The Lyxor Hedge Fund Index was up +0.4% from 10 October to 17 (+2.9% YTD), with CTAs outperforming, Lyxor Asset Management said in its Weekly Briefing. Lyxor explained that the momentum in equities contributed to CTAs which are set to outperform in October with +3.1% gains as of October 17.

In line with equity market movements, CTAs' net positioning on equiti