For CTAs, a Disastrous August Produced Mixed Results

Trend-following funds found themselves down but not out. Money was made going short commodities and long Treasuries. Equities hurt.

Stephen Taub September 8, 2015

CTAs, or commodity trading advisers, and other computer-powered hedge funds posted mixed results during the stock market’s huge sell-off in August. However, this does not necessarily mean funds designed to zig when the stock market zags failed to deliver. These so-called trend followers, which posted

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