{"id":71089,"date":"2019-09-25T01:48:29","date_gmt":"2019-09-25T05:48:29","guid":{"rendered":"http:\/\/www.hedgeco.net\/news\/?p=71089"},"modified":"2019-09-25T01:48:29","modified_gmt":"2019-09-25T05:48:29","slug":"large-and-broad-reversals-are-the-main-ctas-enemies-says-lyxor","status":"publish","type":"post","link":"https:\/\/www.hedgeco.net\/news\/09\/2019\/large-and-broad-reversals-are-the-main-ctas-enemies-says-lyxor.html","title":{"rendered":"Large and broad reversals are the main CTAs&#8217; enemies, says Lyxor"},"content":{"rendered":"<p>(Opalesque) Timing CTAs is notoriously challenging. Monitoring their exposures provides a useful picture but has rarely been a reliable allocation method. According to Lyxor, they enjoyed an impressive rally this year, mainly supported by their long bond positions, which fueled high CTAs returns&#8217; auto-correlations. Returns might prove less trendy going forward. <\/p>\n<p><a href=\"https:\/\/www.opalesque.com\/675522\/Large_and_broad_reversals_are_the_main552.html\">To read this article:<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>(Opalesque) Timing CTAs is notoriously challenging. Monitoring their exposures provides a useful picture but has rarely been a reliable allocation method. According to Lyxor, they enjoyed an impressive rally this year, mainly supported by their long bond positions, which fueled [&hellip;]<\/p>\n","protected":false},"author":4,"featured_media":0,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[4],"tags":[],"class_list":["post-71089","post","type-post","status-publish","format-standard","hentry","category-syndicated"],"_links":{"self":[{"href":"https:\/\/www.hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/71089","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.hedgeco.net\/news\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.hedgeco.net\/news\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.hedgeco.net\/news\/wp-json\/wp\/v2\/users\/4"}],"replies":[{"embeddable":true,"href":"https:\/\/www.hedgeco.net\/news\/wp-json\/wp\/v2\/comments?post=71089"}],"version-history":[{"count":1,"href":"https:\/\/www.hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/71089\/revisions"}],"predecessor-version":[{"id":71090,"href":"https:\/\/www.hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/71089\/revisions\/71090"}],"wp:attachment":[{"href":"https:\/\/www.hedgeco.net\/news\/wp-json\/wp\/v2\/media?parent=71089"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.hedgeco.net\/news\/wp-json\/wp\/v2\/categories?post=71089"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.hedgeco.net\/news\/wp-json\/wp\/v2\/tags?post=71089"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}