Just an FYI that GO Markets is no longer opening corporate/partnership accounts for U.S. citizens. They will honor existing accounts, but no new ones. They have not changed the verbiage on their website yet, but have made this move in response to ...
Renaissance Technologies is Jim Simons' hedge fund, running the uber-successful quant portfolio the Medallion Fund: url The fund has averaged 45% per year since inception in 1988.
I was also dismayed to see the backtesting comment, especially given the author's extensive writings on seasonal patterns in the futures markets. After all, how are these patterns detected and tested without extensive mining of historical data, ...