Fixed-income bets drive CTA gains in February

March 2, 2023

Shorts across US Treasury curve work best last month
This article is for AFI Pro and Executive members
Related: Inflows and innovation top agenda as CTAs toast record 2022

CTAs averaged a 2.1% gain in February, turning positive for the year on fixed-income bets.

Societe Generale’s Trend index of large trend-following funds was also up, 1.3%, as funds including Lynx and Transtrend advanced.

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