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CTA Performance - Managed Futures Podcast
CTA Performance in a Rising Interest Rate Environment
The views in this program reflect solely those of the host and other speakers and not necessarily those of its sponsors. The statements made in this program are for informational and educational purposes only and should not be considered investment advice or a solicitation of the sale or purchase of any futures, options or swaps contracts.
CTA Performance Shows No Difference in Rising and Falling Rate Environments
Kevin Cole, Director of Investment Strategies at Campbell & Company, explains that while declining interest rates benefit trend-following strategies in different ways, there is no statistically significant difference in these strategies’ performance between rising and falling rate environments.
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