Blog
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Managed Futures and the “Smirk” Curve
A new paper examining CTA returns has taken a closer look at the “smile curve” we first saw in AQR’s…
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Weekend Reads
Always sell in May and go away… except when the first two weeks of May produce more than a 5%…
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Gold Forming Classic “Frowny Face” Pattern
Not to heap any more on the unfortunate gold bugs – they’ve had it bad enough lately. We just wanted…
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Alternatives Demand Set to Soar?
A new survey predicts demand for retail alternative products will soar in the coming years. It’s good to see more…
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Trend Following: Not Just for Black Swans
The “Most Hated Bull Market” of all time is also proving to be one of the most resilient. But despite…
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Book Review: Fortune’s Formula
When a friend of ours headed to the World Series of Poker last summer mentioned basing his bet size on…
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Newsletter: Trend Following, Style Drift, and Portfolio Hedging – from Quest Partners
We think the team over at Quest Partners includes some of the smartest in the business, and we’ve posted their…
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Is the Yen Carry Trade Back?
The Yen has continued to plunge downward, and we’re hearing more and more about the Yen Carry Trade being back.…
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Funny Enough, We HAVE Heard of the CME…
This week’s Economist has a rarity: an article taking a look at the CME with the tagline “the biggest financial…

