Blog
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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,…

