(Opalesque) CTAs reported positive performance again in August, following a strong July, says Societe Generale (SG). The SG CTA Index was up 3.45%, adding to gains of over 10% year-to-date for these firms, which would put them on track for their best year since 2014. Short-term CTAs also made performance gains in August, up +1.84%, but returns were mixed with seven out of ten constituent managers positive with the rest negative.
Strong CTA performance extends through August
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