Alternative Investments
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Contrarian Currents for Trend Following?
A couple of weeks ago, we published a newsletter called “Is Trend Following Dead?” We don’t believe it is, but…
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The Powerball at the End of the Long Gamma Rainbow
Tomorrow night we may see the largest Powerball jackpot in history, and the 2nd largest US lottery payout ever. But…
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Beauty Before Brains in CTA Selection
We’re big fans of the short research pieces periodically released by dating website OK Cupid (in fact, it was the…
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Managed Futures and the Fiscal Cliff
The fiscal cliff has already started dominating the headlines even though the end of the year is still over six…
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Investment Research: The Importance of the Secret Sauce
Managers often like to keep their “tricks of the trade” a closely-guarded secret. It’s not difficult to understand why, especially…
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Managed Futures Mutual Funds October Update
With the books closed on October, it’s time to update our look at so-called managed futures mutual funds. Once again,…
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Assessing Hurricane Sandy’s Market Impact
Our weekly newsletter is out, as our sympathies go out to the victims of Hurricane Sandy. The storm made landfall…
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The When and How Much of Managed Futures
Having the right idea is a great start, but when it comes to investing, there are two more questions that…
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Diminishing Market Diversification Resulting in Diminishing Returns?
In managed futures, people like to tout exposure to commodities. Now, at least one firm is betting that excluding all…
