Browsing: trend following

Posts Tagged ‘ trend following ’

AIMA and SGPS on Managed Futures and CTAs

Sep 28th, 2017 | Filed under: Newly Added, Algorithmic and high-frequency trading, CTA, The A.I. Industry, Investing in Commodities, Commodities, Business News, Institutional Asset Management, Macro and Managed Futures Funds, Allocating to A.I.

The Alternative Investment Management Association and Societe Generale Prime Services have together put out a white paper about managed futures funds and the commodity trading advisers who manage them. A key themes of the paper is that managed futures strategies aren’t as risky as are typical investments in equity markets.Read More


Citi: Systematic Component in CTAs Dominate over Discretionary Bits

Jul 24th, 2012 | Filed under: Commodities, Algorithmic and high-frequency trading, CTA

There has been a perhaps-unexpected consequence of the disappearance of the old-fashioned floor traders. Floor trading used to serve as a training regimen, "from which many of the industry's leading discretionary traders originated." Without the floors, the talent pool has dried up.Read More