Behold: The Most ‘Brutal’ CTA Shock In History

It's been a tough several days for... well, for pretty much everybody, really, except for shorts in bank stocks, and even there, turning paper gains into actual profits hasn't been straightforward. One investor cohort that's had a particularly rough go of things is CTAs. "Going with it," so to speak, was a good strategy vis-à-vis hawkish rates bets over the past 12 or so months, but the multi-sigma dovish repricing catalyzed by a trio of US bank failures upset the proverbial apple cart. "CTA

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4 thoughts on “Behold: The Most ‘Brutal’ CTA Shock In History

  1. Welcome to the wonderful world of trading…..There are so many ways to lose money. Without the male overconfidence gene, the participation rate would drastically decline.

  2. What do you mean “shouldn’t happen”? What shouldn’t happen is for someone to think CTA returns aren’t negatively skewed.

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