Quantitative Strategies Volatility Strategies

The Time Is Now For CTAs, Winton Group Says

Mar 7, 2024

Investors are showing greater interest for commodity trading advisors in a time where the correlation risk between equities and bonds is sapping away diversification benefits for more traditional portfolios. Simon Judes, co-chief investment officer at the USD10.6 billion Winton Group, said that, among hedge fund strategies, CTAs have had close to the lowest correlation with portfolios of bonds and equities.

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