Blog
-
Risk On/Risk Off Market Snapshot: January 2013
Keeping tabs on market correlation is a fundamental part of risk management because understanding correlation is key to diversification. If…
-
Asset Class Scoreboard: January 2013
January may have been a decent start our favorite asset class, but half of the proxies we use to track…
-
Piles of Money Now! (Or, Why We Hate the E-Trade Baby)
It’s become something of an annual tradition for us to shake our heads at E-Trade’s Super Bowl ads. Seeing NFA…
-
Fat Tails and Tall Heads
One of the bigger CTAs in the business – Transtrend – recently released their 2012 review newsletter, and included a…
-
Weekend Reads
The week finished up mostly as it started – with US equities marching slowly, relentlessly upward. The big story of…
-
Managed Futures Finish January Up 1.46%
Finally some good news: per the Newedge CTA Index, managed futures has kicked off 2013 with a good month. We…
-
Long-Only Commodity ETFs vs Futures- January 2013
January is finished, which means we have a new month of data in our regular series examining long-only commodity ETFs,…
-
PFGBest Update: The Berkeley Vindication
Following the PFG collapse last July, the NFA hired Berkeley Research Group (BRG) to analyze what had gone wrong. Last…

