In systematic trading, the word robust is often used loosely. Yet robustness has a precise meaning to professional traders: a strategy's ability to survive regime change, parameter variation,… more
Commentary
Each Wednesday this article will be updated with the current seasonal study using CQG's Seasonal analysis applied to the Soybean, Wheat and Corn markets. You can download the CQG pac providing the… more
The switch from my haven of Futures and Fx, to the world on USA equities and ETF's to run a Hedge Fund, presented a new set of challenges. My world had moved from 80 instruments to focus on to… more
Each Wednesday this article will be updated with the current seasonal study using CQG's Seasonal analysis applied to the Soybean, Wheat and Corn markets. You can download the CQG pac providing the… more
Each Wednesday this article will be updated with the current seasonal study using CQG's Seasonal analysis applied to the Soybean, Wheat and Corn markets. You can download the CQG pac providing the… more
Each Wednesday this article will be updated with the current seasonal study using CQG's Seasonal analysis applied to the Soybean, Wheat and Corn markets. You can download the CQG pac providing the… more
Traditionally, divergence is quantified by taking the relationship between the high in an uptrend and low in a downtrend and… more
Gold, silver,… more
Each Wednesday this article will be updated with the current seasonal study using CQG's Seasonal analysis applied to the Soybean, Wheat and Corn markets. You can download the CQG pac providing the… more