|
[...] Traded Markets
There is clear trend in popularity of traded markets within the CTA industry. All survey participants were asked for their opinions on which markets represent the most relevant or common markets traded by CTAs, and multiple selections were possible. The survey covered a total of 82 markets, of which 27 markets were commodity markets, 10 government bond markets, 6 interest rate markets, 12 equity index markets, 1 volatility market, 9 G10 currency markets, and 17 emerging market (EM) currency markets. [...]
0 Comments
|
AuthorDr. Tillmann Sachs, CIO and Head of Research ArchivesCategories |
- About
- J8 GARS
-
Research
- J8 CTA Index
- Videos >
- JII - A liquid and investible benchmark index for the CTA and MF industry
- THFJ - Common Denominators in CTAs: Traded Markets
- THFJ - Common Denominators in CTAs: Portfolio Construction and Index
- JII - Common denominators in the CTA and managed futures industry: A survey report
- THFJ - Correlation is not always what it seems
- Quantifying Political Risks - PhD Thesis
- Contact
RSS Feed
|
PRUDENT investment management.
|
PROCESS driven strategy.
|
PERSISTENCE in returns.
|
|
J8 Capital Management LLP is authorised and regulated by the Financial Conduct Authority in the United Kingdom
J8 Capital Management LLP is registerred with the National Futures Association in the United States. |
J8 Capital Management LLP (c) copyright 2022
|