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Trend following

The CTA Correlation With Equities Is Dynamic

Posted by Price Action Lab Blog on October 18, 2022

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Historically, Commodity Trading Advisors do not correlate with equities. However, the correlation is dynamic and varies between extreme values. Read the article with a Trend-Following subscription . . .

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Trend following

Trend-Following Many Markets Maximizes Sharpe

Trend following

Diversification and Trend-following

Trend following

Positive Skew Can Hurt Returns

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Hypothetical or simulated performance results have certain inherent limitations. Unlike an actual performance record, simulated performance results do not represent actual trading. Also, since the trades have not actually been executed, the results may have under- or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Hypothetical trading results are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown.

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