Brian Miller, Founding Partner and Head Quantitative Trader at Optimized Trading, was recently interviewed on the Futures Radio Show. A revealing conversation about Brian’s background and the development process to create a trading strategy. A learning experience for traders and investors in today’s markets.
There is a risk of loss in trading futures. Futures trading is not suitable for all persons. While managed futures can help enhance returns and reduce risk, they can also result in further losses in a portfolio.
Studies conducted of manage futures as a whole may not be indicative of the performance of any individual CTA or CTA index.
A CTA index may not represent the entire universe of CTA’s, and in most cases, individuals cannot invest in these indices. The actual rates of CTA returns may be significantly different and more volatile than those of a CTA index.