This week our newsletter dives into a recent research piece from Welton Investment Corporation on the role of alternative investments in pension funds. Their work contains some excellent insight, and inspired us to take the inquiry even further…
April has drawn to a close, and it shaped up to be a month of flat returns for traditional managed futures programs. What happened? We look at the trends (and lack thereof) that shaped this month’s managed futures performance.
Time for our monthly look at how the long only commodity ETFs are performing versus simply holding the December futures contract and rolling annually. We’ve yet to receive a good answer to the question: why invest in an ETF when you can just roll December contracts annually?
April’s numbers are on the books, so it’s time to update our asset class scoreboard for the first four months of 2012. Unfortunately, it hasn’t been pretty for our favorite asset class…
We’ve made our objections to managed futures mutual funds clear in the past. Now we’re keeping an eye on the performance numbers – and with April’s results in, it isn’t pretty.
In case you missed it, David Harding of Winton Capital was on Fast Money recently. It isn’t often we get to hear from Harding, and we thought there were several notable takeaways from this interview…
Two factors have received particular blame for making 2011 a difficult year for managed futures: the number of risk on/risk off days, and the correlation between markets. How have these forces played out so far in 2012?
We like to finish up the week with a look at what we found newsworthy headed into the weekend with our Weekend Reads.
All this week Attain will be in attendance at financial conferences across the country, speaking with professionals from every corner of the world of finance, all as part of our effort to answer one seemingly simple question: why alternatives?
The CFA Institute National Conference is underway, and if James Montier’s opening remarks are any indication, we’re in for a great week of research, analysis, and education.