world cup challenge

Discussion in 'Trading' started by esminifuture, Oct 30, 2001.

  1. I have found the world cup challenge in futures (192%) and stocks (29%) on

    not quite a lot for the world "best" traders isn't it ?

    Does anyone know about a challenge similar to this or an officiell CTA and stockadvicer ranking.

    thanks a lot

  2. WarEagle

    WarEagle Moderator

    Futures magazine publishes a CTA ranking every month. If you think the rankings at Robbins are bad, just take a look at this list. It just goes to prove how difficult this business is. Although, considering the market this year, any of these guys in positive territory is probably considered very good.

    Here's a sampling from the latest issue:

    S&P Total Return Index (YTD through August): -13%
    Lehman Bros Treasury Index: +5.8%

    Barclay CTA index: +0.19% (yes, that's zero point one nine percent)
    CTA's identifying their style as either discretionary or systematic:

    Discretionary: +0.08%
    Systematic: +0.99%

    The top ranked Public Funds CTA is up 46% YTD with only a handful over 25%. I'm sure there are private funds doing better, but they don't report.

    So, you can take your own individual results and see how you stacked up. Of course, some of these CTA's are moving huge amounts of money, so they are at a disadvantage there, but its always fun to compare.