Blog
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Q1 Asset Class Scoreboard
The market went through a major move (in February) but the recovery wasn’t enough.
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Launching a Futures Contract is Hard
How are all these newcomers to the futures markets faring?
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Alternative Links: The Ultimate Diversifier
As interest in managed futures continues to accelerate, ReSolve Asset Management is proud to announce that Dr. Kathryn Kaminski, global…
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Four Straight Days of 2% Moves
Now, we’ve seen four straight days of markets moving +/-2%, adding up to 7 days of 2% moves in 2018!…
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Weekend Reads: CFTC Budget Cuts
The CFTC would receive $249m, $1m less than its current budget and 12% less than the agency had requested.
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What’s wrong with AQR – Part II
Which brings us back to needing to judge performance in relative terms, not just in a vacuum. It’s more than…
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Initial Coin Offerings > Venture Capital?
Think of Kodak’s KodaKCoin, which will use blockchain technology to create an “encrypted, digital ledger of rights ownership” where photographers…
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Why Large Losses (& Gains) come out of Low Vol periods
The rub is… when volatility is so low, across nearly every asset class – systematic trading models tend to put…
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Is the CTA Sky Falling (Again)?
Are CTAs forever skewed towards short volatility strategies, negative skew, and positive S&P correlation? There’s no denying the huge correlation…

