Tag Archives: systematic trend-following

Commodity Trading Advisor Woes Continue In 2017

Commodity Trading Advisor programs are experiencing another down year on the average according to official sources. This adds to a long streak of disappointing returns in recent years and despite trends forming in several markets.

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BlueTrend Fund, Trend-Following and Data-mining

The BlueTrend fund returned 45.78% in 2008, in a year that the S&P 500 index fell 37% on a total return basis. However, in recent years the performance of the fund has deteriorated. I first present an analysis of the … Continue reading

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