Enhance Momentum Strategy Returns Using Canadian Futures
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The Macro Hive Canada CTA trading model and weekly signal updates allow all types of market participants to actively follow momentum-type trading activities for benchmark Canadian futures.
ROBERT DOMANKO
Head of Institutional Client Sales Montréal Exchange
TMX Group
Momentum strategies are some of the most common types of trading models used and followed by investors and their popularity has grown over the years as more futures contracts become available on exchanges around the world.
In the Macro Hive white paper, “How Canadian Futures Can Enhance Momentum Strategy Returns”, Bilal Hafeez and Abbas Keshvani describe how adding Canadian futures to systematic momentum strategies, whether the S&P/TSX 60 (SXF), the 10-year bond (CGB) or the 5-year bond (CGF), could provide an important edge for investors.
Momentum strategies are a core part of any systematic investment approach. The challenge is to keep finding ways to improve returns, especially as core markets have become more crowded with such strategies.
How Canadian Futures Can Enhance Momentum Strategy Returns
Access our webinar recording to hear Bilal Hafeez, Founder & CEO of Macro Hive discuss the white paper as well as the new Canada CTA trading model alongside Dr. Ranjan Bhaduri, Founder & CEO of Bodhi Research Group.
Access our webinar recording to hear our panel of experts Charlie McElligott, Nomura, Matt Dragan, HOOPP and Bilal Hafeez, Macro Hive, moderated by Dr. Ranjan Bhaduri, Bodhi Research Group, as they discuss macro strategy and fundamentals of systematic trading.