Introduction Systematic trend following performance in August 2026 returned to positive territory. The benchmark gained +3.02 percent, reversing the back-to-back losses of June and July and lifting the benchmark equity curve to a new high on its five-year VAMI. The...
The Trends That Finally Held July gave trend followers plenty of movement, but little that lasted. August changed the result. After two consecutive losing months, all seven indexes finished positive. Classic Trend led at +5.3%, followed closely by IASG TF...
The Formula That Ate the Market How Black, Scholes and Merton transformed option pricing, and what happened when an elegant model met a market that could move beneath it. Chicago, 1973. A new exchange opens for business with standardised options...
