{"id":"W2068691325","doi":"10.1002/fut.20441","title":"Performance and persistence of Commodity Trading Advisors: Further evidence","year":2009,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Corporate Finance and Governance","field":"Business, Management and Accounting","cited_by":23,"is_retracted":false,"has_abstract":true,"ca_institutions":"Université du Québec à Montréal","funders":"","keywords":"Persistence (discontinuity); Explanatory power; Commodity; Economics; Econometrics; Asset (computer security); Quartile; Financial economics; Computer science; Mathematics; Statistics; Engineering; Finance","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002785206,0.0002112773,0.0003988763,0.001561188,0.0002747427,0.001557176,0.0006201956,0.000805849,0.002806029],"category_scores_gemma":[0.01634857,0.0001396704,0.0003388953,0.001851699,0.0005554815,0.001379361,0.0007172101,0.0009266064,0.0006257431],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006224248,"about_ca_system_score_gemma":0.0003738868,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.008702688,"about_ca_topic_score_gemma":0.007092697,"domain_scores_codex":[0.9989122,0.0001880023,0.0001436048,0.000216818,0.0003126869,0.0002266411],"domain_scores_gemma":[0.9693653,0.008548415,0.01608226,0.001412849,0.002413838,0.002177338],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0001409229,0.00003954945,0.9949752,0.000007049091,0.00003871052,0.00007358902,0.0001147628,0.0006001741,0.00009553034,0.0001035957,0.0002904313,0.003520323],"study_design_scores_gemma":[0.00000603937,0.0001284508,0.9959885,0.000007787893,0.00001899522,0.00008774173,0.0002889272,0.002612983,0.0001876454,0.0001513818,0.0005128432,0.000008788548],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9984101,0.0001343803,0.00009477487,0.0001895547,0.00000504112,0.000002547283,0.000450749,0.00000726765,0.0007056205],"genre_scores_gemma":[0.999375,0.00003094393,0.00002067786,0.000008972936,0.00001130668,8.729005e-7,0.0003861401,0.000001305943,0.0001648016],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.008702688,"threshold_uncertainty_score":0.01730406,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02756844576482123,"score_gpt":0.219702698077138,"score_spread":0.1921342523123167,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}