CTA performance… BarclayHedge – Commodity Research Group

February 27, 2017 by Jim Colburn Leave a Comment

BarclayHedge (not the bank) shows CTA performance over the years in a table and chart:

What a difference in returns between the decades of 1980’s and the 2010’s! Might the amount of assets under management by CTA’s have something to do with it? Also from BarclayHedge is a table showing explosive growth in Money invested in CTA’s:

And, related to oil, from Reuters:

“Money managers also raised their bullish U.S. crude futures and options positions in the week to Feb. 21 to the highest on record, the U.S. Commodity Futures Trading Commission (CFTC) said on Friday.

Investors now hold 951,312 lots’ worth of U.S. and Brent crude futures and options, equivalent to nearly 1 billion barrels of oil valued at more than $52 billion, based on current Brent and WTI benchmark prices.”

Is this a bullish or bearish signal?

Commodity Research Group (CRG), founded by veteran analyst Edward Meir, is an independent research consultancy specializing in base and precious metals, as well energy products. The Group provides research and general price analysis for these markets, along with advice to companies seeking to construct commodity hedging strategies.

Our associates bring decades of experience to the table, as they seek to help our clients understand the markets. CRG will distill the myriad of pricing variables mentioned above into coherent research that is to-the-point and tailored to a clients hedging or pricing needs. In addition, CRG is available for consulting assignments and speaking engagements. CRG does not manage money or trade for itself.

Reader Interactions

Leave a Reply Cancel reply