Blog
-

This City Trades Different: Yogi, the Floor, and Building RCM
Former CME floor trader and RCM co-founder Bobby “Yogi” Schwartz joins Jeff to close out our Chicago month and walks through a wild career arc: from generational hog pit roots…
-

TIPS, Options & Rates. Increased Volatility environments with Nancy Davis
This week’s guest may be new to Twitter (@nancy__davis), but she’s certainly not new to the wide world of volatility…
-

It’s Not a Fed Put, it’s a Fed Short Call! And more inflation thoughts with StoneX’s Vincent Deluard
In this week’s episode, Jeff talks with StoneX’s Global Macro Strategist, Vincent Deluard @VincentDeluard, who authors weekly research reports on…
-

May Mutual Fund Performance
May felt like a maelstrom in the moment but produced forgetful market activity. Equities continued their fall from grace, yet…
-

Algorithmic Sports Betting, Trading Metals to Trending Commodities, & Crypto’s Future with Charlie McGarraugh of Blockchain.com
We’re taking flight and zooming over to the big bend for a cheerio chat with Charlie McGarraugh, an ex-midwesterner turned…
-

Asset Class Scoreboard: May 2022
Wait a second… Managed Futures can go down? Stocks and Bonds can go up? May showed us it is never…
-

What happens in Vegas…. Gets Dished on this Pod. Overheard at a Derivatives Conference, Part 1
Viva Las EQ Derivatives… This week Jeff journeys back to the Windy City from Sin City, where he is joined…
-

Wine as an Asset Class: Demands, Dilemmas, & Distribution with Vinovest’s Anthony Zhang
You’re driving down the winding roads of Napa Valley, visiting the countless wineries, taking in the beautiful scenery, and enjoying…
-

April Mutual Fund Performance
April was the worst month for equities since March 2020, with the S&P down -8.9% month over month. Thankfully there’s…
-

Vol Arb, Rates Vol, Dispersion, & Risk Premium. Part II with Noel Smith
We’re back for part two with Noel Smith @NoelConvex – where we dig into the types of options and volatility…
CATEGORIES
- Alternative Investments
- Archive
- Commodities & Ag
- Cryptocurrency & Digital Assets
- Global & Regional Themes
- Investment Education & Insights
- Managed Futures & Trend Following
- Markets & Macro Commentary
- Options & Volatility
- Podcasts
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
