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)

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