25 июл. 2024 г. · If the market trades lower, CTAs are projected to sell more than $7 billion worth of equities.

17 окт. 2024 г. · Our aggregate measure of U.S. positioning is just over the 90th percentile. And over the last four weeks we've seen positioning turn positive.

While CTAs' current long positions in US rates reflect a bullish outlook, they also serve as a potential contrarian indicator for savvy investors.

A position is essentially a call on the continuation of a trend; a stop-out represents the loss of option premium. CTAs also lose money when a trend reverses.

12 июн. 2024 г. · Traders should watch for stock market weakness later this summer as positioning in US equities reaches its limit, according to Scott Rubner.

11 апр. 2024 г. · There are still signs that US stocks could rise from recent record highs, according to John Flood, who leads Americas Equities Sales Trading for Goldman Sachs ...

26 авг. 2024 г. · For the NASDAQ-100, meanwhile, the model indicates CTAs are long with a 6% trend strength, potentially rising to 21% to 22% in the coming week ...

CTA funds are considered trend-following. Generally, trend-following strategies are formulated by going long on all assets with positive past returns and taking ...

Bank of America analysts said that Commodity Trading Advisors (CTA) maintained stretched long positions on equities as a brief pullback on hot inflation ...

7 нояб. 2023 г. · CTAs are currently short $52 billion in US equities, the largest short position in over five years. They were short an aggregate of 25 billion US equities.