Blog
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How Chicago Became the World’s Options, Vol, and Derivatives Capital (with Cboe’s Rob Hocking & Mandy Xu)
On this episode of The Derivative, Jeff Malec continues Chicago Month with a deep dive into the past, present, and future of derivatives and volatility at Cboe with two of…
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Managed Futures Rankings
What do you consider to be the most essential characteristic of an alternative investment? Non-correlation to stocks? Risk Control? Liquidity?…
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Seller Beware: Everybody’s Short VIX These Days
The $4 Billion dollar questions are how crowded can this short volatility trade get before the dam breaks? And will…
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Alternative Investments: Beyond the Buzz Words
According to findings from recent research conducted by InvestmentNews, 83% of clients have expressed some level of interest in alternative…
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Alternative Links: Remembering Long Term Capital Management
Amid an improbable level of calm in markets, it’s worth remembering what Victor Haghani, a partner at Long-Term Capital Management,…
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Asset Class Scoreboard April
World Stocks have established themselves as the 2017 front runner in the asset class scoreboard. The asset class is up double digits…
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The Dummies Guide to Option Greeks
Just what does each of these terms mean in relation to futures options and what’s a typical futures option trade…
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Weekend Reads: Income in America
This chart shows how weekly incomes for workers 25 and older vary by education level, gender, and race/ethnicity.
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Managed Futures Fund Launches in Q1 2017
Managed Futures didn’t have the best start to 2017 if we’re specifically referencing performance, but there are glimmers of light…
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VIX Trordinary
We had three professional hedge fund managers (technically, commodity trading advisors since these are VIX futures) share how they view…
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DISCLAIMER INFO
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 Hedge Funds, 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. 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.
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.
See the full terms of use and risk disclaimer here
