Happy St. Patrick’s Day! The luck of the Irish is on our side as we celebrate today’s episode with Dubliner Alan Dunne, CEO and Founder of Archive Capital, a boutique multi-asset and investment research firm focused on global macro and managed futures strategies. Alan has worked in the financial markets and investment management industry for […]
Author: rcm-alternatives
16
Mar
2022
The Derivative March Madness: Introducing Our Spring Podcast Guests
Our favorite NCAA tournament is finally BACK! That’s right March Madness. So in the spirit of the tournament starting this weekend, we’d thought we’d create a tournament of our own — The Derivative March Madness. The catch? We get to introduce you to our upcoming Spring Derivative guest with an exciting twist! Here’s how it […]
10
Mar
2022
Vol Persistence, The Unholy Trinity of Risk, and the (100 yr) Dragon Portfolio for our 100th episode with Chris Cole
Picture this…Downtown Chicago…December 2019 B.C. (Before COVID)…The RCM crew is venturing out to a small studio ready to record the first episode of The Derivative, with no video or clue what we were doing! Who would have thought we would be crossing the 100th episode mark just two short years later!? And, we couldn’t celebrate […]
09
Mar
2022
Why don’t Futures Market Blow Ups…Blow Up The Futures Markets?
A Chinese tycoon can’t meet the margin on $2 Billion in Nickel losses, so what happens next? Well, here’s a look at the move in Nickel over on the LME (London Metals Exchange) that has everyone talking: And here’s the scoop about a Chinese “tycoon” being unable to meet Billions in margin calls: Xiang Guangda, […]
04
Mar
2022
Asset Class Scoreboard: February 2022
February brought slight improvements to most of the asset class categories during the second month of the year. However, many were still left in the red. While World Stocks continued to drop, and with the moderate increases in Hedge Funds, U.S. stocks, bonds, and U.S. Real Estate, they all remained in the negative. As for […]
03
Mar
2022
A Macro take on Russia’s Gambit, Oil, Gold, Bitcoin and more with Luke Gromen
Oil prices spiking. Wheat at new highs. A bid in Bitcoin. Russia’s invasion on its neighbor, Ukraine, got the world’s attention and moved all sorts of markets. While our human side rallies around the Ukrainian people, our financial minds turn to wondering what is going on and what impact this chaos will bring on? To […]
28
Feb
2022
A Closer Look at the Average Historical Return for CTAs
A lot of talk on Twitter this week pointing out that CTA / managed futures/trend following has been doing quite well during this sell-off and rally in commodity markets like Oil….without much in the way of investor interest?? SG CTA Trend index is up >8% year-to-date and it feels like people still aren’t interested in […]
24
Feb
2022
VIX in the 30s, talking market shocks and VIX spikes with Brian Stutland of Equity Armor
With news of Russia invading Ukraine, it was as scary, market-wise, as it’s been since March of 2020 with global stock indices selling off rapidly overnight to send the Nasdaq into bear market territory, SP into correction, and the Nikkei to 15-month low. As the craziness ensued, VIX spiked up to 34 – so we got VIX expert […]
24
Feb
2022
Topping the Charts: Chinese Commodity Market Shows Impressive Jump in Volume YOY
If you’ve turned on the TV in recent weeks, then chances are you came across coverage of the Winter Olympics in Beijing, China. The games gathered a lot of attention with an ice-skating scandal, bobsledding, and a new fan favorite, ice curling? But winter sports aren’t the only hot commodity coming out of China right […]
17
Feb
2022
Trend following. The dynamic systems & strategies that make up a modern CTA, w/ EMCs John Krautsack
From his days as a clerk in the S&P pits to becoming Chairman and CEO of EMC Capital, John Krautsack is here to tell us about his journey in the futures industry — and nothing is off limits! From his wild west pit days to working for one of the original turtle traders, the late […]
