Blog
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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…
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Newsletter: Managed Futures Strtagey Focus – Spread Trading
Our Monday night newsletter is up at: https://bit.ly/9A9a8w This week we look into a subset of managed futures managers who…
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Dollar Up, Commodities Up?
While one day does not make a trend – it was interesting to note the interesting pattern today of Gold…

