24.01.2018 CTAs outperform as commodities rise
Komfie Manalo, Opalesque Asia:

CTA (commodity trading advisor) strategies had a strong week as indicated by the Lyxor CTA Broad Index being up 1.4% from 09 January to 16 (+3.5% YTD). Particularly the commodity bucket - long positions on aluminum and short on wheat and corn - was doing well, Lyxor Asset Management said. Long allocations to equities, especially in the U.S. and in Asia, also foste

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