Year: 2011

24 Jan 2011

Time to exit the long gold trade?

With Gold crossing below its 100  day moving average last week (after crossing below the 80 day the week before, and 50 day the week before that), some managed futures prorgams we track were seen exiting long positions in the metal. With Gold having gone nearly three months now without making a new high, a […]

28 Jan 2011

Weekend Reads…

Looks like we averted ‘Flash Crash v2.0’ today, thankfully…. although for a minute it was looking like the same setup, market down, riots on TV, etc.   Some articles which caught our attention this week follow: CFTC sues 14 Forex firms – you got to be registered, folks… (CFTC) Mark Fisher talks Crude and Natural […]

01 Feb 2011

Top 15 Managed Futures – Attain’s semi annual rankings

The latest Attain newsletter is up at… presenting our semi-annual Top 15 rankings amongst those managed futures programs we track. Our managed futures program rankings have developed over the years into a comprehensive tool which ranks commodity trading advisors (CTAs) across over 25 different metrics measuring performance, risk, experience, and more. The rankings are designed […]

02 Feb 2011

Managed Futures down -1.58% in January

As we continue to get snow here in Chicago – closing in on 20 inches in past 24 hours – we can report that managed futures started out 2011 with a whimper… posting a return of -1.58% according to the Newedge CTA index.  Let’s hope there’s no January effect for managed futures as there is […]

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 […]

04 Feb 2011

(Superbowl) Weekend reads…

We’re still digging out here in Chicago (check out this image of Lake Shore Dr. on Wed morning), and many Chicagoans are unlikely to watch the hated Packers in the big game on Sunday… leading to some time for the following reads: Diversification: Often Discussed, but Frequently Misunderstood (Welton Investment Corp) The Age of Deleveraging […]