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The volume of the iMGP DBi Managed Futures Strategy ETF has surged this year along with the gains of Commodity Trading Advisors. The BarclayHedge CTA Index is up 8.5% year-to-date, while the index of the largest 20 CTAs is up 18.7% Due ...

Utilities fell sharply last week due to Hurricane Ian. The Dow Jones Utility Index plunged 9.2% for the week, which was a five-standard deviation move based on the historical sample since 1943. Utilities have been more volatile than the market ...

Volatility across all markets increased on Wednesday, September 28, 2022, due to instability in U.K. financial markets. Our trend-following strategy lost about 2.7% on the day but the loss was within normal levels. The unprecedented swings in the U.K. fixed-income and ...

Intraday traders fight against noise, but more importantly, they fight with lucky random traders. Winning in intraday trading is possible but requires a significant edge not offered by conventional trading methods. An example from the recent Fed Press Conference is ...

The Dow-30 long-short strategy has performed well year-to-date and has acted as a hedge in a falling stock market. The Dow-30 long-short strategy for Dow-30 stocks operates with weekly features calculated by DLPAL LS software. The strategy is rebalanced weekly at ...

The belief that recent volatility in the forex market is high is not true by historical standards and is probably the result of recency bias. On Friday, September 23, 2022, the British Pound fell 3.6% against the US dollar, an equivalent ...

Due to large losses, investors are dissatisfied with the performance of the 60/40 allocation in stocks and bonds this year. Although this is understandable, as we show below, the losses are within historical extreme levels. The losses also depend on ...

Successful identification of outliers in market price action is important for trader profitability. After an introduction to the challenges of identifying anomalies and outliers, we discuss a process that applies to short-term trading. Last updated on 09/16/2022. A market outlier is ...

Since July of this year, the SPY ETF is up 6.1%, with the regular trading hours gains at 9.2%, and a loss of 3.1% in overnight. Possible causes of this significant reversal of a multi-year trend are listed. The multi-year trend ...

Forecasting is far from enough for market success. Knowing who you are up against is far more important than being able to work with data and forecast market price moves. The idea of forecasting the future is intriguing. But for market ...