Commodities & Ag
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The $100 Billion Forex Hustle via FT
With the backdrop of the planned FXCM IPO tomorrow and pending Gain Capital IPO – we ran into a good…
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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…
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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…
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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…
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Dollar Up, Commodities Up?
While one day does not make a trend – it was interesting to note the interesting pattern today of Gold…
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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…
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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…
