CTAs near YTD parity as equity gains extend rebound to fifth month

Winton, Graham Capital, Brevan Howard, Marshall Wace speaking at AFI Innovation Summit
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A fifth straight month of gains means trend-followers and other CTAs are close to completing their recovery from heavy losses during market switchbacks in H1.

Societe Generale’s trackers of CTAs and large trend-followers gained 1.5% and 1.9% in the month to 30 October, respectively, leaving them on -1.3% and -0.4% YTD.

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