法兴银行:对冲基金1月因墨西哥比索亏损,因咖啡、黄金获利

港股那点事
12 Feb

格隆汇2月12日|法兴银行表示,由于对全球贸易战的担忧不断升级,导致价格动荡,交易市场趋势的对冲基金在1月份因墨西哥比索而亏损,但从黄金和咖啡交易中获利。法兴银行的报告显示,发现大市场趋势并在价格上涨时买入并在价格下跌时卖出的对冲基金在1月份的平均回报率在0.2%至0.6%之间。法兴银行表示,这些系统性基金(还包括商品交易顾问 (CTA))的最大积极业绩驱动力包括咖啡、黄金、日本政府债券和欧洲股票指数。

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