Blog
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Single Stock Futures: Back to the Future (And This Time It Might Actually Stick)
Will we soon see a 3x leveraged NVIDIA ETF, a 5x SpaceX ETF? Built not on swaps or options, but on single stock futures? That may indeed be where we’re…
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Commodities in Backwardation – Cheers
Don’t look now, but it appears everyone’s talking about commodities these days. The latest is Zerohedge pointing out that more…
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Weekend Reads: Horse-Racing Code
Bill Benter did the impossible: He wrote an algorithm that couldn’t lose at the track. Close to a billion dollars…
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Commodities Continue to Lead Asset Class Scoreboard
Don’t look now, but commodities continue to lead the asset class scoreboard in 2018, as rising crude prices and a…
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The Silver Lining in Rising Interest Rates
While a classic trend follower may look at the chart below and see a good trade, sophisticated investors understand that…
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Understanding Outliers
He should literally not exist in a world which is normally distributed, being that many standard deviations above the average.
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Top 10 Managed Futures Programs in March
If you ignore risk metrics, RCM’s due diligence, and exclusively sort by returns only, these are the Top 10 Managed…
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Three Alternative Funds Walk into a Bar
The concept here is easy to understand – that a cheaper price tag doesn’t mean you’re getting the cheaper price.…
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What funds remain Highly Ranked after February’s Stress Test?
Hindsight is 20/20 and performance is not necessarily indicative of future results, but one of the worst months in Managed…

