Current positions for the trend following with ranking system:
long – feeder cattle, 5 year t-note, russell 2000
short – natural gas, rice, coffee, cocoa, wheat, sugar
Current positions for the hedge fund portfolio:
long – DBC, TLT, VWO, IJR, RWX, VNQ, SCZ, IWM, BWX, GLD
short – DBA, SHY
Current positions for the artificial intelligence 1 system:
long – rice, coffee, 10 yr t-note, soybeans, gold, copper, silver, russell2000
short – natural gas, corn, cocoa, wheat, platinum, palladium