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5 Tough Years for Managed Futures and Trend Following

It has been a tough 5 years for managed futures and trend following. I received a report from Winton one of the largest and well known trend following managers…Worth a read if you are in the managed futures arena as well as trend following…

Autocorrelationoftrendfollowingreturns

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE (“FOREX”) IS SUBSTANTIAL

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