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August ended down -2.07%. Our portfolio was well positioned early in August and models increased our risk exposure slowly. However, markets started to move against us while our exposure was fairly high. Our risk management stopped out some positions fast thereby [...]
In a recently released strategy note, Newedge researchers Galen Burghardt and Lianyan Liu teamed with Ewan Kirk of Cantab Capital Partners to consider an often discussed issue: Is there a capacity issue with managed futures. The research team dives deep [...]