Looks like somebody was short in October. October performance. Tudor Momentum Fund October 2011: -7.41% YTD: -2.80% Tudor Tensor Fund October 2011: -4.84% YTD: -9.01% Renaissance Institutional Futures Fund LP (Series A) October 2011: -1.40% YTD: 2.91%
Hum, RIEF Futures LP negative? That´s strange....Medallion was suppoed to be positive for October. Wouldn´t they apply similar models as their employee fund for their customers (of course front running excluded)?
Very different models. The Medallion fund is high frequency and mostly intra-day. The futures fund is long term trend following.