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Managed Futures
Le Mans Trading's Adaptive Volatility Edge Program Posts Its October 2023 Performance
October 2023 - Managed Futures
The Adaptive Volatility Edge strategy capitalizes on the analysis of term structures, allowing for strategic positioning based on market conditions. Additionally, it takes advantage of the mean-reversion tendencies commonly observed in volatility markets.
Under normal circumstances, equity markets tend to exhibit a gradual upward drift with occasional minor corrections. In such environments, the term structure of VIX Futures typically assumes a Contango shape. This means that neare