Blog
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Mind the Gap
We’ve been cheering the markets to go to zero for a while now, since trend followers are largely in short…
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Weekend Reads
June has so far taken a decidedly different direction than May. Whether you’re long or short, it’s no cakewalk out…
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The Euro Crisis: Austin Powers on a Steamroller
We’ve heard from some corners people calling last month’s selloff and the potential Greek exit from the Euro (or dissolution…
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Trading Bonds Against the Zero Bound
We were recently asked: how can CTAs that are long bonds hope to continue making money on the trade with…
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Market Dynamics and CTA Performance May 2012 Update
Trading in futures markets that are non-correlated can help reduce risk and volatility. Unfortunately, when the markets move up or…
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Damning Evidence in the MF Global Case
While we were busy writing our newsletter Monday and keeping tabs on whether the markets would keep May’s performance going,…
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Managed Futures Mutual Funds May Update
We’ve been following the new entrants into the managed futures mutual fund space this year, and our opinion of them…

