Why would you think they're not already?
My CTA replication model* is up 10% in Feb, lotta champagne being popped at AHL this month. Winton and RIDA experiencing major fomo. *not something I trade, I just track it
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bonds and commods right
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Are CTA's cool again?
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Yeah but reversal can be painful. And it should be (statistically) coming.pic.twitter.com/KYM5FxIVDw
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Lol this turned out to be very prescient, there was a 3% loss on the last day of feb!
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Thanks. Twitter will use this to make your timeline better. UndoUndo
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pure trend on comm/bond complex is rocking!
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screaming higher and has done well since mid-month where other styles started seeing degradation of returnshttps://twitter.com/NewRiverInvest/status/1361936390049554432 …
the (currently ongoing) trends in futures are probably minting a small fortune for CTAs and extending the life of that industry by years. Corn, beans, nikkei, copper, you name it, time series momentum is working. its almost better than the epic 2h14-1h16 period of
returns
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