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.

2017-06-alpha-stephen-taub-ctas-philippe-ferreira-newsletter.jpg
2017-06-alpha-stephen-taub-ctas-philippe-ferreira-article.jpg
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.

To continue reading, subscribe now to Premium Journalism. Already a subscriber? login.

Related