A recent article mentioned the stock of managed futures trend following firm Man AHL was downgraded due to consistently poor performance. In my opinion, this is more a comment on a strategy being beaten down, trend following, and should not entirely be a comment on the CTA, which points to an interesting insight into managed [...]
Saturday, July 10, 2010
"In regards to receiving interest income, that is all dependent on how the account structure is set up. A direct account, for instance, can be set up to provide interest income as well as benefit from the managed futures performance. There are several account structures, each with various risk and reward trade-offs."
Wednesday, July 7, 2010
A classic trend trader, CTA Karsten Schroeder does an excellent job of breaking down the market environment for trend traders in 2008 and 2009. While he doesn't discuss other strategies, such as short volatility and spread trading strategies as they relate to market environment, his analysis of the four primary trades that drove trend trading success in 2008 is spot on.
Tuesday, July 13, 2010
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