Our main issues are: it doesn’t include Managed Futures and the periodic table/quilt doesn’t show the magnitude of the moves all that well
For those that are looking for the top performers of the month, ignoring risk metrics, RCM’s due diligence, and exclusively sort by returns only, these are the Top 10 programs in February.
The short history of volatility trading in the CTA space goes something like this: In the beginning, there were simple option selling strategies that sold out of the money calls or puts once a month until something bad happened.
That’s why you invest in a process, not a track record. For now, it’s worth acknowledging and recognizing that drawdowns can end. That investors can be rewarded for investing in drawdowns, and that managers can pivot and improve without abandoning their roots and core beliefs about markets.
One quick look at the Crude oil market over the past five years – it’s easy to see the development of a $8-dollar range that’s made it tough for most energy traders (here’s the exception) to find returns. We mentioned in our recent 2017 Outlook that the Oil market is poised for a breakout either […]
As a whole, the Managed Futures sector did not perform well in January’s market environment, but that doesn’t mean there weren’t outliers. If we ignore risk metrics, RCM’s due diligence, and exclusively sort by returns only, these are the Top 10 programs in January. (Disclaimer: past performance is not necessarily indicative of future results. Programs […]
More than a few are likely to be confused and/or upset when and if commodity prices go on a tear higher and their absolute return program doesn’t keep pace.
The sector of the brain firing off the most “signals” in 2016 was Volatility Traders. Here’s a preview of our review of that sector:
Today, we published our 2017 Managed Futures/Global Macro Outlook, and there’s one rather ‘in the news’ figure we couldn’t help but analyze given his penchant for market moving tweets and what not.
Yes, It seems leaders in the industry are thinking Trump could very well, “Make Discretionary Marco Great Again.” The thought process is Managed Futures and Global Macro styles should expect….
Ed Thorpe is a legend in the Hedge Fund / Managed Futures / Global Macro space, but it’s not every day he gets the spotlight in today’s Dow 20,000 meme filled clutter that is financial blogging. That changed recently, however, when one of the bloggers for Ritholtz Wealth Management (Michael Batnick) outlined Thorpe’s backstory and […]