Traditional futures-focused CTAs Loading... : Investor Sentiment and Bull/Bear Views

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Price change since each call, adjusted for long/short direction. Results calculated:

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16:42
Feb 10
Rob Carver Principal, Bridgewater Associates (former) Top Traders Unplugged
Liquid futures CTAs provide crisis protection.
For investors using CTAs as tail protection alongside a 60/40 portfolio, the crisis-optimal portfolio shifts toward traditional liquid futures markets because their factor risk, such as short equities and long bonds, is what pays in crises, while alternative markets can face liquidity and shorting issues.
HIGH

About Traditional futures-focused CTAs Investor Commentary

Across the available history and selected sources, Buzzberg tracks Traditional futures-focused CTAs across 1 sources: 1 bullish vs 0 bearish calls from 1 authors. Historical directional balance: 100% = 100 × (bullish − bearish) / all deduplicated idea records, including other directions. This is neither a probability of a price rise nor the share of bullish authors. 1 total trade idea tracked. Latest voices: Rob Carver.