which are the best and why ?
I find these a difficult and frustrating area, with returns extremely variable and often
pathetically poor for long periods.
supposedly able to deliver positive returns regardless of market directions, but.....
from what I can see GMO systematic global macro looks OK.
I sold out of AQR wholesale managed futures in disgust after 2 years of negative returns.
anyone in Two Trees global macro, run by 4 guys in Sydney ( ex GMO systematic global macro analysts ) ?
