Alternative Investments
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Winton Capital – Shrinking Risk, Shrinking AUM
We’ve pointed out from time to time that when a CTA grows bigger, its monthly gains and losses often grow…
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How to Win Enemies and Influence Markets
High-Frequency Traders are making enemies almost as fast as they make cancelled orders. Now that they’ve moved into the Forex…
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A Case Study in the Structural Risks of Hedge Fund Investing
Managed futures and the world of hedge funds have a love hate relationship. On one hand, lumping managed futures in…
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It’s All About Context
One of the most common questions we hear is about the fees charged in the managed futures world. For many…
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Seeking Managers with the XX Factor
Last year wasn’t just rough for managed futures – hedge funds had a lackluster year compared to the soaring equity…
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A Lie That Won’t Die: The 60/40 Portfolio
January always plays host to a wide variety of ideas about portfolio construction for the coming 12 months. Usually, we…
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Managed Futures Mutual Funds 2012 Performance
It’s been almost a year since we expanded our look at managed futures mutual funds to consider the new entrants…
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Weekend Reads
The new year is upon us, and with the fiscal cliff behind us, we can finally… start counting down to…
