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“Leading CTAs enjoy Brexit bounce” (CTA Intelligence)

Posted on June 30, 2016 in Articles

"Leading CTAs enjoy Brexit bounce: Winton, ISAM, Fort, Welton among big winners from market volatility"
CTA Intelligence
June 27, 2016
 

Selected excerpts:

CTAs were among the big winners of the fallout from the Brexit vote, latest performance estimates show.


Managed futures strategies are set to see gains in the wake of the referendum, as other hedge fund strategies struggle amid the market turmoil, analysis by Lyxor suggests.


Welton Investment Partners, a $600m manager based in California, saw all three of its quantitative programs experienced gains on Friday, including an equity stat arb strategy."

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