RT Journal Article
SR Electronic
T1 Insights into the Recent Performance of Managed Futures
JF The Journal of Alternative Investments
FD Institutional Investor Journals
SP 53
OP 61
DO 10.3905/jai.2000.318967
VO 3
IS 3
A1 Thomas W. Moller
YR 2000
UL https://pm-research.com/content/3/3/53.abstract
AB The directional trading strategies of most CTA's and Global macro hedge have not been effective in the recent market environment. In this commentary, several possible answers for the recent performance and what investors may expect in the future, with particular focus on commodity trading advisor-based strategies are discussed.