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CTA Trend Following Position Model
How will Commodity Trading Advisors (CTAs) trend following positions change in the coming days?
What happens in futures and commodity markets from here may depend largely on what transpires in the US-China talks, but the present rally in equities, fixed-income and commodities can arguably be explained by the changes in FOMC language to more dovish tone.
How Traders Use CTA Trend Following Model
The best way to use this report is to forecast new and de-leveraging trading positions. Know when the big players are buying and selling and price levels of interest.
"It's valuable alpha knowing price levels where the major futures and commodity hedge fund managers are active".
The below report shows CTAs are leveraged long in Fixed Income, Equities Indicies, Metals and Grain markets.