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I'm attempting to know the right way to replicate CTA conditional flows chart I'm discovering on varied platforms, just like the one you’ll be able to see in right here. I noticed some papers like: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3674828 or https://macrosynergy.com/analysis/estimating-the-positioning-of-trend-followers/, however can't determine it out. https://preview.redd.it/benu05uy0j4f1.png?width=3840&format=png&auto=webp&s=33a50d00b3a2a262fab177709c8e0b8308b68c74 submitted by /u/Mundane-Picture-1576 |