Two trading days after Brexit return main CTA index to positive territory
Hedge funds profited from the immediate
post-Brexit volatility, according to research from French bank
Societe Generale that suggests as many as 90% of Commodity
Trading Advisor strategies did well trading after the shock
Societe Generale’s CTA
Indices confirm positive performance for CTA managers in the
two full days of trading after the Brexit referendum result was
On Friday June 24, when falling markets
were causing concern for many investors, 90% of the programs
tracked by the SocGen’s CTA Index had posted
positive returns by the end of the day while 80% of Short Term
Traders were positive.
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