Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: Creating a CTA from Scratch and more

In today’s briefing:

  • Creating a CTA from Scratch

Creating a CTA from Scratch

By Nicolas Rabener

  • CTAs have become popular again given their positive returns in 2022
  • However, they are typically difficult to grasp given their ever-changing portfolios
  • Building a CTA from scratch is not complicated and reduces the opaqueness 

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