Blog
-

Asset Class Scoreboard: June 2026
June 2026 closed out the second quarter with a mixed picture across asset classes. Commodities fell -10.49% for the month, their second consecutive decline after May’s -7.53% drop. Despite giving…
-
Thanksgiving Reads
Decoupling a “Convex” Relationship with Volatility Cycles – (CME Group) Managed futures outperform in Q3 – (Futures Magazine) Option Trading…
-
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…
-
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…
-
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…
-
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,…
-
Asset Class Scoreboard (where’d that stock loss go?)
The month’s Asset Class Scoreboard numbers is a perfect example of just how much noise is out there in the…
