(Hedgeweek) The flash estimate for the Barclay CTA Index, compiled by BarclayHedge, indicates a 2.89 per cent loss in February. Year to date, the Index is down 0.33 per cent. “Although the month was marked by a mix of trend extensions and trend reversals in key market sectors, reversals ruled and 77 per cent of CTAs incurred losses in February,” says Sol Waksman, founder and president of BarclayHedge.
Barclay CTA Index falls 2.89 per cent in February
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