The Delta House

How trend-following CTA’s (managed futures funds) make money It’s not exactly what you think if you aren’t involved in the day-to-day...

I recently made a comment on a post that was peddling the common, low-brow CTA Smile theory. Wait a second. Here's a picture of the AQR...

(G)ARCH: ( mandatory) basic knowledge (G)ARCH is short for Generalized Autoregressive Conditional Heteroskedasticity. It sounds...