We estimate managed futures down 5.15% in May
Based on preliminary data from the Newedge CTA Index, Credit Suisse Dow Jones Core Managed Futures Index, and the performance of the CTAs we track here at Attain, we are estimating managed futures finished May down -5.15%. Looking at the CTAs we track, it really was a feast or famine month for managed futures. Much […]
Week in Review
With the holiday over the past weekend, we took a break from sending out our newsletter, but wanted to make sure everyone was kept in the loop as far as how things shook out in the markets, managed futures and trading systems spaces. Here you are- the Attain Capital Week in Review for last week: […]
Looking for something highly correlated with Managed Futures? Try beer and pizza
We tried out Google’s new correlate tool (https://correlate.googlelabs.com) and found a secret correlation which could help investors time managed futures entries and exits: beer and pizza! The new tool lets you run correlation analyses on a data set you upload against Google’s billions of records of Google searches. They have helped the CDC track flu […]
So Long to One of the Greats: Mike Swinford (1944-2011)
We at Attain are truly sad to report the passing of Mike Swinford. Co-founder of Rosetta Capital Management and futures market guru of over 30 years, Swinford has long been an asset to the managed futures space, with a resume boasting involvement with names like Heinold, Saul Stone & Company, Balfour Maclaine, Kottke, and others. […]
Can the Tortoise Beat the Hare? Inside Turtle Traders
It is hard to get too far into managed futures without eventually hearing a reference or two to ‘Turtle Trading’ or ‘Turtle Traders’. But what exactly is a turtle trader? It all started with trading legend Richard Dennis. He and his partner- William Eckhardt, another titan in the field- had experienced massive success and pondered […]
Disclaimers
Managed futures, commodity trading, forex trading, and other alternative investments are complex and carry a risk of substantial losses. As such, they are not suitable for all investors. You should not rely on any of the information as a substitute for the exercise of your own skill and judgment in making such a decision on the appropriateness of such investments.
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 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.
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.
Managed Futures Disclaimer:
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.
See the full terms of use and risk disclaimer here.
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