... pure random walk behavior is identified Chapter 19 examines the risk and performance characteristics of different strategies involving the trading of commodity futures, financial futures, and options ... risk remains and should not be neglected CHAPTER 15 How to Design a Commodity Futures Trading Program Hilary Till and Joseph Eagleeye e provide a step-by-step primer on how to design a commodity ... EVALUATION, SELECTION, AND RETURNS for nonstationarity and random walk with drift, using the Augmented DickeyFuller test All classifications (except the diversified subindex) are found to behave as random...