An an ongoing feature of this website we thought we would include a knowledge bank that comprises links to the valuable advice and research that have helped over the years to shape the philosophies, ideas and practices that you will find on our website. We hope you like this segment of our website as much… Continue reading Welcome to the Knowledge Bank
As an ongoing feature of this website, we decided that we would go the extra mile and track the performance of a large number of long term established Commodity Trading Advisors (CTA’s) reported by the NilssonHedge crowd-sourced CTA database.
"Whereas “uncorrelated” random variables such as test scores splay out into the bell-shaped Gaussian distribution, interacting species, financial stocks and other “correlated” variables give rise to a more complicated statistical curve. Steeper on the left than the right, the curve has a shape that depends on N, the number of variables."
May 2019 saw another positive performance result for the Commodity Trading Advisors as a group. This is the fourth consecutive month in a row for positive returns in the CTA Composite Index (12)....however despite the solid performance of the CTA's as a whole, we saw a slight negative result for the Trend Following Global CTA's.
As an ongoing feature of this website we will describe the approaches taken and showcase the performance results of a number of Programs that we are currently testing under live trading conditions on the MT4 platform.