(Hedgeweek) The Lyxor Epsilon Global Trend Fund, Metori Capital’s long-running systematic managed futures strategy, remains well up in 2020, comfortably outperforming CTA benchmarks as trend-following hedge funds were caught out by reversals across across FX, commodities and equities in recent weeks.
Lyxor Epsilon Global strategy outflanks benchmarks amid CTA reversal
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