CTAs and Rising Interest Rates: Is the Party Over? from Roy Niederhoffer

2014-09-22 · Contributor not identified
Original source

Dear Vic,

I think your readers might enjoy this white paper that I wrote entitled "CTAs and Rising Interest Rates: Is the Party Over?" [19 pages]. Also curious what they think about it.

Roy

Comments

Jeff Watson on September 25, 2014 7:06 pm

This paper offers many lessons, even lessons for seasoned grain traders, which I aspire to be. Capturing some carry is the essence of good trading.