股票市场继续走高,又是连续一个月的正回报。 通胀担忧似乎已经消退,美联储正在考虑缩减市场已经表达的债券购买量。

我们似乎正处于十字路口,因为全球经济决定了我们的发展方向。 什么会影响和刺激增长? G7 国家是否会合作,以及 COVID 变种将如何在今年剩余时间内发挥作用。 似乎在广泛的主题中存在更多的不确定性。 它应该会为 2021 年的剩余时间带来激动人心的时刻。

IASG 农业指数 8 月份的最高回报为 1.00%。 多元化经营谷物、肉类和软食品的经理们一路领先。 趋势跟踪指数 下跌 0.17%,因为指数趋势在积极方面做出了贡献,而能源和利率多头头寸未能做出贡献。

本月是 9 月 11 日袭击事件发生 20 周年。 很难想象 20 年已经过去了,因为我们回顾并反思此后世界发生了多少变化。 愿我们都永远不会忘记。

选项变得简单
对于任何职业,一旦你做了一段时间,一些概念就会变成第二天性,以至于你忘记了不是每个人(或很少有人)甚至在基本层面上理解它们。 我发现选项是最让人们困惑的概念,也是最值得理解的概念。 期货行业以多种方式使用这些工具,您也可以将其应用于自己的投资组合。
阅读更多

已建立的业绩记录 > 5 年
CTA/Program资产2021 年 8 月YTD风格/部门
Adalpha资产管理
多元化的短期课程
$56.7M-0.566.20短期
多元化
Genio Capital Ltd.
PRIMO (2L) Systematic Macro Program
$91M0.823.34短期
多元化
Quantica Capital AG
管理期货
$812M0.708.46系统性 –
长期趋势
Fort LP
Global Contrarian
$2,543M-0.792.38系统性 –
均值回归
AG Capital Management Partners, LP
Discretionary Global Macro Program
$84M1.35-2.28Discretionary Global Macro
S&P 500 Index 3.0424.49 

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


新兴业绩记录 < 5 年
CTA/ProgramMin Acct2021 年 8 月YTD风格/部门
Cayler Capital
系统能源多元化
$250k14.84*活力
Sigma Advanced Capital Management
Carbon Neutral Alpha Program
$400k5.436.53Carbon Neutral Strategy
Covenant Capital Management
Hedged Equity Program
$100k24.69*Short Term Vol/Index
Cazadores Investments Limited
Commodity Alpha
$1M1.547.86Systematic Commodity
Ravinia Investment Management
Algorithmic Multi-Strategy
$100k1.0516.15短期
Vol/Index
S&P 500 Index 3.0424.49 

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


上个月资产超过 1000 万美元的顶级项目经理
CTA/ProgramAugustCARORWDD
Opus Futures LLC
Advanced Ag Futures Trading Program
5.2410.50-50.66
Martin Fund Management LLC
Options Program
2.83NA-5.25
Turk Capital LLC
US Equity Long/Short Strategy
2.526.12-20.47
Mulvaney Capital Management
Global Markets Fund
2.4711.93-45.20
Davis Commodities, LLC
Davis Trading Program
2.363.09-29.72
Tactical Investment Management
Tactical Institutional Commodity Program
2.3516.14-41.53

> See more

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


Top Programs Last 12 MonthsManagers with assets greater than $10M
CTA/Program1yrSharpeWDD
Martin Fund Management LLC
Options Program
115.292.35-5.25
Opus Futures LLC
Advanced Ag Futures Trading Program
52.590.45-50.66
Mulvaney Capital Management
Global Markets Fund
49.560.47-45.20
Auspice
Broad Commodity Excess Return Index
35.710.06-42.88
Tactical Investment Management
Tactical Institutional Commodity Program
34.190.71-41.53

> See more

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


Top Programs Last 36 MonthsManagers with assets greater than $10M
CTA/Program3yrSharpeWDD
Tactical Investment Management
Tactical Institutional Commodity Program
87.390.71-41.53
Superfund Group
Green SILVER SICAV
83.870.52-42.33
Superfund Group
Superfund Green GOLD SICAV
72.110.76-35.95
AG Capital Management Partners, LP
Discretionary Global Macro Program
67.860.74-25.27
Vivienne Investissement
MACH 3
65.510.71-29.61

> See more

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


IASG Indexes
CTA/Program IndexAugustYTD1yr
Trend Following Strategy Index0.1710.9116.35
Diversified Trader Index0.188.3911.64
Systematic Trader Index0.376.819.08
IASG CTA Index0.407.0710.16
Discretionary Trader Index0.486.0010.36

> See all indexes

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


Return Summary
Active CTAs/Programs 
As of September 10, 2021369
Through August ’21212 (57%)
Last 60 Days346 (94%)
August 2021 ROR 
Managers with (+)131
Managers with (-)80
Average (+)1.71%
Average (-)-1.54%
Highest12.20%
Average0.48%
Lowest-7.96%

> See latest stats


* Stats as of 9/10/2021 2PM CST

Photo by Taylor Siebert on Unsplash