The Importance of Diversification in CTA Trading

June has started okay for CTA's up a little bit. Some of the more interesting markets that we don't necessarily talk about so much are driving performance still a little bit like in May where we have like Japanese equities doing pretty well. Not so much the grains this month from memory but then you have something like live cattle which is doing well and sugar which isdoing well. My own trend barometer is really stuck in neutral so it has been for a while, it has been all year pretty much. David writes a question sparked by the big CTA ETF debate. First on the issue of lack signals for replicators can this be justified in the same way as many CTA's

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