
High volatility has become a "fertile ground for returns," and the popularity of quantitative CTA strategies remains high
Recently, the commodity market has become the focus of capital attention. Gold is fluctuating at historical highs, lithium carbonate has experienced a "roller coaster" market, and there are clear strengths and weaknesses within the non-ferrous metal sector... The volatility of several popular market varieties has significantly increased, providing a stage for quantitative CTA strategies that excel at capturing price movements. At the same time, this year has seen a significant performance recovery for quantitative CTA strategies. As the end of the year approaches, the high volatility trend in the commodity market is expected to continue, and the response strategies, allocation value, and development trends of quantitative CTA strategies have become the core focus of the market. (China Securities Journal)

