It was indeed a busy week for managed futures in Chicago with the FIA (Futures Industry Association) Conference and upstart CTA Expo in town. With so many CTAs in town for the week, it was a great time for us to get further face to face time with many of the CTAs we work with […]
Stocks and metal markets have continued higher that past two days on light volume as traders take advantage of holiday market conditions. Our best guess is that volume in most markets is a third to half of what it is on a typical trading day, but that hasn’t stopped metals from moving higher this week […]
We mentioned in our 2011 Managed Futures Outlook how it may be tough for managed futures to see gains this year from further upside moves, but the entire grain complex is proving us wrong over the past several weeks, and again today – with the grain complex making fresh 1 to 2.5 year highs today […]
Yesterday we covered the March results for managed futures from BarclayHedge’s index, and today, we have the Dow Jones Credit Suisse Managed Futures Index, which shows managed futures posting a loss of -2.76%. Why the rather large difference from the loss of -0.91% BarclayHedge reported, you ask? In general, the Dow Jones Credit Suisse index […]
Whether or not Bill Gross is actually short US treasuries in his flagship PIMCO program is up for debate. He said no on CNBC, but one of our favorite bloggers, ZeroHedge, essentially called him out- saying, No, you are short. But whatever side you take on that battle of semantics, Mr. Gross has made no […]
MFA is kicking off today in Chicago, and we’re excited about the meetings coming up. You may have seen Walter Gallwas and John Cummings walking around the Fairmont. They’re there meeting with Northfield Trading- the CTA behind the Northfield Trading Diversified Program. You can learn more about this managed futures standout here: http://bit.ly/mEBDcG We kicked off our […]
Ouch- rough day to be in a long-only commodities fund yesterday, wasn’t it? While commodities across the board were mostly down (including Silver’s ugly 6.64% plunge), the Grains sector took the most consistent beating. It was one week ago today that we crowned Cocoa the winner in the race to new 2011 lows after the […]
The Managed Funds Association’s Forum 2012 conference is well underway here in Chicago, giving us a chance to learn what some of our favorite CTAs are up to, as well as learning more about emerging managers.
Several news organizations couldn’t help but fall all over themselves this week talking about how George Soros made a billion in the Yen and other U.S. funds scored big in the Yen. But when the press started pointing out the big winners this week, we couldn’t help but notice a glaring omission: no mention of CTAs. We can’t even get a mention?
Since 2011, coffee has has been on a multi-year decline, but few CTA’s have been following this trend. We reached out to one who has for some insight into this market and why so few managers tend to trade it.