11.11.2019 CTAs lost 2.41% in October but still in positive territory with +5.98% YTD
Laxman Pai, Opalesque Asia:

The Societe General CTA Index closed October at -2.41 percent as difficult market conditions continued in October, following a challenging September.

CTAs are still in positive territory at +5.98 percent YTD, helped by earlier gains from trend following strategies and an uptick from more fundamentally driven quantitative macro strategies in October.

According t

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