QuantpediaExploration of CTA Momentum Strategies Using ETFsCommodity Trading Advisor (CTA) funds are commonly associated with managed futures investing; however, beyond commodities, they have the…Jan 18
NilssonHedgeFlash Report Dec 2022Very few winners and a lot of losers. That is a short summary of the annus horribilis that 2022 turned out to be. CTAs and in particular…Jan 4, 2023
NilssonHedgeHedge Fund Performance — August 2022 approaching the end of Q3 too quicklyGoing into the end of the third quarter, there is precious little time left in 2002 for several strategies to deliver positive performance…Sep 11, 2022Sep 11, 2022
QuantpediaCrowding in Commodity Factor StrategiesNowadays, factor strategies are widely spread and used by practitioners, but this factor boom has given rise to some concerns. A key…Apr 13, 2021Apr 13, 2021
QuantpediaMulti-Asset Skewness Trading StrategyThe best course of action for every quant researcher is to try fundamentally understand anomalies and explore their functioning besides…Aug 19, 2020Aug 19, 2020
QuantpediaExploration of CTA Momentum Strategies Using ETFsCommodity Trading Advisor (CTA) funds are commonly associated with managed futures investing; however, beyond commodities, they have the…Jan 18
NilssonHedgeFlash Report Dec 2022Very few winners and a lot of losers. That is a short summary of the annus horribilis that 2022 turned out to be. CTAs and in particular…Jan 4, 2023
NilssonHedgeHedge Fund Performance — August 2022 approaching the end of Q3 too quicklyGoing into the end of the third quarter, there is precious little time left in 2002 for several strategies to deliver positive performance…Sep 11, 2022
QuantpediaCrowding in Commodity Factor StrategiesNowadays, factor strategies are widely spread and used by practitioners, but this factor boom has given rise to some concerns. A key…Apr 13, 2021
QuantpediaMulti-Asset Skewness Trading StrategyThe best course of action for every quant researcher is to try fundamentally understand anomalies and explore their functioning besides…Aug 19, 2020
QuantpediaYTD Performance of Crisis Hedge StrategiesAfter a month, we are back with a year-to-date performance analysis of a few selected trading strategies. In the previous article, we were…Jun 25, 2020
QuantpediaTrend Breaks in Trend-Following StrategiesTrend-following strategies are very effective when markets are cleanly trending, but they suffer when trends end too soon. How markets…Jun 9, 2020
QuantpediaWhy Did Trend-Following Underperform Last Decade?Trend-following funds and strategies were once extremely popular after the 2008/2009 crisis. They offered attractive performance, and…Dec 20, 2019
