Background Trend following is the most prevalent strategy utilized throughout the managed futures industry. Over 22 months ago, during the toughest recession our industry has ever experienced, we published the…
Thanks to Gary Antonacci and Gogi Grewal Momentum is a well-studied anomaly where markets with strong relative strength continue outperforming, while weak markets continue to underperform. Gary Antonacci has furthered…
When we look at times when global economies and markets are in crisis, we see many enormous market moves. Sometimes we call them “tail risk” events as they are either not…
IASG Top Month Performers with AUM > $10M* and Top YTD Performers* In finance, a commodity trading advisor or a “CTA” is an individual person or an organization whose responsibility is…
The trend following index registered a new yearly high last month, with a nice uptrend until mid-month (nearing +10% YTD), before settling back to a lower level. The year-to-date performance…
