CTA Fund Performance Report – 30 June 2019 – Climbing out of Drawdowns

June 2019 saw a continuation of positive performance for the CTA’s with the CTA Composite Index (60) now showing a 4.58% positive return YTD and the TF Global Index (37) reflecting a 3.94% YTD return. Will we see the protracted drawdown that has been experienced by these indexes since January 2015 vaporize, or is this just a short  term teaser before the overall markets flip back into their steady mean reverting rhythm?

Welcome to the Knowledge Bank

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

The Case for Systematic over Discretionary Trading Styles

“You need many trials to expose biases the same way Vegas needs many bets to exemplify the fact that their long-term edges are ultimately insurmountable”. Art Collins in In Beating the Financial Futures Market (Wiley, 2006) makes a powerful case for systems trading over discretionary trading. The following thought provoking extract was posted by Brenda Jubin in