Every time trend following goes through a difficult period there are those who like to bury the strategy, but the recent bad stretch had even some believers worried. Then trend-following came roaring back in 2014 and looks ready for an extended run as market trends and volatility have gotten their mojo back.
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The managed futures world had a huge comeback year in 2014, with the Barclay CTA Index returning 7.62% and the Barclay BTOP50 Index earning 12.36%.
Will the Chinese Year of the Goat see a prolonged weakness in the yuan by the People’s Bank of China? (PBOC) The yuan fell 3% against the U.S. dollar between October 2014 and mid-February 2015, and lost 4% during the first five months of 2014.
How do you build an options writing portfolio that produces a consistent smooth equity curve?
Equities are faced with a bad news/good news scenario in 2015. The bad news is that the Fed will no longer support the market with endless QE; the good news is that the actual fundamentals are looking better than at any point in this long, strange recovery.
References to the VIX have become ubiquitous in equity analysis, but what is it and how do traders use it in their analysis and as a standalone market?
There is a big difference between prices of equally out-of-the-money call and put options. We call this price difference the skew. Here’s a trading system that profits from this relationship.
Equity curve switching is a popular technique, but it is unclear as to whether it is really beneficial.
Weekly options are one of the fastest growing products and can be used to create lower risk strategies; but for long-term profitability, you need to approach it as a business.
Testing and strategy development embodies a loop of constant parameter adjustments. With statistical variance analysis, we can determine just how much testing time is optimal.
Many common assumptions in trading are wrong. That doesn’t prevent them from remaining common.