May 26, 2017
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“You saw a lot of big guys” in Chicago’s trading pits, said Bernard McSherry, dean of the New Jersey City University’s business school, who spent many years on the floor of the NYSE. “Those were physical jobs. And in an open-outcry market, you could bully your way into a trade.”
Wall Street’s Endangered Species: The College Jock – (Wall Street Journal)
Pravit Chintawongvanich, head derivatives strategist at Macro Risk Advisors, estimates that Fiddy’s profit and loss statement showed a gain of roughly $27 million for the session. The options serve as a hedge against a stock selloff.
The Volatility Buyer Known as ’50 Cent’ Just Had a Huge Payday – (Bloomberg)
Traders are jumping in and out of interest-rate futures as they speculate about Fed rate increases
CME Reaps the Benefits of Its Interest-Rates Empire – (Wall Street Journal)
Commodity Futures Trading Commission (CFTC) says it needs an additional $31.5 million to carry out its mission to monitor the marketplace and analyze rules.
CFTC says it needs an additional $31.5 million to carry out its mission – (Futures Magazine)
Forty-four percent of adults say they either could not cover an emergency expense costing $400, or would cover it by selling something or borrowing money, which has continued to improve from the 50 percent who were ill-prepared for this magnitude of expense when first asked in 2013.
Report on the Economic Well-Being of U.S. Households in 2016 – (Federal Reserve)
With the resurgence in U.S. crude oil production over the last year, it was only a matter of time until shale output reached a new record. Based on recent actual production and the EIA’s forecast for a June increase of 122 MB/D (thousand barrels a day), the peak of March 2015 is only 57 MB/D away.
U.S. Oil Output Approaches Record – (SL Advisors)
Quants like to say they’re uncorrelated with other assets, an attractive characteristic when the market goes dead. But they don’t look very uncorrelated right now. Long-short portfolios turned to factors are as zombified as everything else.
Low Volatility Raises Paranoia Over Leverage in the Quant Fund World – (Bloomberg)
Skeptics of manmade climate change offer various natural causes to explain why the earth was warmed 1.4 degrees since 1880.
What’s Really Warming the World? – (Bloomberg)
Disclaimer
The performance data displayed herein is compiled from various sources, including BarclayHedge, and reports directly from the advisors. These performance figures should not be relied on independent of the individual advisor's disclosure document, which has important information regarding the method of calculation used, whether or not the performance includes proprietary results, and other important footnotes on the advisor's track record.
The programs listed here are a sub-set of the full list of programs able to be accessed by subscribing to the database and reflect programs we currently work with and/or are more familiar with.
Benchmark index performance is for the constituents of that index only, and does not represent the entire universe of possible investments within that asset class. And further, that there can be limitations and biases to indices such as survivorship, self reporting, and instant history. Individuals cannot invest in the index itself, and actual rates of return may be significantly different and more volatile than those of the index.
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Limitations on RCM Quintile + Star Rankings
The Quintile Rankings and RCM Star Rankings shown here are provided for informational purposes only. RCM does not guarantee the accuracy, timeliness or completeness of this information. The ranking methodology is proprietary and the results have not been audited or verified by an independent third party. Some CTAs may employ trading programs or strategies that are riskier than others. CTAs may manage customer accounts differently than their model results shown or make different trades in actual customer accounts versus their own accounts. Different CTAs are subject to different market conditions and risks that can significantly impact actual results. RCM and its affiliates receive compensation from some of the rated CTAs. Investors should perform their own due diligence before investing with any CTA. This ranking information should not be the sole basis for any investment decision.
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