Kettera Strategies Tactical Overview - August 2022
In the financial world, August 2025 saw a mix of results for various strategies. Let's delve into the performance trends of some key indices and strategies.
The Barclay Fixed Income Arbitrage Index and the blend of the Eurekahedge Relative Value Volatility Hedge Fund Index and Eurekahedge Long Volatility Index caught the spotlight. Volatility/options strategies, in particular, shone brightly due to the down-up pattern in volatility caused by Fed Chairman Powell's comments about interest rates.
In the realm of systematic trend followers, July 2025 was a positive month, with consistent performance across programs. However, specific performance trends for Kettera Strategies' Systematic Trend Managers, Discretionary Global Macro Managers, Volatility/Options Specialists, and Currency Specialists in August remain elusive, as they are not readily available in the search results.
The Barclay Hedge Crypto Traders Index also made an appearance, while systematic trend programs primarily generated returns in fixed income and currencies. Long positions in the US dollar versus major currencies, especially the British pound, euro, and JPY, were one of the biggest winners.
Trend-based systems did not fare well in commodities, with short precious metals positions being the only source of positive returns. On the other hand, long USD vs. emerging market units was generally profitable, with a few exceptions such as the Mexican peso.
Discretionary Global Macro Managers faced a challenging August, with many profitable year-to-date managers experiencing setbacks. Equity indices were generally negative for trend systems, with most entering the month long equities but being stopped out at a loss mid- to late-month. Short positions in bonds and short-term interest rates, both in Europe and North America, also contributed to profits for systematic trend programs.
The Eurekahedge AI Hedge Fund Index, the Eurekahedge Event-Driven Hedge Fund Index, and a blend of the Barclay Discretionary Traders Index and Bridge Alternatives Commodity Hedge Fund Index were also mentioned in the search results, but specific performance trends for August were not readily available.
Managers relying on trading flow data were generally sidelined in August due to weak flows. Those that were flat to positive in August tended to be those that struggled in July, maintaining short positions in North American and European equities and bonds.
For a comprehensive understanding of the performance trends for these specific strategies in August, it would be necessary to consult Kettera Strategies' official reports or financial news updates specific to their August performance. The search results do not provide detailed information for the specific categories or the month of August.
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