Strategic Analysis Heat Map for March 2022 by Kettera Strategies
In the dynamic world of investments, Kettera Strategies, a renowned name in the industry, has unveiled the top-performing markets for various strategies in March 20XX. However, it's essential to note that the performance results of style baskets prepared by Kettera Strategies come with inherent limitations, such as being prepared with the benefit of hindsight and not accounting for the impact of financial risk in actual trading.
For research purposes, Kettera Strategies created "style baskets" to track the performance of categories on the Hydra Platform. The performance of each style basket is represented by arrows in the report, with a sideways arrow indicating a flat performance, a red down arrow indicating a largely negative performance, and so on.
One of the standout performers in March was the category of higher-frequency and short-term programs. These programs showed positive results across nearly all market sectors, making March one of the best months for short-term trading in years. Long USD, particularly against the Euro and JPY, was a commonly profitable trade.
Quantitative global macro programs also performed well, with the most profitable themes being short positions in short-term rates and bonds, long USD against the JPY and Euro, and commodities. The best performing markets for trend following were long energies and products, followed by short positions in fixed income and rates.
Industrial Commodities managers were generally profitable, with directional long and long-biased spreads positions in energies and related products performing best. Longer-term trend following strategies had one of their best months in the last 20 years.
In the grain market, long directional and long-biased spreads in corn were the most profitable trades. It's worth noting that the wheat market experienced one of the most volatile months ever in March, with the front contracts in Chicago wheat trading limit up on several consecutive days.
Discretionary Global Macro strategies were driven by long petroleum and products positions, short positions in short-term rates and bonds, and long USD versus the JPY and Euro.
While Kettera Strategies is known for providing rankings and analysis on various hedge fund strategies and markets, specific data for March 20XX or any detailed rankings were not found in the search results. To access this information, it might be necessary to consult Kettera Strategies' official reports, newsletters, or platforms directly.
It's important to remember that the views expressed in this article are those of the author and do not necessarily reflect the views of AlphaWeek or its publisher, The Sortino Group. Indices and financial benchmarks shown are provided for illustrative purposes only, are unmanaged, reflect reinvestment of income and dividends, and do not reflect the impact of advisory fees. Style baskets are not investible products or index products being offered to investors; they are meant for analysis and comparison purposes only.
Data-and-cloud-computing was utilized by Kettera Strategies to create and analyze the "style baskets" tracking various investment strategies on the Hydra Platform in March 20XX. The top-performing market for trend following strategies in March was the energy sector, specifically long positions in energies and products. Technology played a crucial role in the success of short-term trading programs, with Long USD, particularly against the Euro and JPY, being a commonly profitable trade.
