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

CTA Fund Performance Report – 31 August 2020 – “Projections Versus Predictions”

  Why is prediction such a dirty word for the trend follower? Well it really depends on how you view ‘complexity’ and in particular how you understand complex systems to behave. For those of us that treat the financial markets as ‘complex systems’….we tend to describe the ‘now’ of a complex system as a particular

CTA Fund Performance Report – 30 June 2020 – “Are all these Apples Alike? – Dispersion Unpacked for the TF Mob”

I mentioned last week that I might investigate some of the concerns raised in recent podcasts regarding the apparent increase in the dispersion of returns in the Trend Following space.  So I played around with the concept of dispersion in relation to those Funds that are classified  as Long Term Globally Diversified Systematic Trend Following

CTA Fund Performance Report – 31 December 2019 – “We are certain about uncertainty”

Well trend followers, the 31st December 2019 brings an end to an average year and a psychologically tough decade. It is once again time to have a look at overall performance and see how we are all tracking. For the TF Global Index which comprises 35 of the top long standing global diversified trend following