CTA Strategies Prospered in a Volatile January
Many computer-driven funds were up in the mid- to high-single digits as more traditional strategies suffered.
CTAs delivered on their promise in January.
While global stock indexes fell 5 percent or more and many long-short hedge funds plunged by double-digit rates, commodity trading advisers (CTAs) and other computer-driven hedge funds posted strong gains.
Hedge Fund Research’s HFRX Macro: Systematic Diversified CTA Index was up 2.6