October was a particularly difficult month for CTA trendfollwers. Below is a table from the Automated Trading System blog, followed by some great bluegrass tunes by the trendfollowing bard Ed Sekoyta:
October was a particularly difficult month for CTA trendfollwers. Below is a table from the Automated Trading System blog, followed by some great bluegrass tunes by the trendfollowing bard Ed Sekoyta: