http://www.bloomberg.com/news/2011-06-22/hedge-funds-end-10-month-winning-run.html
Managed futures funds and CTAs, which use computer programs to search for price signals in futures markets from equities to oil and gold, were the worst performer in May after leading gains in April, the report said.
SS says
Some think CTAs are the ultimate hedge -This is a myth.
May be a super short term high frequency model can be a hedge but general CTAs are long risk like any medium term trend follower.
Managed futures funds and CTAs, which use computer programs to search for price signals in futures markets from equities to oil and gold, were the worst performer in May after leading gains in April, the report said.
SS says
Some think CTAs are the ultimate hedge -This is a myth.
May be a super short term high frequency model can be a hedge but general CTAs are long risk like any medium term trend follower.
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