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“Quant” hedge funds headed for worst month since August 2007

Posted on 30 October 2012

Computer-driven hedge funds are headed for their worst monthly performance since the start of the credit crunch after making losing bets in dozens of markets including bonds, currencies and commodities.
Many of the funds, known as managed futures or commodity trading advisors (CTAs), came into October with “risk on” trades, such as long positions on equities and commodities, and a short position on the U.S. dollar………………………………………..Full Article: Source


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VRS - who has written 36748 posts on Opalesque Commodities Briefing.


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