@Tyler_Lovingood Super interesting - I'm curious what Gold performance looked like in the same environments, I don't have access to the SG CTA index data or I'd run the analysis myself...
@DaveNadig Does you advice only apply to relatively less liquid ETFs or all etfs in general? Asking bc on the surface would trading after 330 be optimal from a liquidity standpoint?
@JayApted Agree that it seems like market is focusing on quarterly book-to-bill and the implied guide down off the beat but no raise. Book-to-bill is seasonally light in this quarter historically so it's a little unfair to get penalized. Market shooting first asking questions later.
@RubinJMiller Great idea. I've found DFA to be too dogmatic in their investment implementation. If it doesn't fit neatly into their world view they won't consider it and will go out of their way to write a white paper about why it's a bad idea