Kettera Strategies' Heat Map Updated for December 2021
In the financial world, December 2021 saw a series of interesting trends unfold across various sectors. Let's delve into some of the key developments.
In the Foreign Exchange (FX) market, a common strategy involved long positions in British pounds, certain commodity currencies, and Nordic currencies, coupled with short positions in Japanese yen and some commodity currencies with weaker balance sheets. This strategy proved popular among traders.
Crude traders, on the other hand, capitalised on the rally in December. The CBOE Eurekahedge Relative Value Volatility Hedge Fund Index was highlighted as a significant index during this period.
Natural Gas traders with short exposure to North American markets also benefited from the downward trending prices due to mild temperatures in December across North America.
Most quant macro strategies had a good month, with a theme of long equities and short fixed income. This trend was reflected in the Eurekahedge Long Short Equities Hedge Fund Index, the Eurekahedge-Mizuho Multi-Strategy Index, and the Barclay Crypto Traders Index.
However, short-term strategies faced challenges in choppy markets, reversals, and stop-outs, particularly in equities and fixed income in North America and Europe.
Metals strategies with long exposures to precious and base metals performed well, a trend that was observed in the BarclayHedge Discretionary Traders Index, Barclay Ag Traders Index, and NilssonHedge Commodities CTA Index.
Relative value spreads in fixed income generally seemed to fare well. The Societe Generale Trend Index, SG CTA Index, the Societe Generale Short-term Traders Index, the Eurekahedge AI Hedge Fund Index, and the BTOP FX Traders Index were also mentioned in connection with these trends.
Unfortunately, specific performance details for Kettera Strategies' industrial commodities, quantitative macro, systematic trend, FX, shorter-term strategies, and their relationship to equities, fixed income, and currency markets in December 2021 could not be found in publicly available data. If you have access to proprietary reports or financial databases, those might contain the specific performance data for Kettera Strategies’ funds in December 2021.
In the context of December 2021, technology-driven investing strategies could potentially have been leveraged in the Foreign Exchange (FX) market to automate and optimize trading decisions, given the popularity of certain strategies among traders. Furthermore, with the rise of digital assets, it might have been interesting to monitor the performance of funds like the Barclay Crypto Traders Index during this period, as it could offer insights into the impact of investing in technology-related sectors on overall portfolios.
