Kettera Strategies' September 2020 Heat Map
Top-Performing Asset Classes for Kettera Strategies' Quant Macro Programs in September: An Unveiling
In the realm of managed futures, the performance of Kettera Strategies' quant macro programs stood out in September, but specific details about the top-performing asset classes are scarce.
The month saw a blend of various asset classes, including currencies, metals, energies, and agricultural commodities, reaping the most return for programs that focus on these sectors. On the flip side, systematic trend programs ended up in moderate negative territory, primarily due to positioning in foreign exchange and industrial commodities.
Interestingly, programs with a heavy commodities focus performed better than those concentrated on financial markets. This trend was evident in the outperformance of Agricultural Commodities Specialists, as compared to their counterparts focusing on financial markets.
The S&P GSCI Metals & Energy Index and S&P GSCI Ag Commodities Index were also mentioned in various reports, providing some insight into the sectors that contributed to the positive performance.
Despite the limited information available, it is clear that the performance of Kettera Strategies' quant macro programs in September was influenced by the chosen trade duration, market sector, and asset class allocation.
It's essential to note that the views expressed in this article are the author's own and not necessarily those of AlphaWeek or its publisher, The Sortino Group.
This article is part of the Hedge Funds Guest Articles series under the category Hedge Funds - Managed Futures. For more detailed information on Kettera Strategies' performance or other hedge funds, it's recommended to consult reliable sources specialising in hedge fund data and analysis.
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- Given the top-performing asset classes for Kettera Strategies' quant macro programs in September remained elusive, it's worth considering that technology-focused investment strategies might benefit from the growth and innovation in the technology sector, potentially contributing to improved performance next month.
- As the September data showed that programs with a heavy commodities focus outperformed those concentrated on financial markets, it might be intriguing to explore opportunities in investing in technology-centric commodities, such as rare-earth metals, which are essential components in numerous technological devices.
