CTAs turn to fundamental models in search of diversification

A growing number of commodity trading advisers (CTAs) believe fundamental strategies can help improve the return profile of trend-following managed futures programs.

follow-the-leader

The managed futures industry is synonymous with trend following and momentum strategies that operate on the premise that price information is the best indicator of future market performance.

But a handful of commodity trading advisers (CTAs) are going beyond price-based models and incorporating fundamental strategies into their investment programs. For these CTAs, fundamental models represent both a source of diversification and a complementary factor that can improve the performance of a managed

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here