Month: June 2011

01 Jun 2011

Meat Markets in Free Fall Since April

While silver and crude price movements have been hogging the spotlight lately, meats have been quietly tanking since the beginning of April. What’s with the shift in momentum? Part of it is likely the general ‘risk off’ commodity sell off seen in May. But there are more involved supply/demand issues surrounding this sell off as […]

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01 Jun 2011

We estimate managed futures down 5.15% in May

Based on preliminary data from the Newedge CTA Index, Credit Suisse Dow Jones Core Managed Futures Index, and the performance of the CTAs we track here at Attain, we are estimating managed futures finished May down -5.15%. Looking at the CTAs we track, it really was a feast or famine month for managed futures. Much […]

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03 Jun 2011

Weekend Reads

The weather may have warmed up this week, but stocks turned frosty as they took a plunge. Commodities continued their up and down performance while rumors began to swirl about the inevitability of QE3 in the face of a worsening European debt crisis. And how about that debt ceiling? The chaos will continue over the […]

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06 Jun 2011

Wisdom Tree Defends Product in Opalesque

We’ve written in the past about Wisdom Tree’s Managed Futures Strategy Fund (WDTI) and our hangups with the product. We ruffled enough feathers to get a direct response to our criticisms, and now, chief investment strategist and co-founder Luicano Siracusano has defended the fund to Opalesque. We were eager to gain more insight into the […]

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07 Jun 2011

Know Your Skew- by Quest Partners

Our newsletter is up for this week, and this time around, we’re taking a look at some fascinating research coming from other corners of the industry. A recent research piece by Quest Partners, a systematic multi market CTA out of New York, was forwarded to us by a client (thanks Mr. S) last week, and their […]

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07 Jun 2011

Happy Anniversary, Bush Tax Cut Beneficiaries!

As of today, the Bush Tax Cuts have officially been in place for ten years. A lot has happened in the past decade. We’ve been embroiled in two wars, bombed a couple of other countries, expanded and popped a giant credit bubble, brought around a regime change in DC, turned said regime change on its […]

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08 Jun 2011

The Derivative Regulation Catch-22

The world listened closely as Timothy Geithner rambled on about the need to create global financial regulations for derivatives in order to prevent another “race to the bottom” a la the 2008 Credit Crisis. This is all fine and well, except for the fact that his call to action was incredibly vague and largely improbable. […]

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