09.01.2019 HFRI macro, CTA Indices post strong gains in December
Laxman Pai, Opalesque Asia:

Defensive Macro hedge funds and quantitative, trend-following CTA strategies posted gains in the volatile month of December as global equities and many commodities suffered steep losses.

According to a press release from Hedge Fund Research, Inc. (HFR), the HFRI Macro Index (asset weighted) gained +2.1% for December with positive contributions from both quantitat

Print