...
  • 主题
高级搜索  >
历史搜索 清空历史
首页> 外文期刊>Futures >TOP TRADER ALL STARS OF 2003
【24h】

TOP TRADER ALL STARS OF 2003

机译：2003年最佳明星排行榜

获取原文
获取原文并翻译 | 示例
   

获取外文期刊封面封底 >>

       
页面导航
  • 摘要
  • 著录项
  • 相似文献
  • 相关主题

摘要

Last year proved that commodity trading advisors don't need a bear equity market to have a strong year. The domestic economic and global uncertainties that helped make 2002 such a good year for CTAs continued in 2003, but the existence of several significant trends was offset by several sharp reversals that caused many trend followers to give up several months of hard-won earnings. The past year was one of contrasts for CTAs. Trends existed in many different sectors rather than being more concentrated in the financial sectors, as was the case in 2002. You could assume that the smaller CTAs more able to profit in less liquid markets would have outperformed larger CTAs. However, in 2003 the Barclay BTOP 50 Index, an index of the top 50 CTAs measured by money under management, returned 14.9% as opposed to 7.7% for the Barclay CTA Index, which measures all managers in its database with at least a four year track record.
机译：去年证明，商品交易顾问并不需要熊市就能拥有强劲的一年。国内经济和全球不确定性使2002年成为CTAs的丰收年，但在2003年仍在继续，但是一些重大趋势的存在被数次急剧逆转所抵消，导致许多趋势追随者放弃了数月来之不易的收入。过去一年是CTAs的对比之一。趋势存在于许多不同的部门中，而不是像2002年那样集中在金融部门中。您可以假设，较小的CTAs在流动性较小的市场中更有能力获利，将胜过较大的CTA。但是，在2003年，巴克莱BTOP 50指数（按管理资产衡量的前50名CTA指数）的回报率为14.9％，而巴克莱CTA指数的回报率为7.7％，后者对数据库中所有经理的管理时间至少为四年跟踪记录。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱：kefu@zhangqiaokeyan.com

京公网安备：11010802029741号 ICP备案号：京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有

  • 客服微信

  • 服务号