Sneak peek at July hedge fund and managed futures returns from Kettera Hydra Platform Investor Letter.
Sneak peek at June hedge fund and managed futures returns from Kettera Hydra Platform Investor Letter.
Commitment of Traders gives a snapshot view of how Leveraged Funds and Managed Money are positioned in US Futures and commodity markets. These are typically hedge funds, CTAs, CPOs and various types of money managers. 
CTA Trend Following model shows Cocoa futures were stopped out and JPY/USD flipping between long and neutral in different models.
In January 2015 at a Managed Funds Association conference I presented findings on the apparent relationship between commodity trading advisor (CTA) drawdowns and the Federal Reserve balance sheet, specifically the outright held securities part of it). The theme of the panel, and a subsequent research paper was: “Managed Futures and CTAs — Where are We and What's Next?”
All SG CTA indices posted positive returns in the last month of 2016, at the end of an otherwise difficult quarter. The flagship SG CTA Index closed the year slightly negative -2.86% and SG Trend Index -6.19%, the first negative year's performance since 2012.

The 2015 Managed Futures Pinnacle awards presented by CME Group and BarclayHedge were announced last night in a ceremony in Chicago.

During the last decade there has been a push to create investable indexes offering exposure to the beta of alternative investment strategies including hedge funds and managed futures.
Critics might argue that performance over recent years reveals the least compelling aspects of managed futures, but the critics always seem to forget that upwards of 70% to 100% of investors’ allocations are already in traditional investments.
October's volatility was a catalyst for strong returns for Commodity Trading Advisers, particularly trend followers according to the Newedge CTA Index.