Commodity trading advisers (CTAs), also known as managedfutures funds, exist to exploit the phenomenon.
商品交易顾问,也叫做管理期货基金,就是靠利用这种现象生存的。
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But the faltering performance of managed-futures funds last year shows that computer-driven strategies are far from perfect.
去年托管期货基金磕磕碰碰的表现显示出计算机驱动策略远不完美。
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In 2008 managed-futures funds (the class into which AHL falls) returned an average of 18.2% while the typical fund of hedge funds lost 19.8%, according to Eurekahedge, a data provider.