Alternative Links: SEC Managed Futures Mutual Fund Rule

June 20, 2018 rcm-alternatives 0 comment  Like
Other Voices, Why Alternatives?

Morningstar data shows such managed futures mutuals were managing around $21.8bn at the end of May, down from a peak of $29.5bn in mid-2016.  The SEC declined to comment.

Managed futures mutuals face fresh SEC derivatives rule – (CTA Intelligence)

 

There’s a mix of excitement and cynicism,” Mr Asness said in an interview. “We’re not people who think . . . that quant will work everywhere. Private equity is bespoke, the data are very iffy. Then, again, they charge a ton.”

Man Group and AQR try to take aim at private equity industry – (FT)

 

In other words, usually six-month minus one-month VIX futures spreads should be positive. Commodity traders refer to this upward sloping nature of a futures curve as being in “contango,” and it also implies a roll cost every month—why investors structurally long in volatility-hedging products face a strategic headwind.

What Is VIX Telling Investors? – (Wisdom Tree)

 

No trend lasts forever, as investors and politicians learned the hard way this past week. Early this past week, yields on Italy’s 10-year sovereign bonds surged to their highest level in nearly four years—as prices fell. U.S. interest rates.

Managed Futures in Trouble – (Barrons)

 

I’m not sure I agree with the assertion that the entire investing world agrees stocks will be up big over long time periods because of the pervasive negativity that has entered the minds of many investors since the financial crisis.

Why Do Stocks Generally Go Up Over Time? – (A Wealth of Common Sense)

The company, Hivemind, is seeking to tap into the need to clean up and analyse reams of complex and unstructured data sets for everything from geolocation details to consumer trends and sentiment analysis.

Hedge fund Winton spins out its big data unit – (FT)

 

We have been contemplating futures on ethereum for sometime,” Concannon told Forbes. “This clearly makes the complexity of ether potentially being a security go away, and it certainly clears a path for launching a future on ether.”

An Ethereum Futures Future? U.S. Commodities Giants Lie In Wait After SEC Surprise – (Forbes)

 

The Bourse de Montréal Inc. (the “Bourse”) is pleased to announce the following Share Futures on exchange-traded funds and trust units will be available for trading at the opening on June 18, 2018

INTRODUCTION OF SHARE FUTURES CONTRACTS ON CANADIAN EXCHANGE-TRADED

FUNDS AND TRUST UNITS – (TMX)

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.

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.

Managed futures accounts can subject to substantial charges for management and advisory fees. The numbers within this website include all such fees, but it may be necessary for those accounts that are subject to these charges to make substantial trading profits in the future to avoid depletion or exhaustion of their assets.

Investors interested in investing with a managed futures program (excepting those programs which are offered exclusively to qualified eligible persons as that term is defined by CFTC regulation 4.7) will be required to receive and sign off on a disclosure document in compliance with certain CFT rules The disclosure documents contains a complete description of the principal risk factors and each fee to be charged to your account by the CTA, as well as the composite performance of accounts under the CTA's management over at least the most recent five years. Investor interested in investing in any of the programs on this website are urged to carefully read these disclosure documents, including, but not limited to the performance information, before investing in any such programs.

Those investors who are qualified eligible persons as that term is defined by CFTC regulation 4.7 and interested in investing in a program exempt from having to provide a disclosure document and considered by the regulations to be sophisticated enough to understand the risks and be able to interpret the accuracy and completeness of any performance information on their own.

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