Managed Futures Investments
Market Time Data and Technical Analysis
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Resources & Library

Conference Papers

FXYI2: A Foreign Exchange Yield Investing Index, by Marc E. Levitt, in  Proceedings of Forecasting Financial Markets and Computational Finance 2000, London, UK, May 2000.
Market Time DataTM Improving Technical Analysis and Technical Trading, by Marc E. Levitt,  in Proceedings of Forecasting Financial Markets 1998, London, UK, May 1998.
Market Time and Short-Term Forecasting of Foreign Exchange Rates, by Marc E. Levitt, in Proceedings of Neural Networks in the Capital Markets 1996, Pasadena, CA, November 1996.
   
Exploitation of Market Inefficiencies via Nonlinear Prediction, by Marc E. Levitt, in Proceedings of Neural Networks in the Capital Markets 1994, Pasadena, CA, November 1994.

Books & Book Chapters

Market Time and Short-Term Forecasting of Foreign Exchange Rates, by Marc E. Levitt, in Decision Technologies for Financial Engineering,  A. Weigend, Y. Abu-Mostafa, and P. Refenes eds., World Scientific, Singapore, 1997.
Machine Learning for Foreign Exchange Trading, by Marc E. Levitt, in Neural Networks in the Capital Markets , P. Refenes ed., John Wiley & Sons, Chichester, UK, 1995.

Articles & Reports

CTA Spotlight, RJO Futures EView January 2013
Trader Profile, Futures Magazine September 2011
Top Traders of 2010, Futures Magazine March 2011
   
Silicon Valley Index Claims Better Returns, FXWeek September 4, 2000

Presentations

FXYI2: A Foreign Exchange Yield Investing Index presentation from Forecasting Financial Markets and Computational Finance 2000.
Market Time DataTM Improving Technical Analysis and Technical Trading presentation from Forecasting Financial Markets 1998 conference.

Awards

Stark & Company Five Star Rating
January 2011 - November 2012
Stark CTA Database
 
BarclayHedge Top 20 Performing CTA
Annual (Through 3rd Quarter) 2011
BarclayHedge Top 10 Diversified CTA
September 2011
 
BarclayHedge Top 10 Diversified CTA
Annual 2010
BarclayHedge Top 10 Diversified CTA
February 2011
 
BarclayHedge Top 10 Diversified CTA
June 2010
 
   
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