This is a summary of links featured on Quantocracy on Thursday, 01/18/2024. To see our most recent links, visit the Quant Mashup. Read on readers!
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Exploration of CTA Momentum Strategies Using ETFs [Quantpedia]Commodity Trading Advisor (CTA) funds are commonly associated with managed futures investing in futures and options, and are a subset of the broader hedge fund universe[1]. Beyond commodities, they have the flexibility to venture into other assets, including interest rates, currencies, fixed income and equity indices. Most of the CTA strategies are trend-following in nature. Trend-following