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CTAs Slide in September
The strategy, which enjoyed rare capital inflows in August, gave up some of its summer gains last month.
Commodity trading advisers had a post-summer swoon in September.After posting two strong months of performance in July and August, the computer-driven strategy — also called managed futures — reported losses mostly ranging between 3 percent and 5 percent last month.Even so, the strategy, which is generally not correlated to the
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