As markets have moved to electronic execution, the use of computers and algorithms to drive trading decisions continues to grow. Systems take human emotion out of trading with the goal of providing a consistent approach that can be backtested prior to launch and refined as trading continues. Diversified programs often use this approach due to the wide range of markets traded.
CTA / Program | YTD | Inception |
---|---|---|
26.00 | 8/1/2021 | |
6.95 | 11/1/2019 | |
1.69 | 10/1/2003 | |
39.29 | 1/1/2022 | |
-1.43 | 10/1/2018 | |
22.80 | 10/1/2012 | |
10.55 | 12/1/2018 | |
17.22 | 2/1/2010 | |
10.41 | 1/1/2022 | |
12.72 | 8/1/2016 | |
18.16 | 3/1/2022 | |
-1.98 | 5/1/2017 | |
11.99 | 1/1/2017 | |
5.24 | 8/1/2022 | |
1.39 | 12/1/2014 | |
5.61 | 11/1/2020 | |
3.00 | 2/1/2016 | |
8.38 | 10/1/2020 | |
8.23 | 3/1/2015 | |
3.84 | 1/1/2021 | |
2.22 | 8/1/2018 | |
10.73 | 5/1/2022 | |
-2.09 | 1/1/2012 | |
5.29 | 1/1/2014 | |
1.77 | 2/1/2022 | |
5.36 | 3/1/2015 | |
1.80 | 1/1/2007 | |
10.93 | 4/1/2016 | |
2.12 | 4/1/2018 | |
13.87 | 1/1/2013 | |
18.72 | 12/1/2020 | |
2.37 | 9/1/1997 | |
8.23 | 4/1/2019 | |
-9.13 | 5/1/2014 | |
6.52 | 2/1/2010 | |
-2.80 | 5/1/2013 | |
7.38 | 2/1/2014 | |
2.03 | 9/1/2022 | |
-6.42 | 1/1/2015 | |
4.18 | 2/1/2017 | |
4.01 | 1/1/2014 | |
-0.64 | 5/1/2006 | |
0.51 | 5/1/2017 | |
5.14 | 4/1/2019 | |
0.46 | 7/1/2022 | |
1.78 | 2/1/2016 | |
-5.53 | 3/1/2013 | |
4.62 | 11/1/2015 | |
-13.13 | 7/1/2013 | |
-11.64 | 1/1/2015 | |
-2.16 | 2/1/2021 | |
-6.31 | 7/1/2016 | |
4.27 | 4/1/2003 | |
3.16 | 1/1/1991 | |
1.93 | 7/1/2016 | |
10.50 | 4/1/2014 | |
8.83 | 1/1/2019 | |
11.78 | 6/1/2021 | |
-1.01 | 7/1/2016 | |
14.12 | 6/1/2007 | |
-6.29 | 3/1/1998 | |
-10.15 | 5/1/2006 | |
7.27 | 3/1/1998 | |
3.41 | 9/1/1997 | |
-6.17 | 5/1/2013 | |
-6.14 | 10/1/2016 | |
-7.71 | 5/1/2014 | |
4.69 | 9/1/2009 | |
-16.32 | 1/1/2017 | |
-8.44 | 3/1/1998 | |
-8.44 | 10/1/2006 | |
-5.61 | 4/1/2021 | |
13.39 | 9/1/2013 | |
12.78 | 12/1/2019 | |
0.88 | 7/1/2016 | |
9.33 | 1/1/2011 | |
10.69 | 8/1/2018 | |
7.33 | 10/1/2009 | |
1.02 | 2/1/1999 | |
-3.60 | 10/1/2006 | |
-22.32 | 6/1/2016 | |
-3.33 | 8/1/2010 | |
9.83 | 3/1/1998 | |
-14.01 | 11/1/2020 | |
-0.32 | 6/1/2010 | |
-5.29 | 6/1/2007 | |
-0.19 | 3/1/2019 | |
-0.39 | 7/1/2016 | |
-5.60 | 7/1/2019 | |
-2.83 | 5/1/2012 | |
-1.73 | 8/1/1999 | |
-0.89 | 11/1/2020 | |
-9.90 | 11/1/1996 | |
-3.19 | 6/1/2013 | |
4.76 | 1/1/2005 | |
5.10 | 10/1/2020 | |
-11.47 | 11/1/1996 | |
4.65 | 1/1/2014 | |
11.31 | 12/1/2019 | |
-2.62 | 1/1/1995 |