Meb Faber’s Killer Podcast List
We list Meb Faber and his blog at www.mebfaber.com amongst our ‘required reading’ list of books and blogs, and had the opportunity to sit with him and a few members of his unofficial fan club in Chicago last week during the Morningstar Investment Conference. The unofficial Chicago @MebFaber fan club – vol, asset allocation, dividends […]
Quants, Algos, and AI
A recent graphic by Tractica shows that over $7.5 Billion dollars is forecasted to be spent on Algorithmic trading strategy improvement via AI in the next 10 years. Wow! That’s a lot of quants in the world’s payroll. What exactly is a quant? How do algorithms (algos) fit in? And what does Artificial Intelligence have […]
Micro E-mini S&P 500: The next big little thing in futures trading
CME’s Micro E-mini S&P 500 futures contract (ticker: MES) is set to hit the market in exactly 3 days providing traders with the same benefits of an E-mini futures contract, just…smaller – 1/10th the size of an E-mini contract to be exact. We’ve broken down the micro E-mini vs the E-mini vs the full-size S&P […]
Opening the door to China Trading
If you’re anything like us, posts like this explaining just how different China is than things here in the U.S. never cease to amaze: This is the Shanghai-Beijing train going at 350 km/h As @yfreemark said: “The distance between NYC and Chicago is almost exactly that between Beijing and Shanghai. NYC-CHI is served by 1 […]
Asset Class Scoreboard: April 2019
What do you get for 4 straight months of positive performance and an annualized rate of return of nearly 15%. Nearly run out of town, it turns out, with the hedge funds are under performing drums getting louder and louder of late as traditional stock and real estate investments soar (50% annualized returns). Case in […]
Disclaimers
Managed futures, commodity trading, forex trading, and other alternative investments are complex and carry a risk of substantial losses. As such, they are not suitable for all investors. You should not rely on any of the information as a substitute for the exercise of your own skill and judgment in making such a decision on the appropriateness of such investments.
The entries on this blog are intended to further subscribers understanding, education, and – at times – enjoyment of the world of alternative investments. Unless distinctly noted otherwise, the data and graphs included herein are intended to be mere examples and exhibits of the topic discussed, are for educational and illustrative purposes only, and do not represent trading in actual accounts. Opinions expressed are that of the author.
The mention of specific asset class performance (i.e. +3.2%, -4.6%) is based on the noted source index (i.e. Newedge CTA Index, S&P 500 Index, etc.), and investors should take care to understand that any 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.
The performance data for various Commodity Trading Advisor (“CTA”) and Commodity Pools are compiled from various sources, including Barclay Hedge, RCM’s own estimates of performance based on account managed by advisors on its books, 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 mention of general asset class performance (i.e. managed futures did well, stocks were down, bonds were up) is based on RCM’s direct experience in those asset classes, estimates of performance of dozens of CTAs followed by RCM, and averaging of various indices designed to track said asset classes.
The mention of market based performance (i.e. Corn was up 5% today) reflects all available information as of the time and date of the publication.
The owner of this blog, RCM Alternatives, may receive various forms of compensation from certain investment managers highlighted and/or mentioned within the blog, including but not limited to retaining: a portion of trade commissions, a portion of the fees charged to investors by the investment managers, a portion of the fees for operating a fund for the investment managers via affiliate Attain Portfolio Advisors, or via direct payment for marketing services.
Managed Futures Disclaimer:
Past Performance is Not Necessarily Indicative of Future Results. The regulations of the CFTC require that prospective clients of a managed futures program (CTA) receive a disclosure document when they are solicited to enter into an agreement whereby the CTA will direct or guide the client’s commodity interest trading and that certain risk factors be highlighted. The disclosure document contains a complete description of the principal risk factors and each fee to be charged to your account by the CTA.
See the full terms of use and risk disclaimer here.
