Past returns are a poor predictor of future returns.... future, returns, referring

sabre

...but not for a certain asset. Anybody know the asset I am referring to?

Analyze_This

soddy1979 Wrote:
-------------------------------------------------------
> sk22 Wrote:
> --------------------------------------------------
> -----
> > whats the reasoning behind this?
>
> Research shows the relative risk of a CTA as
> measured by beta versus an index of CTAs is a good
> predictor of future relative returns.
>
> Page 101 vol 5

cheers.
That sucks tho - i hate questions based on research etc - no room for logic

Windjam

Managed futures tend to trend, that is why most of them use systematic rules for trading. Problem is the trend can reverse at anytime and this reversal can catch anyone unawares. See what silver has done to many managers in the past few weeks...

NakedPuts2011

wow good one cook, thanks to Soddy for sharing

infinitybenzo

whats the reasoning behind this?

Windjammer

sk22 Wrote:
-------------------------------------------------------
> whats the reasoning behind this?

Research shows the relative risk of a CTA as measured by beta versus an index of CTAs is a good predictor of future relative returns.

Page 101 vol 5

lcw77

Cook. You da man! Managed Futures it is.