Commodity Futures Trading Strategies: Trend-Following and Calendar
Spreads
Spreads
By Hilary Till, Contributing Editor, and Joseph Eagleeye, Editorial Advisory Board Member, GCARD
One typically finds that institutionally-scaled futures programs employ trend-following algorithms. Here, the key is employing such algorithms across numerous and diverse markets such that the overall portfolio volatility is dampened. On the other end of the spectrum are calendar-spread strategies. These strategies typically have limited scalability but individually can potentially have quite consistent returns.
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