Advanced Futurs Trading Strategies

Part One: Basic Directional Strategies

Strategy one: Buy and hold, single contract

Strategy two: Buy and hold with risk scaling

Strategy three: Buy and hold with variable risk scaling

Strategy four: Buy and hold portfolio with variable risk position sizing

Strategy five: Slow trend following, long only

Strategy six: Slow trend following, long and short

Strategy seven: Slow trend following with trend strength

Strategy eight: Fast trend following, long and short with trend strength

Strategy nine: Multiple trend following rules

Strategy ten: Basic carry

Strategy eleven: Combined carry and trend

Part Two: Advanced Trend Following and Carry Strategies

Strategy twelve: Adjusted trend

Strategy thirteen: Trend following and carry in different risk regimes

Strategy fourteen: Spot trend

Strategy fifteen: Accurate carry

Strategy sixteen: Trend and carry allocation

Strategy seventeen: Normalised trend

Strategy eighteen: Trend following asset classes

Strategy nineteen: Cross-sectional momentum

Strategy twenty: Cross-sectional carry

Part Three: Advanced Directional Strategies

Strategy twenty-one: Breakout

Strategy twenty-two: Value

Strategy twenty-three: Acceleration

Strategy twenty-four: Skew – A case study

Strategy twenty-five: Dynamic optimisation (for when you can’t trade the Jumbo portfolio)

Part Four: Fast Directional Strategies

Strategy twenty-six: Fast mean reversion

Strategy twenty-seven: Safer fast mean reversion

Part Five: Relative Value Strategies

Strategy twenty-eight: Cross instrument spreads

Strategy twenty-nine: Cross instrument triplets

Strategy thirty: Calendar trading strategies

Part Six: Tactics

Tactic one: Contract selection and rolling

Tactic two: Execution

Tactic three: Cash and compounding

Tactic four: Risk management