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Tag Archives: Rates

May Trend Following Performance

Let me start by apologizing for the absence of posts for a while. My ‘day job’ of running our asset management shop has taken precedence in this turbulent times, along with my hobby project Next week, on Wednesday the 26th of June, I’ll be in London speaking at the Battle of the Quants. Hope to see you there. Ok, ...

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Trend Followers Hit New Lows

Trend Followers In Drawdown

Is trend following dead in the water? Has the concept stopped working? Are we seeing the death of the CTA industry and a return to traditional investments? Fair questions. Let’s look closer before answering them. The industry is certainly going through a very tough period. This is the second bad year in a row and the cumulative drawdowns are adding ...

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Flat August after Bonds Stopped Early

Trend followers will show quite mixed performance for August. Most months are about the overall picture. This month was all about the tiny details. August was a rare month where luck made the difference between up or down. Have you ever taken a stop on a trade only to see it turn right back up again? This is what happened ...

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Strong July Trend Following Performance

It’s been a rocky year for trend followers so far and our core strategy is just barely above zero for the year. July was very good and so far all CTA funds I follow came in with strong numbers, as could be expected and predicted by the core strategy. Early in the year the trend followers as a group were ...

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