July factsheet | Algo – algorithmic trading

July factsheet

“Month of July was great for ATP Subfund M. The fund earned +1.63% and almost all of asset classes were traded profitably by funds algorithms. Most successful sectors were energy (+0.47%) and bonds (+0.46%). Agricultures (+0.31%), metals (+0.28%) and currencies (+0.2%) also performed well. The only asset class that lost money was stock indices (-0.09%). Best performing individual instruments were Ultra T-Bonds (+0.23%), soybeans (+0.23%) and gasoline (+0.17%). Biggest loss was produced by Euro OAT bonds (-0.14%) and corn (-0.12%).
Financial markets paused for breath during July with only US stocks showing significant gains. The biggest US stock indices: S&P 500, NASDAQ, DJIA were able to surpass their historical heights once again this month. However enthusiasm was weakened during last trading day of July with stocks losing significant value. This fall continues during August as well. Analysts accredit it to FED lowering interest rate first time since 2008 and Donald Trump once again escalating trade wars between China and US. In Europe investors were engaged in ECB announcement on possible new economic stimulus and interest rate reduction. In Britain Boris Johnson was appointed as a new prime minister which increases probability of hard BREXIT. As a result British pound came under pressure losing significant value.”, – commented fund manager Dr. Aistis Raudys.

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