Global Macro and Managed Futures Performance Review
December 13, 2023 - Fundamental Valuation, Mutual/Hedge Funds, Technical Trading
Should qualified investors count on global macro (GM) and managed futures (MF, or alternatively CTA for commodity trading advisors) hedge funds to beat the market? In their November 2023 paper entitled “Global Macro and Managed Futures Hedge Fund Strategies: Portfolio Differentiators?”, Rodney Sullivan and Matthew Wey assess the performances of GM and MF hedge fund… Keep Reading