February proved to be another favorable month for Nordic CTA managers, leaving CTAs as the best-performing sub-strategy in the Nordic Hedge Index so far this year. Performance was primarily driven by profits in fixed income and soft commodities. With only a few exceptions, most managers and sub-strategies finished the month in positive territory
Last month, time-series momentum (TSMOM), as measured by RPM’s Market Divergence Index (MDI), initially fluctuated above long-term average levels bef...
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