Sign up for free newsletter

 

Up arrow

Newedge Commodity Trading Index up 0.92 per cent in August

The Newedge Commodity Trading Index finished August up 0.92 per cent, completing a recent run of three consecutive positive months.

Over the same period, the CTA and CTA Trend-Sub Indices finished down 1.68 per cent and 1.87 per cent respectively. 

Sector performance data from the Newedge Trend Indicator reveals commodity and currency sectors may have contributed to this difficult run for systematic strategies.

The Newedge CTA Index’s top performers for the month of August included: Armajaro Commodities Fund: est. +3.58 per cent; Quantitative Investment Mgmt. (Global): +0.52 per cent; and Graham Capital Mgmt. (Discretionary – 6V): est. +0.27 per cent.

The Newedge STTI’s top performers for the month of August included: Quantitative Investment Mgmt. (Global): est. + 0.52 per cent; Ion Fund: est. + 0.30 per cent; and Kaiser Capital (Global Diversified): est. -0.34 per cent.
 


Subscribe to free daily newsletter
latestjobs
Equity Sales / Sales Trading - Chicago

Thu, 02 Jul 2015 00:00:00 GMT

VP/Director Project Manager-Investment Bank

Thu, 02 Jul 2015 00:00:00 GMT

Senior Developer-Global Arbitrage and Trading

Thu, 02 Jul 2015 00:00:00 GMT

events
4 days 9 hours from now - Hong Kong
2 weeks 2 days from now - Rhode Island
specialreports