Month: August 2011

01 Aug 2011

We estimate managed futures up 3.35% in July

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 July +3.35%, bringing YTD performance to -1.01%. Multi-Market traders took advantage of the flight to quality trade, with many programs holding […]

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02 Aug 2011

CTA Spotlight: Futures Truth

With another round of our Semi-Annual CTA Rankings in the books, it is time to dive in and highlight one of the programs listed in our Top 15. We recently profiled #1 ranked P/E Investments FX Strategy in February, while #2 ranked Emil Van Essen was the subject of the spotlight for  March. Therefore, tonight we are going to skip […]

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02 Aug 2011

Liz Cheval: From Turtle to Titan

In managed futures, we often focus solely on the programs we consider investing in, making it easy to forget that, even in the most systematic of programs, there’s a person behind the wheel. It is those managers behind the trades that Attain Capital’s new interview series hopes to highlight; the people driving the performance of […]

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03 Aug 2011

Managed Futures Shake the Correlation Blues

Over the past couple of months, managed futures has been the financial community punching bag. As stocks and managed futures struggled in tandem, critics began to question the non-correlation that is often viewed as the most desirable component of a managed futures investment (here and here, just for example). While the uninformed were questioning why […]

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04 Aug 2011

Blood in the Streets

After today’s bloodbath, we took a quick spin through the managed futures programs and trading systems actively traded by our clients to see who the big winners and losers were after a large down day (it’s not every day you see the Dow down half a thousand – only 23 more of those and we’d […]

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05 Aug 2011

Volatility Explodes… Along with Your Portfolio?

With stocks sliding further and further down the rabbit hole despite a short boost from a friendly jobs report, volatility is continuing to expand at a rapid rate. Yesterday, the VIX surged 35% to close at its highest levels this year since the Japan quake in March, and today, it jumped another 22% to 38.55- […]

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05 Aug 2011

Weekend Reads

If last week was about the debt ceiling drama, this week is about the stock slide. While the Dow was able to climb .54%, both the S&P 500 and Nasdaq finished down for the day. The S&P 500 is now down 12% from its April 29 closing high. The Nasdaq has fallen 8.13% to a level not […]

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08 Aug 2011

The Barbarous Relic Strikes Back

A client called in two weeks ago asking for more detail on how he could hold his account in Gold versus cash and Treasury (see here).  We gave him all of the necessary info, but before putting his plan into action – warned that he could be getting in at the top. That was $100/oz […]

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08 Aug 2011

They are who we thought they were…

In his infamous rant following a loss to the Chicago Bears in 2006, Dennis Green blasts, “They are who we thought they were!” Well, after the bloodbath in stocks the past few days (capped off by today’s losses of near -6%), we’re ready to say the same about stocks… they are who we thought they […]

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