Are CTAs Positioned To Protect Portfolios?

by Seth Bancroft, Research Consultant, Hedge Funds at NEPC   If abrupt shifts in prices are what keep CTA (or managed futures) investors up at night, then they are likely sleep-deprived, given the recent market volatility. Up until recently, equity markets have been on a tear. Thus, not surprisingly, most CTAs–strategies designed to capture trends in asset […] Read more »