Strategic Heat Map by Kettera – August 2020 Update
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In the world of managed futures and trend-following strategies, Kettera Strategies is a name that often rings bells. Specialising in equities, commodities, currencies, and fixed income instruments, Kettera Strategies is known for its discretionary and systematic trading programs.
However, when it comes to their performance in August 2021, specific data is scarce. A search for profitable sectors and themes for Kettera Strategies during that period yielded no explicit results. The absence of targeted data means any description of their August 2021 performance would be speculative.
For a comprehensive understanding of Kettera Strategies' 2021 performance or sector themes, one might refer to:
- Official Kettera Strategies reports or investor communications from 2021.
- Industry analysis of managed futures and CTA (Commodity Trading Advisor) performance from that timeframe.
- Hedge fund databases or performance summaries covering trend-following funds in 2021.
Moving on to broader trends, August 2021 was a favourable period for "risk on" programs with greater exposure to big tech in Long/Short Equities. Systematic Trend Programs, on the other hand, had mixed results, with most programs slightly negative on average.
Metals & Energy Specialists saw profits nearly across the board for both directional and spread traders. The S&P GSCI Metals & Energy Index and S&P GSCI Ag Commodities Index reflect this trend.
In the Quant Macro sector, equities markets were more profitable, but commodities trades didn't appear to be a big producer. Short fixed income positions were common among profitable programs, while short positions in USD and long positions in equities, long metals, and short USD were common in Systematic Trend Programs.
The Eurekahedge Long Short Equities Hedge Fund Index, Eurekahedge AI Hedge Fund Index, CBOE Eurekahedge Relative Value Volatility Hedge Fund Index, and the Eurekahedge-Mizuho Multi-Strategy Index all saw some level of activity and performance during this period.
This article is a guest article on Hedge Funds and Managed Futures, published by The Sortino Group. It's important to note that the views expressed are those of the author and not necessarily those of AlphaWeek or its publisher, The Sortino Group.
In conclusion, while specific data on Kettera Strategies' August 2021 performance is limited, the broader trends in the managed futures and trend-following strategies sector are evident. For a more detailed understanding of Kettera Strategies' performance, one must refer to the sources mentioned above.
In the era of rapidly evolving technology, Kettera Strategies could potentially explore opportunities in integrating advanced technologies such as AI or machine learning to enhance their investing strategies, particularly in the realm of systematic trading programs.
Moreover, given the profitability of metals and energy sectors in August 2021, as indicated by S&P GSCI Metals & Energy Index and S&P GSCI Ag Commodities Index, Kettera Strategies might consider expanding their portfolio to include more investments in these areas.
