This Blog is Systematic

It's probably bad luck to say this, but the most recent poor performance of CTAs and trend following managers this year appears to have ...

 In my previous post I discussed what would happen if you did the crazy  thing of doing a PCA on the whole universe of futures across asse...

 I know I had said I wouldn't be doing any substantive blog posts because of book writing (which is going well, thanks for asking) but t...