“Leading CTAs enjoy Brexit bounce” (CTA Intelligence)
“Leading CTAs enjoy Brexit bounce: Winton, ISAM, Fort, Welton among big winners from market volatility”
June 27, 2016
CTAs were among the big winners of the fallout from the Brexit vote, latest performance estimates show.
Managed futures strategies are set to see gains in the wake of the referendum, as other hedge fund strategies struggle amid the market turmoil, analysis by Lyxor suggests.
Welton Investment Partners, a $600m manager based in California, saw all three of its quantitative programs experienced gains on Friday, including an equity stat arb strategy.”