Lyxor reports CTA and Macro returns linked to macro developments
The weekly report from Lyxor’s Cross Asset Research team comments that recently released economic data in the US was somewhat below expectations dashing expectations of
The weekly report from Lyxor’s Cross Asset Research team comments that recently released economic data in the US was somewhat below expectations dashing expectations of

Data from HFR shows that hedge funds advanced in August led by a resurgence in Energy/Basic Materials and Activist strategies. The HFRI Fund Weighted Composite
Investment managers Fundamental Asset Management believes that the value of the UK’s second market, AIM, grew in August and beat the FTSE 100. Chris Boxall,
Hedge fund data firm HFR reports that global hedge fund capital increased in 2Q16, recovering the decline from the prior quarter and rising above the
Lyxor reports that the Lyxor Hedge Fund Index was down -0.9 per cent in June, with three out of ten Lyxor indices ending the month
Hedge fund data firm HFR reports that hedge funds posted gains for June as the HFRX Market Directional Index gained +2.16 per cent, the HFRX
Societe Generale Prime Services reports that June was a strong month for most CTA strategies, with the SG CTA Index posting the largest monthly gain
Hedge fund data firm HFR reports that hedge fund managers navigated intense volatility on Friday as the historic Brexit vote resulted in massive dislocations across
The current appetite for risk aversion is proving a bonanza for CTAs, according to Lyxor’s Cross Asset Research team. They write that with market stress materially
Hedge fund data provider HFR reports that hedge funds outperformed US equities for the third consecutive month in February as equity, credit and energy markets