We love this quote by Blackrock, “A lot of misunderstanding surrounds alternative investments. Some investors still think of them as high-risk, exotic funds reserved for ultra-high-net-worth individuals and institutions. However, the reality is that alternatives had a place in nearly every portfolio.” There’s a certain cloud of “unknown” that shrouds alternative investments, perpetrated by the […]
Category: Education
28
Feb
2019
15
Feb
2019
A review of 2018 predictions, and a look into 2019
We’re out with our annual Managed Futures/Global Macro Outlook, reviewing what went down on a macro level in 2018, while peering into what the market environment may look like for this asset class in 2019. For a sneak peek, check out our attempt at boiling down the last 10 years of experience in the asset class […]
11
Feb
2019
John Cummings talks Context, AI, and Portfolios
We felt a little guilty being down in Miami at the beginning of the month while Chicago was clocking in at -20 degrees, but the MFA and Context conferences down there each year are the places to be for a group like ours given our roles as allocators, cap intro partner for managers, and as […]
07
Feb
2019
Asset Class Scoreboard: January 2019
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 […]
06
Feb
2019
Alternative Links: Stocks Get Lift From Earnings as Traders Await Feds
U.S. equities climbed after the latest batch of corporate earnings bolstered confidence in the economy as investors awaited the Federal Reserve rate decision and any developments on trade. Stocks Get Lift From Earnings as Traders Await Fed: Markets Wrap (Bloomberg) It’s every trader’s fantasy – being the only one to see a bear market […]
05
Feb
2019
RCM partners with Rapunzl Investments to bridge academia for students to the financial community
Give a man a fish, and you feed him for a day; Teach a man to fish, and you feed him for a lifetime. It’s easy to forget in the world of hedge funds and investments that things like lack of performance persistence, too much fees for beta exposure, or potential cracks in the market […]
29
Jan
2019
22 Managed Futures Terms To Know
Sortino Ratio vs Sharpe Ratio vs Sterling Ratio vs MAR Ratio vs How Do I Calculate This Ratio……yikes. Managed futures certainly has perfected the art of having a language of it’s own. And it makes sense, there are lot of internal organizations, math equations and extra extras that help to make this industry what it […]
24
Jan
2019
On Nat Gas, Hedge Fund Blowouts, and Risk Algorithms
Well, that was quick. We were hailing natural gas futures as the return of the widow maker just before Thanksgiving as it headed up close to $5 per MMBtu. But a few holidays later following MLK weekend, the natural gas news isn’t good – as we’re back down nearly $2 lower, representing a loss of […]
23
Jan
2019
Managed Futures/Global Macro 2018 Strategy Review
Download our Managed Futures/Global Macro 2018 Strategy Review Today! An over-extended counter attack. Weakness on your flank. The opportunity to push through the center and secure the higher ground. A general has to observe the entire field of battle when designing what strategy will not only win the current battle, but also serve them best […]
10
Jan
2019
The market is a bonfire, don’t get burned by AI
We attended a hedge fund luncheon the other day giving a historical overview of artificial intelligence (AI) and machine learning and how that particular hedge fund is implementing it into their processes. They showed the steady progression of artificial intelligence and its most recent application of machine learning whereby a machine (read: computer) can learn […]
