21.02.2013 - Selector’s tool kit: breaking open the CTA black box
Commodity trading advisor funds have become an increasingly rewarding asset class, but their computer-driven strategies present a number of challenges to selectors. Compared to other Alternative Ucits strategies, commodity trading advisor (CTA) funds have done well during the long and windy post-crisis period. Since 2007 they have maintained second place in terms of assets under management behind the long/short equity peer group and are now slowly gaining ground..........................................Full Article: Source
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