Nordic CTAs Slip as Trends Take a Breather

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Nordic CTAs Slip as Trends Take a Breather

hedgenordic

8 months ago

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The CTA sub-index of the Nordic Hedge Index finished November in negative territory, largely due to losses in equities as tech-sector jitters and doubts about the Federal Reserve’s commitment to further rate cuts sparked a pronounced mid-month reversal. Performance among Nordic CTAs was mixed across managers and sub-strategies.

Last month, time series momentum (TSMOM), as measured by RPM’s Market Divergence Index (MDI), dropped below long-term average levels amid multiple reversals in financi...

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