CTA Fund Performance Report – 30 November 2020 -The Elusive Sliver of an Edge in an Otherwise Efficient Market

What is lurking in the minds of many traders is the notion of whether markets are efficient or not. Now to be a trader as opposed to a gambler, a central premise resting in your philosophy is the principle that an edge can only be found in a market with inefficiencies. If the distribution of

How Much Diversification in Trend Following Programs? – Let’s Go to Infinity and Beyond with a Fund of Fund!

  How Important is Track Record? Now you probably realise by now that I am a trend following groupie. I can’t help myself. For those of us with skin in the game who have gone through the school of hard knocks over a long history of market participation…..you quickly realise that the edge in trading

CTA Fund Performance Report – 31 October 2020 – It is Better to Win Big than Win Often

It is not easy being a trend follower. You live much of your life in persistent drawdown so it is very natural to continuously question your dedication to this pursuit. So when the drawdown blues get you down….it really helps to revisit the long term track record of your trusted trend following fund managers to

Video Series – How to Develop Diversified Systematic Trend Following Models for Metatrader 4 using StrategyQuant X and QuantAnalyzer.

The following seven video episodes provide a detailed overview of a workflow process used to develop diversified systematic trend following portfolios using StrategyQuant X and QuantAnalyzer. Episode 1 provides an overview of our approach to diversification across markets and systems and outlines how this process seeks to develop divergent trend following models that target the

CTA Fund Performance Report – 30 September 2020 – Controlling Risk to Optimise the Path to Wealth

  As you may now be well aware, the Diversified Systematic Trend Following fraternity refer to themselves as risk managers as opposed to profit pundits and I thought I might spell out why we are so eager to take a controlling hand in our market fate by managing risk.  Now most of you would automatically