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Trend Followers Live and Die With Equities This Year
The lack of sustained trends in most markets has hurt funds that avoided stocks, a review of CTA performance shows.
Phillippe Ferreira, Lyxor Asset Management (photo courtesy of Lyxor) It’s a tough gig to be peddling a product that is virtually uncorrelated to the stock market while stocks are performing strongly. Just ask the commodity trading advisors, those mostly computer-driven investors who look for trends and play the momentum in a wide
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