3min chapter

Mutiny Investing Podcast cover image

17. Ernest Chan

Mutiny Investing Podcast

CHAPTER

Is Your CTA a Robust Model for Multiple Markets?

Historically when CTA's were fairly algorithmic maybe before machine learning or AI you know came onto the scene is historically a robust algorithm would mean they could apply it to multiple markets. But if you apply your E-mini strategy or S&P strategy to multiple markets it actually doesn't work across multiple markets. So yes I have been brought up since my days in a big investment bank and so no your strategy has to apply to 52 futures and all work on all of them before we can trade it. It just doesn't make any sense, because every market has this uniquenessyou cannot trade the corn market the same way as you trade the gold market. If a investor say oh no but

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