Short Term Trading is one of the elusive trading strategies within Managed Futures. Often managers have been able to deliver uncorrelated historical returns. Once the manager grows above a certain limit or becomes known to the investment community, the future results tend to be underwhelming as capacity constraints and alpha decay start to bite.Our friends at TwoQuants recently showcased a creative way to use Hedge Fund Return data. Here, we show a different way to use it, a potential way to ind...
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