Blog
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The $100 Billion Forex Hustle via FT
With the backdrop of the planned FXCM IPO tomorrow and pending Gain Capital IPO – we ran into a good…
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Managed Futures/Trading Systems Week in Review
We took the liberty of extending the Thanksgiving holiday through yesterday for our research team, resulting in no Monday newsletter…
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US Dollar/Commodity Divergence
Interesting to see the US Dollar up about 0.75% today, and commodities NOT following that move with a huge sell…
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Don’t be a Turkey, protect option selling gains
We love it when Thanksgiving comes around, because we get to post one of our favorite charts of all time:…
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Newsletter: Comparing Managed Futures/CTA Indices
We expanded what was to be a blog post on how the BarclayHedge CTA Index was only up 4% through…
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CTAs Keeping a Close Eye on Margin Requirements
Could part of the recent sell off (excluding yesterday) in commodity markets be related to increases in margin requirements? We…
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Newsletter: Analyzing the Strategic ES/SP Trading System Drawdown
Our weekly newsletter is up at https://bit.ly/cARoV4 We cover the recent new max drawdown in the Strategic ES/SP trading system,…
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Managed Futures amongst top asset classes YTD 2010
With the Dow Jones Credit Suisse Hedge Index October numbers being officially posted today, we’re able to update our YTD…

