As always, Millburn’s process aims to combine the firm’s substantial market knowledge — decades of experience systematically trading global futures and FX markets — with techniques to understand data. Today, though, the process is distinguished by the application of powerful machine learning technologies (sometimes referred to as statistical learning) — tools more commonly used for single corporate securities — to macro markets. And far from an overlay or sub-strategy, the approach is used holistically for signal generation in the form of both return and trade cost forecasting.

Millburn Ridgefield Corporation’s Diversified Program (“MDP” or the "Strategy")¹ was the recipient of the CTA Intelligence 2017 US Performance Award in the category “Best Risk Adjusted Return Over $500M.”

Millburn Ridgefield Corporation’s Millburn Commodity Program (“Millburn Commodity” or "Strategy")¹ was the recipient of two AIM Summit 2016 Hedge Fund Awards in the categories “Best Managed Futures (CTA) less than USD 1 billion of assets under management and Best Quantitative Strategy less than USD 1 billion of assets under management.”
 

Millburn Ridgefield Corporation’s Millburn Commodity Program (“Millburn Commodity” or "Strategy")¹ has been nominated for an HFM US Performance Award 2016 in the category “Best Managed Futures (CTA) less than USD 1 billion of assets under management."

Millburn has advanced in three core directions: statistical learning techniques added to trend-following to make systems more adaptive, responsive and empathetic to the moods of the markets; multi-factor models mean Millburn has more radars picking up more useful signals...

To make money from the sharp fall in oil prices this year, it helped if you weren't human.

While a handful of big name traders have profited from some of oil's 35 percent plunge, it has been computer-based or "systematic" funds which have captured much of the spoils.

The oil market's 10 percent surge on Thursday offered a visceral reminder that many of its most active participants could not care less about global oil inventories, Saudi Arabia's stressed finances or the American shale revolution.

Systematic commodity strategies are enjoying a strong August as concern about a China-led economic slowdown has prompted broad-based losses in commodity markets.

LONDON, Dec 10 (The Hedge Fund Journal) - Millburn Ridgefield Corporation (Millburn) is one of the world’s most experienced systematic CTA managers, and as managed futures funds see a resurgence of performance in 2014, it’s perhaps not unexpected to see Millburn amongst the top performers this year. But don’t stop reading there.

Millburn was informed recently by Newedge of the addition of Millburn Diversified Program to the Newedge CTA Index, effective January 1, 2015.