Commodities & Ag
-
Managed Futures/Trading Systems Week in Review
We took the liberty of extending the Thanksgiving holiday through yesterday for our research team, resulting in no Monday newsletter…
-
US Dollar/Commodity Divergence
Interesting to see the US Dollar up about 0.75% today, and commodities NOT following that move with a huge sell…
-
CTAs Keeping a Close Eye on Margin Requirements
Could part of the recent sell off (excluding yesterday) in commodity markets be related to increases in margin requirements? We…
-
Dollar Up, Commodities Up?
While one day does not make a trend – it was interesting to note the interesting pattern today of Gold…
-
Managed Futures up +1.75% to +2.50% in October
We are estimating the main Managed Futures indices were up between 1.75% and 2.50% in October, with the Newedge CTA…
-
Newsletter: Analyzing MF Drawdown, Recovery, & Run-Up Cycles
Our Monday night newsletter is up at: https://bit.ly/cvOBAf. Of particular interest given the current environment of systematic multi-market managers making…
-
Oil Contango Continues To Hurt Index Funds; Helps Calendar Spread Traders
The contango conditions in Crude Oil futures that have been a real hindrance to commodity ETF’s (USO for example) continued…
