Fully automated futures trading

AHL hanging in there...

AHL sees $3.7bn net inflow in 2016 despite poor returns
Three out of four of Man Group’s CTA funds lost money in 2016
Chris Hawes Wednesday 1st March, 2017 9:51 AM ET

Also interestingly the only profitable fund was AHL evolution whose USP is that it accesses a wider range of markets; thus confirmation that diversification over instruments using relatively simple systems is better than trying to come up with fancier ways of predicting the same instrument.

GAT
 
GAT, any thoughts on further diversifying your strategy by applying it towards virtual currencies? There has been several large trends in bitcoins over the past few years, and it is an asset with entirely uncorrelated returns with traditional financial instruments.

http://coinmarketcap.com/currencies/bitcoin/
http://coinmarketcap.com/currencies/ethereum/

There are least 500,000 other assets I'd think about trading before I went anywhere near this crap. From my blog:

http://qoppac.blogspot.co.uk/2014/05/bitcoin-money-gold-and-my-great.html

GAT
 
Hope that makes sense. By the way this is what I'm talking about in NYC in April (why you shouldn't fit) so this is a very useful discussion for me to have right now...

GAT
Hi Rob - what is the event that you will be covering this, in April?
 
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