Doug Greenig - At the Frontier of Trend Following
Flirting with Models
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Alternative Markets
When I use the term alternative markets, of course, I am referring to alternative to standard CTA's. We do not trade US interest rate swaps because that's too correlated in our view with the 10-year and 5-year US Treasuries,. Colombian interest rates, India, China, those are not mainsday markets for regular CTA's; we trade these markets through interest rate swaps as well.
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