Chris67 wrote:Its interesting to note how neither of these funds DH has mentioned are trend followers - but they are CTA's - Once again paying homage to the fact that CTA Does nOt equal trend follower and therefore you cannot compare their M/E ratio's with somebody like Abraham as its comparing apples to oranges
Maybe you can, please correct me if I got it wrong.
SPAN: March/April 2008
SPAN:The First 20 Years
Happy anniversary! With little fanfare the CME Group is celebrating the 20th anniversary of the launch of Standard Portfolio Analysis of Risk, or SPAN—a methodology for evaluating risk and calculating margin requirements that revolutionized futures and options risk management when it was introduced and today serves as an industry standard around the world.
If there's a SPANNER around, it would be nice to see a chart of historical margins, CT,SB,...
Good question, I subscribed to, and compiled the data from Barclay Hedge, but I do not have their exact definition of average drawdown. I will find out and post back.
In the meantime, if you are interested, you can view an “interactiveâ€
does anyone still doubt that when one trade ends violently - all established trends seem to go with it
witness may 2006
summer 2008
yesterday
crude down 16% in 24 hours at one point this morning silver down 35% in a week or so !!! oh i love trend folowing
i believe in markets / trends etc - but sometimes its just s aliitle hard to believe bigger manipulative hands are not at play - witness this mornings stop loss run in crude oil = nothing more nothing less
c