Chapter 1: Historical Perspectives
A preview of a soon-to-be-released book about trend following and analyzing CTA returns in an understandable framework. This book provides valuable insight into the nature of trend following through examples. It brings academic rigor to the evaluation of CTA strategies.
All examples in this report are hypothetical interpretations of situations and are used for explanation purposes only. The views in this report reflect solely those of the author and not necessarily those of CME Group or its affiliated institutions. This report and the information herein should not be considered investment advice or the results of actual market experience.
