CTAs are an inexpensive and effective tail hedge, says AHL
Gaining with momentum
It is well known that price momentum has been present in financial markets data for many years, as evidenced by the long-term track record of trend-following CTAs. Less well known is that CTAs have performed particularly strongly in stressed investment environments that can prove extremely challenging for traditional portfolios.
Taken together, many investors believe these two features make a compelling case for long-term CTA investment, past, present and future.
Wha
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