We’ve covered AQR’s eponymous managed futures product before, asking in April of 2017: What’s Wrong with AQR and again in March of 2019: What’s Wrong with AQR (Part II), because when you’re the elephant in the room, well – people want to know what if you’re playing nicely or shattering the dinnerware. And, well, when […]
And there we have it folks, the reversal we’ve all been waiting for. After 4 straight months of positive returns, every class aside from Bonds and Cash took some big hits. Managed futures came in in the middle of the pack seeing a -2.33% and Commodities are down almost 9% (no surprise there since we’ve […]
It’s been raining a lot here in the Midwest this spring. Like, only 5 little league games have actually been played instead of 15 scheduled, a lot. For most of us, that means some severe weather, tornado threats, and flooding. But for those who plant the world’s Corn and Soybean crops in the Midwest, that […]
We’re trying not to be too optimistic here, but we’re feeling pretty good about how Feb ended up. The dead cat bounce that was January has turned into the mirror image of 2018 – with all asset classes now sitting positive on the year after all finished in the red in 2018. Compared to the […]
Wow! That was a bounce. In the words of Mr. Castanza “I’m back…baby!“. Or if you want something a bit more modern….”Chewie…we’re home!”. Either way, investors rushed to remember what a positive month looks like after basically every asset class was down in 2018, with stocks flirting with a rare double digit gain while real […]
For now, it looks like investors are trying to cash in on the “hot market.” Just as long they can stomach the volatility that goes along with those kind of markets.
A couple of weeks ago, Managed Futures managers were begging for volatility. There was none to be found in the financial markets, but it’s a totally different story post-election. Whether you want to look at the surging U.S. Dollar index or the free falling Euro currency market, there’s movement to be seen. For example, the […]
With another glance at the markets, it’s down an additional 15% in roughly two weeks
With the majority of major currencies being downplayed it’s hard to imagine little Bitcoin, a digital currency grabbing the currency headlines. In less than a month it’s gained around 210% percent…. The more interesting thing to us in the managed futures world, who are semi-starved for a trend, is looking at this parabolic trend in Bitcoin and wishing there were a futures market tracking it so our clients could participate.
With markets at all time highs, have you ever wondered how much of other people’s portfolios are truly dedicated to U.S. Equities? Not only that, but how portfolio allocation to stocks compares to the last 13 years? You’d think it would be at all-time highs with the way stocks are going. Lucky for us, J. Lyons Fund Management has just the chart.