Blog
-

Why a bunch of Futures Folks are on that Stage?
First, the photos: yes, that’s the RCM crew ringing the opening bell at Cboe. It was a fun morning and nobody tripped off the stage. A win! Now for the…
-
Thanksgiving Reads
Decoupling a “Convex” Relationship with Volatility Cycles – (CME Group) Managed futures outperform in Q3 – (Futures Magazine) Option Trading…
-
The Success Equation, Untangling Skill and Luck
We like to read around here – and just recently got done with one that has been on the wish…
-
Articles You Could be Reading this Weekend
CBOE Taps Rate Concerns With Futures on Bond Volatility – (Bloomberg) Liquid alts suffer big asset drop; MainStay Marketfield takes…
-
Alternative Links: Trend Following, Managed Futures, and CTAs
Trend Following: A New Anomaly: The Cross-Sectional Profitability of Technical Analysis – (Han, Yang, Zhou) How Trend Following at its…
-
How Endowed is your Endowment?
Vanguard has an interesting whitepaper out about how Endowments performance differs based on their size (sorry all those in the,…
-
Asset Class Scoreboard (where’d that stock loss go?)
The month’s Asset Class Scoreboard numbers is a perfect example of just how much noise is out there in the…
