Ctas Ride The Bull Wave

By 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%.

By December 19, 2017 05:28


Featured Events

  1. Equity investing for the long-term

    May 22 @ 13:00 - 17:00

Asset Allocation Consensus May


Join the presentations of Geoffrey Lebeau @NordeaAM, Andrew Harvie @CTinvest_EMEA and Luc Simoncini @kamescapital @aegonam on #longtermequities @AlphaResearchNL seminar tomorrow in NL https://t.co/n3kW4H3n5L and on Wednesday in BE https://t.co/PqeYInza5g

Op 21 mei is het 'Long-term Equities' seminar van Alpha Research. Een van de thema's is: 'New leaders'. Hier zal Luc Simoncini van Aegon Asset Management over spreken. Meld je hier aan: https://t.co/LhX3FIk1jl

Specialisten van Columbia Threadneedle Investments, Nordea Asset Management en Aegon Asset Management zullen spreken op het seminar van Alpha Research over 'Long-term Equities' op 21 mei in het Rosarium. Meld je hier aan: https://t.co/LhX3FIk1jl #equities

Crypto-Assets: Implications for financial stability, monetary policy, and payments and market infrastructures -> https://t.co/Hbgo2dffML via @ecb #cryptocurrency #cryptoanalytics #bitcoin #blockchain #centralbank

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