CTAs/Managed FuturesManager News

Quantica performance turns negative for the year

Quantica Capital’s managed futures program returned -5.2% in February, bringing the systematic trend-following strategy’s annual net performance to -3.8%, according to a monthly investor letter obtained by Alternatives Watch. These returns follow an outstanding 2019 with gains of 24.7%. The program’s risk-based relative approach to trend following was able to detect and capitalize on both …

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