Trend-following funds struggle, CTA performance worsens for 4 consecutive months, market uncertain due to policy change
トレンド追随「順張り」ファンド苦戦 CTA成績、4カ月連続悪化 政策転 換で相場不透明
金融市場で相場のトレンドに追随した機械売買によって収益を稼ぐ「順張り 」戦略のファンド、CTAが苦戦している。主要CTAの月次の運用成績は8月まで4カ月連 続…
https://www.nikkei.com/article/DGKKZO83218610T00C24A9ENG000/
Trend-following funds struggle, CTA performance worsens for 4 consecutive months, market uncertain due to policy change
CTA, a fund with a “follow” strategy that earns profits through mechanical trading that follows trends in the financial market, is struggling. The monthly performance results of major CTAs are 4 consecutive months until August …
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