Tag Archives: managed futures funds

The Main Cause of Failure of Some Popular Technical Trading Methods

Trend-following based on indicators and classical chart patterns are two trading methods that were developed in mid 20th century using data from the equity markets mainly. These methods worked well for an extended period of time in those markets due to the presence of autocorrelation. After … Continue reading

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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

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