Month: December 2011

01 Dec 2011

Managed Futures Up +0.85% in November

Did November fly by for anyone else? Hard to believe it has already been a month since the MF Global meltdown. Anyway, we’re here on the first of December and able to look back to report that, according to the Newedge CTA Index, managed futures finished November up +0.85%. While, at first glance, those returns […]

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02 Dec 2011

Weekend Reads

Just when we thought all hope was lost… the markets found a knock-off version in the shape of a coordinated Central Bank liquidity gift, all neatly wrapped with holiday cheer. In the meantime, we ignored the fact that this Central Bank gift was a mere stopgap to the real problems in Europe. Jon Corzine got […]

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09 Dec 2011

No Answers, More Hope

The story that dominated the headlines for anyone in the futures world yesterday was the House Agriculture Committee’s hearing on MF Global. The star in the line-up was easily Jon Corzine, but much as expected, both his written statement and response to interrogation was an exercise in establishing plausible deniability. Others, however, did provide some […]

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09 Dec 2011

Risk on… sort of

It’s a decidedly risk on day in the markets. While initially feared to be a rally killer, the Euro Summit has bolstered investor confidence in the Eurozone’s ability to pull through this rough patch with minimal damage (though analysts don’t quite agree), and as a result, we’re seeing financials, metals, and most currencies bouncing in […]

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09 Dec 2011

Weekend Reads

Another week gone by, and we’re another week closer to the end of a rather volatile year. Markets (for the time being) are moderately optimistic about the solutions coming out of Europe, largely because there’s been at least some form of agreement… even if that agreement may not  be useful in the long-run. Whether this […]

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09 Dec 2011

Dow Jones Credit Suisse April Managed Futures Numbers In

April numbers from the Dow Jones Credit Suisse Hedge Fund Index are in, and they are certainly bringing a smile to our faces. Not only to managed futures have an excellent month- they outperformed every other hedge fund strategy in the index by a sizable margin, and were able to turn around their year-to-date numbers […]

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12 Dec 2011

The Rating Agency Version of Russian Roulette

Friday afternoon, everyone was watching S&P to find out whether they’d make good on their statements about downgrading 13 separate European countries. At stake, in particular, were the fates of France, Spain and Italy- all of which were at risk of being knocked down a full two notches. It didn’t happen… yet. What did happen […]

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13 Dec 2011

Top 10 Managed Futures Newsletters of 2011

The end of the year is just around the corner, and the airwaves filled with the obligatory lists of the best movies, books, and songs of the year. Never ones to stand on the sidelines, we couldn’t help but get in the end of the year spirit ourselves and do our own Year’s Best list. […]

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