Tag Archives: managed futures funds

The Main Cause of Failure of Some Popular Technical Trading Methods

Indicator based trend following and classical chart patterns are two trading methods that were developed in mid 20th century using data from the equity markets mainly and worked well during an extended period of time in those markets due to the presence of autocorrelation. After 1998 things … Continue reading

Posted in Market Statistics | Tagged , , , , , | Comments Off

Managed Futures Funds Are Scared of Commodities

There has been a tendency recently of large managed futures funds reducing their exposure to traditional commodities because of their higher volatility while increasing their exposure to stock index, fixed income and currency futures. This may end up being good for stocks … Continue reading

Posted in Market Statistics | Tagged , , , | Comments Off