It’s that time of year again, when we have the data for all of the CTAs we track through the end of June – the halfway point of the year – allowing us to try and answer the question we get on a daily basis: What’s your BEST managed futures program? That question is always a […]
Most Matrix references revolve around the red/blue pill conundrum or Keanu Reeves annihilating cyborgs. Today’s debt crisis blog post, however, boasts a guest appearance from the affable Cypher of first installment lore. Despite knowing exactly what a life in the Matrix meant (we won’t spoil the movie for you if you haven’t seen it- which […]
We’ve received permission to reprint the following Interesting piece out today on All About Alpha showing three separate research pieces which point to better performance for smaller managers over the 800 pound gorillas of the hedge fund world. This mirrors some research we did in 2010 and posted in our newsletter titled: Is bigger better? […]
Quick update on the debt debacle – or as John Stewart calls it: Armadebton. Looks like the Hollywood-esque market pricing we referred to on the blog yesterday has reversed course somewhat: T-Bills are finally starting to react – ZeroHedge explains it well. [such a divergence on the long end helped bring down Long Term Capital Mgmt… btw] Major stock […]
After what has been a bad July for Dighton Capital, and anyone else long the US Dollar, Dighton’s head trader, Alex Moiseev, is out today with the following ‘defense’ of Dighton’s long U.S. Dollar/ short Swiss Franc positions (view the full release here). “The Fed has confirmed it will not launch QE3 any time soon […]
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The entries on this blog are intended to further subscribers understanding, education, and – at times – enjoyment of the world of alternative investments. Unless distinctly noted otherwise, the data and graphs included herein are intended to be mere examples and exhibits of the topic discussed, are for educational and illustrative purposes only, and do not represent trading in actual accounts. Opinions expressed are that of the author.
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Managed Futures Disclaimer:
Past Performance is Not Necessarily Indicative of Future Results. The regulations of the CFTC require that prospective clients of a managed futures program (CTA) receive a disclosure document when they are solicited to enter into an agreement whereby the CTA will direct or guide the client’s commodity interest trading and that certain risk factors be highlighted. The disclosure document contains a complete description of the principal risk factors and each fee to be charged to your account by the CTA.