflation hedge, and with growing concerns over rising prices expressed by many, including yours truly, we wanted to take a look at how managed futures strategies are doing in the current environment. We plotted the monthly percent change in the CPI index, the Dollar Index, and used the BarclayHedge CTA Index as our proxy for managed futures performance. 

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