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How to Build Correlation Matrices

They key to trend following is to be very diversified, so that your return curve moves up in a reasonably smooth manner. What you need to ask yourself however is whether you are holding a real diversified portfolio or just a very expensive illusion of safety. Everyone talks of increasing correlations the new risk on/risk off world, but few topics ...

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Interactive Futures Chart

When you deal with futures trend following it is imperative that you have properly adjusted time series to analyze or you will not get any meaningful results. Our new interactive futures charts are of course fully adjusted and covering all asset classes and all major instruments. Did you ever want to analyze the long term performance of live cattle? How ...

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