CTAs Real Time Trend Following Positions

Majority of medium and long-term trend managers are long most commodity markets
CTA Trend Followers on right side of equities indicies, metals and G10 fixed income
Trade Idea

Trade Idea


Have questions or comments? Send to feedback@futuresmag.com

Twitter: @futurestrademag

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.  

Futures Magazine CTA Trend Positioning Model (combined holding periods)
Futures Magazine CTA Trend Model (combined model)

 

About the Author

Futures Magazine is a premier resource for trading insights and trade ideas. The magazine publishes articles daily on stocks, futures , commodities, options, forex and crypto.