Tag: James River Capital

05 Nov 2010

It’s a wrap… FIA and CTA Expo come to a close

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 […]

03 Feb 2011

Gold reversal higher a mixed bag for managed futures

Interesting day today, with the US Dollar rally over 1%  sending grains and Sugar (-9%) off their recent multi-year highs…But Gold and Silver bucking the trend and rising about +1.5% despite the strong dollar, meaning the Gold rally is even more pronounced in a currency such as the Euro (down -1.5%). The pop up in […]

02 Mar 2011

Anatomy of a Trend Following Breakout… Crude Oil

At the risk of being one of those people who throws a bunch of lines, arrows, and squares on a chart and says… look at this…we have re-created a chart of Crude Oil over the past 20 months to highlight how a classic trend following trade looks. While there are hundreds of different ways to […]

08 Apr 2011

Can trading gains offset pain at the pump?

With Crude Oil up $2 more dollars today, it seems like just a matter of time until we see $5 per gallon gas in the US. (here in Chicago we’re already seeing $4.50 at some stations). Those of us in the managed futures industry usually have an odd take on price increases such as this, […]

22 Apr 2011

CTA Expo Update

Jeff Eizenberg and John Cummings are having a great time in New York at the CTA Expo. Yesterday they saw presentations from Liberty Funds, III Associates, Cervino Capital, Dominion Capital, MSR Investments, James River, Clarke Capital, Kawaller Fund, and Saxon Investment. All of these (save Kawaller) are CTAs we track, and it was good to […]

23 May 2011

Managed Futures v. Bill Gross

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 […]

07 Jul 2011

London CTA Expo Update

Some of the CTAs that Attain’s Juan Carlos Herrera has caught up with at the London CTA Expo show just how diverse strategies within managed futures can be. James River, Emil Van Essen and Dominion Capital are all there, and all three do very different things. How so? Emil Van Essen focuses on the spread […]

18 Nov 2011

Aim for the Bottom, Race to the Top?

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 […]