"Disciplined Systematic Global Macro Views" focuses on current economic and finance issues, changes in market structure and the hedge fund industry as well as how to be a better decision-maker in the global macro investment space.
Tuesday, May 5, 2020
Large CTA return dispersion - Wide differences based on size
Small CTA return performance was better for the first quarter in a wide return dispersion world. Concentrated positions or nimble trading, some managers were able to take advantage of the large market dislocations.
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