Register here to receive 
weekly model trading 
signal updates!

Momentum Strategies

Enhance Momentum Strategy Returns Using Canadian Futures

Canada CTA Trading Model

The content of this article is not intended to be used for trading purposes and shall not be interpreted in any jurisdiction as constituting a recommendation, advice, opinion or endorsement concerning the purchase or sale of derivative instruments, underlying securities or any other financial instrument or as constituting legal, accounting, tax, financial, investment or other advice. Any investment decision should be based on appropriate professional advice specific to your needs. This content has been produced by Macro Hive Limited. While Bourse de Montréal Inc. has participated as a sponsor, it has not had any input into the content and neither Bourse de Montréal Inc. nor its affiliates shall be responsible or liable for the same. Before making any investment decision, you should obtain professional investment advice tailored to your needs and taking into account your particular investment goals, financial situation and individual needs.

© Bourse de Montréal Inc. All rights reserved. 


For more information, please contact


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.


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. 

Macro Hive White Paper

Trading Model

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 HafeezFounder & CEO of Macro Hive discuss the white paper as well as the new Canada CTA trading model alongside Dr. Ranjan BhaduriFounder & CEO of Bodhi Research Group.

CTA Trading Model Webinar

Canada: Enhance Momentum Strategy Returns

Macro Strategy & Quantitative Investing

Macro & Quantitative Webinar

Access our webinar recording to hear our panel of experts Charlie McElligott, Nomura, Matt Dragan, HOOPP and Bilal HafeezMacro Hive, moderated by Dr. Ranjan BhaduriBodhi Research Group, as they discuss macro strategy and fundamentals of systematic trading.

VIEW Canada CTA Trading Model Updates