Blog
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Why Oil Didn’t Go to $300, plus Chinese gold bugs, Copper Squeezes & Uranium Alpha with Josh Blanchfield (Avos Capital)
Jeff Malec sits down with Josh Blanchfield of Avos to trace his path from physics at Harvard, poker pro, and 11 years at Bridgewater (including co-heading the trading desk during…
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Thanksgiving Reads
Decoupling a “Convex” Relationship with Volatility Cycles – (CME Group) Managed futures outperform in Q3 – (Futures Magazine) Option Trading…
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The Success Equation, Untangling Skill and Luck
We like to read around here – and just recently got done with one that has been on the wish…
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Articles You Could be Reading this Weekend
CBOE Taps Rate Concerns With Futures on Bond Volatility – (Bloomberg) Liquid alts suffer big asset drop; MainStay Marketfield takes…
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Alternative Links: Trend Following, Managed Futures, and CTAs
Trend Following: A New Anomaly: The Cross-Sectional Profitability of Technical Analysis – (Han, Yang, Zhou) How Trend Following at its…
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How Endowed is your Endowment?
Vanguard has an interesting whitepaper out about how Endowments performance differs based on their size (sorry all those in the,…
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Asset Class Scoreboard (where’d that stock loss go?)
The month’s Asset Class Scoreboard numbers is a perfect example of just how much noise is out there in the…
