As an allocator, deciding how much to allocate to most strategies require much work and understanding of your current portfolio. But for CTAs, we can apply a magic trick…

It’s not method, it is the motivation. And it’s not the individual, it’s the team…

For CTAs, it is common knowledge that the more markets, the greater the diversification, but it turns out that quality can trump quantity.

Trying to fit a mathematical round peg into a trading square hole can lead to some unintended consequences…

CTAs will have you believe their execution efficiency and research is key to their performance. Here I make the case that the opposite is true…

With high funding costs, allocators are facing difficulties in diversifying their investments, exposing themselves to left tail events. Can CTAs help?

I have been a fixed income quant for over twenty years. Here is why I am still in love with bonds…

CTAs offer the investor convexity. But how much? And is there a price to pay? It turns out we can benchmark CTAs… and in some cases we can meet the benchmark while in some cases we don’t...

Mathematicians are very good at what they do, which is why they often sideline experienced discretionary traders. But you can choose to have the best of both worlds...

There are no perfect solutions, so when designing a trading algorithm, we make choices based on the current markets and environment. These choices often stay with us long after the actual markets we trade have changed…