“A portfolio is not paid for the size of the moves around it. It is paid for the share of them it was already holding, and the two can point in opposite directions for weeks at a time.” About This...
“The trend that breaks a portfolio in one month is often the one that pays it in the next; the reversal and the opportunity are the same event seen at two scales.” Fractals of Finance About This Report The ATS...
“A trend persists until, self-similar at every scale, it does not; the turn is the market changing its mind about the future.” Fractals of Finance About This Report The ATS Classic Trend Benchmarking Portfolio is a systematic trend-following reference model....
About This Report The ATS Classic Trend Benchmarking Portfolio is a systematic, fully rules-based trend-following model maintained by ATS Trading Solutions. It runs a ten-system ensemble across a diversified universe of 68 futures markets spanning eight sectors: equity indices, currencies,...
