Kettera Strategies' Heat Map for September 2021
In the dynamic world of finance, September 2022 proved to be a month of significant volatility and strategic gains for various investment strategies.
Published by AlphaWeek, a publication from The Sortino Group, this analysis sheds light on the performance of several key indices and strategies.
The BarclayHedge Discretionary Traders Index, Barclay Ag Traders Index, and NilssonHedge Commodities CTA Index all registered positive returns, with profitable positions largely favouring short G10 currencies and long USD or JPY. Longer-term systems that were profitable on a monthly basis captured the moves in foreign exchange (stronger USD) and commodities (long energies, long softs, short precious metals).
However, most base metals traders faced a challenging month, while precious metals traders fared better. The energy markets, with their resurgent prices and volatility, offered more opportunities than usual.
The Barclay Crypto Traders Index also saw positive returns, reflecting the growing importance of cryptocurrencies in the global financial landscape.
Volatility and relative value (RV) strategies, including the CBOE Eurekahedge Relative Value Volatility Hedge Fund Index, had their best month in nearly 1.5 years, with RV strategies that allow for occasional, limited net shorting of volatility ending positively.
The Eurekahedge-Mizuho Multi-Strategy Index, Eurekahedge Long Short Equities Hedge Fund Index, and the BarclayHedge Currency Traders Index and BTOP FX Traders Index also registered positive returns.
Emerging currencies, on the other hand, had their worst performing month since March. This trend was reflected in the Eurekahedge AI Hedge Fund Index and the Eurekahedge Long Short Equities Hedge Fund Index.
It is important to note that the views expressed in this article are not necessarily those of AlphaWeek or its publisher, The Sortino Group. For the latest details on the top-performing volatility, currency, systematic trend, and commodities strategies for September as per Kettera Strategies, I recommend checking their official reports, website, or directly contacting them if you have access.
For those interested in understanding common high-performing strategies in these categories or how to evaluate such strategies, I would be happy to provide more information on that topic.
In the context of the performance analysis published by AlphaWeek, technology-driven strategies such as volatility and relative value (RV) strategies experienced their best month in nearly 1.5 years, with RV strategies currently allowing for occasional, limited net shorting of volatility proving to be profitable. Additionally, the fastest-growing sector in finance, cryptocurrencies, as represented by the Barclay Crypto Traders Index, also registered positive returns.
