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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 percent for the

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