Ctas Ride The Bull Wave

Door december 19, 2017 05:28

Ctas Ride The Bull Wave

The weekly Brief

Risk assets regained their upward trend last week and quickly brushed off recent hesitations and sector rotations. The macro pulse remains strong, with preliminary manufacturing PMIs in the Eurozone at record highs in December (since the series began in mid-1997). November retail sales in the U.S. were also on the rise and beat expectations. The MSCI World Index was up +1% during the weekly period under review. CTAs benefitted the most from this macro environment in which activity is strong but inflation remains below expectations. Their long equities/long fixed income stance largely benefitted from such developments. The Lyxor CTA Broad Index was up +1.4% last week and the strategy is the only strategy in the black on a month to date basis (+0.6%). All CTA funds but one, in a sample of 23 funds, were in positive territory during the weekly period under review. The outperformer was up in excess of +4.5% while the underperformer was down -1%.

Door december 19, 2017 05:28


Asset Allocation Consensus Juli


  1. IPFOS – Bestuurders Conferentie 2019

    september 5 @ 14:00 - 18:00
  2. Invesco & Schroders – Real Assets & Energy Transition

    september 10 @ 09:30 - 13:00
  3. Candriam – Sustainbale Investment Conference

    september 12 @ 13:30 - 20:30
  4. ACTIAM – ACTIAM Academy

    september 17 @ 09:30 - 13:00
  5. Markets Group – 3rd Benelux Institutional Forum

    september 26 @ 07:30 - 18:00


As the integration of #ESG factors into #investment decision-making becomes increasingly mainstream, Hamish Galpin explains why over-reliance on ESG ratings can paint a misleading picture of the small-cap #market

🚀 Fund launch 🚀
Muzinich hands A-rated manager new short duration investment grade fund
➡️ https://t.co/68LjM7a5dc
✏️ @chris_sloley

Inflation Signals Holding Up via @JHIAdvisorsUS -> https://t.co/FLKUEOfFV4 "Impact of Tail Risk Signals on Hypothetical Asset Allocation" #assetallocation #CPI

Invesco Global Fixed Income Study 2019 | Page 16: Potential next trigger for recession -> https://t.co/n5gZ8V35J4 … #FixedIncome

#Blackrock writes: "We are downgrading our #global growth outlook as trade disputes and broader #geopolitical tensions stoke greater macro uncertainty. The range of potential economic..." Read the whole #outlook here: https://t.co/KgO1qLRRHg

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