Kettera Strategies' Heat Map for August 2020
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In the realm of managed futures, August 2021 saw a mixed bag of results for various strategies. This analysis, published by The Sortino Group as a guest article for Hedge Funds, focuses on the performance of Kettera Strategies and other notable indices.
The views expressed in this article are those of the author and may not necessarily reflect the views of AlphaWeek or its publisher, The Sortino Group.
Regarding Kettera Strategies, specific performance details for August 2021 across categories such as discretionary macro strategies, quant macro, systematic trend programs, metals & energy specialists, short-term & higher frequency traders, or long/short equities programs, are not publicly available. Such data is typically found in proprietary industry reports, fund performance summaries, or specialized financial databases.
However, it's worth noting that Kettera Strategies recorded one of their best months for discretionary macro strategies in July. August, while positive, was less so than July.
Elsewhere in the market, Metals & Energy Specialists saw profits nearly across the board for both directional and spread traders. This success was not shared by Systematic Trend Programs, which experienced losses primarily from long fixed income, short natural gas and power markets, and short agricultural commodities. On average, Systematic Trend Programs showed a mixed bag for August.
Profitable long positions in equities, long metals, and short USD were common in Systematic Trend Programs, indicating a favourable environment for these assets.
In the realm of Quant Macro programs, short fixed income emerged as a common theme on the profitable side. Conversely, Short-term & Higher Frequency Traders suffered losses in August, particularly from fixed income and equity indices.
The CBOE Eurekahedge Relative Value Volatility Hedge Fund Index, Eurekahedge AI Hedge Fund Index, Eurekahedge Long Short Equities Hedge Fund Index (already mentioned), Eurekahedge-Mizuho Multi-Strategy Index (already mentioned), BarclayHedge Currency Traders Index, BTOP FX Traders Index, and Bloomberg Galaxy Crypto Index all saw various levels of performance.
Equities markets proved more profitable in August compared to commodities trades, with yields curve strategies, long emerging market credit, and long commodities being the most profitable sectors and themes. A blend of the BarclayHedge Equity Market Neutral Index and Eurekahedge Equity Mkt Neutral Index also showed positive results.
This analysis provides a snapshot of the market trends in August 2021. For more detailed and specific performance data, direct sourcing from official disclosures, investor reports, or third-party financial analytics platforms that track hedge fund or alternative strategy performance is recommended.
Technology played a significant role in the analysis of managed futures in August 2021, as specialized financial databases and third-party financial analytics platforms were employed to gather performance data that was not publicly available for Kettera Strategies.
In the realm of Quant Macro programs, technology-driven strategies, such as those utilizing artificial intelligence, could potentially have contributed to the observed success in short fixed income positions.
