Common Denominators - Markets Traded by CTA and managed futures funds

The Hedge Fund Journal, September 2014, Issue 97, pp. 32-33.
TILLMANN SACHS, HUI YU CHEN, ROBERT L.K. TIONG

Reprint in

Download Draft

[...] 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. [...]