Anatomy of a Trend Following Trade – the Short Side
We’ve talked a few times this week about how managed futures are long volatility investment which tends to do well in a crisis because they have a fixed risk, yet can make as much as the market offers up when volatility expands; but we haven’t touched on the seemingly simpler reason managed futures can do […]
Weekend Reads
The market is up- no, wait… now it’s down- oh, but now it’s up again… If you’re having a hard time keeping up, join the club. Europe is pinning its hopes on France, which is never a good sign. China is facing major concerns about their growth rates. The U.S. has formed their super committee […]
Hedge Funds are NOT Alternative Investments
With a crazy week coming to a close with stocks now down only -1.6% or so after staring losses of -8.5% in the face early Tuesday morning – we carved out a few minutes to check in on how managed futures better known cousins, hedge funds, are doing in this mini crisis (still, no clever […]
The Trade that Killed Dighton Capital?
There have been quite a few winners and losers in the immediate aftermath of the 2011 crash (does this move have a name yet?), and one of the biggest losers has been discretionary trader Dighton Capital. We posted their ‘defense’ of their position two weeks ago, but things went terribly wrong since then, with a […]
Blood in the Streets- Part III
After a face ripping rally Tuesday, stocks tanked once more yesterday, with the Nasdaq closing down 4.09%, S&P 500 down 4.42%, and Dow Jones down 4.62% – erasing the rally’s gains, and then some. As stocks go up once more today, the roller coaster continues, with no end in sight. In the midst of the […]
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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