by Brian Bell | May 19, 2020 | Commodities, Futures, Markets
Negative Oil Prices? My Thoughts Another example of the financial news emotions industry spreading misinformation… Everyone knows it by now. On April 20, 2020, we experienced negative oil prices for the first time in history. Or did we? First, let’s review....
by Brian Bell | Dec 6, 2017 | Futures, Markets, Research, Technical Analysis
Looking Back on Trend Following – Part 3 Analyze CTA trading style using AWTR; simple linear regression of CTA rolling returns; trend-following vs non-trend-following results; data. In the previous post in this series, we examined the relationship between the...
by Brian Bell | Jun 13, 2017 | Futures, Markets, Research, Technical Analysis
Looking Back on Trend Following – Part 2 In this post, I’ll calculate the Average Weighted Trend Ratio (AWTR) for a portfolio of futures markets and see if it helps explain good and bad periods for trend-following CTA strategies. In the previous post, I...
by Brian Bell | Apr 24, 2017 | Futures, Markets, Research, Technical Analysis
Looking Back on Trend Following – Part 1 The conventional wisdom is that the well-known managed futures indices overwhelmingly comprise managers following trend-following strategies. It’s also no secret that the indices have had a tough time of late. (Maybe...
by Brian Bell | Apr 10, 2017 | Commodities, Futures, Markets
Spike? What Spike? Or…Never Believe Anyone When They Talk About Markets On Thursday night, the Trump administration launched a missile strike against Syria as punishment for the use of chemical weapons against its own people. That’s not what this post is about,...
by Brian Bell | Jan 11, 2015 | Commodities, Futures, Markets
Long Crude Futures – Can You Really Reduce Roll Costs? The Attain Capital blog can’t be beat as a great source of information and education on the futures industry and trading. I never fail to learn something reading it. In How to Play a Bounce in Oil (Hint: Not...
Recent Comments