Blog
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What’s wrong with AQR – Part II
Which brings us back to needing to judge performance in relative terms, not just in a vacuum. It’s more than…
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Initial Coin Offerings > Venture Capital?
Think of Kodak’s KodaKCoin, which will use blockchain technology to create an “encrypted, digital ledger of rights ownership” where photographers…
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Why Large Losses (& Gains) come out of Low Vol periods
The rub is… when volatility is so low, across nearly every asset class – systematic trading models tend to put…
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Is the CTA Sky Falling (Again)?
Are CTAs forever skewed towards short volatility strategies, negative skew, and positive S&P correlation? There’s no denying the huge correlation…
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Weekend Reads: The Future of 2018
If commodities are back and you’re getting ready to ride the wave, make sure the undercurrent doesn’t suck your portfolio…
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Gundlach and Paul Tudor Jones say it’s Time to Buy Commodities
If commodities are back and you’re getting ready to ride the wave, make sure the undercurrent doesn’t suck your portfolio…
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Cryptocurrency, Blockchain, and Bitcoin 101
As Bitcoin, Litecoin, and all the other cryptocurrencies find their footing in volatile moves, RCM Alternatives sat down with three…
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February Drags Down All Performance
Managed Futures have typically zigged while stocks zagged. Thing is – non correlation does not equal negative correlation, and this…

