Blog
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Weekend Reads: Treasury Price Differences
For example, a number of hedge funds will seek to exploit differences in the price of cash Treasuries and equivalent…
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If Ed Thorp was a Legend, What’s that Make these guys?
Ed Thorp is a legend in the Hedge Fund / Managed Futures / Global Macro space, but it’s not every…
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Alternative Links: FXCM Banned
FXCM has been banned from operating in the U.S. after the Commodity Futures Trading Commission found the retail currency broker…
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The Pulse of the Managed Futures / Global Macro World
Despite no snow fall since Mid-December in Chicago, we witnessed a solid eight of nine days straight with the sun nowhere…
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Managed Futures 2016 Strategy Review — Short Term Systematic
By now, everyone has crunched the data for the 2016 returns of Managed Futures. Across the indices that track the…
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Weekend Reads: Under-Allocated to CTAs
I think people are under-allocated to CTAs. It’s a good way of getting the (risk mitigating) medicine to the patient . . . But…
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More of the Same
If you were hoping for some different market moves in 2017, better luck next month. It was more of the…
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Managed Futures 2016 Strategy Review – Trend Following
By now, everyone has crunched the data for the 2016 returns of Managed Futures. Across the indices that track the…
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Alternative Links: $10.3 Billion Inflow
The game plan that received the most new cash over the 12 months was managed futures, attracting a net $10.3…

