What are your thoughts on the correlation between MLPs and crude oil prices?
Category: Education
25
Jun
2018
21
May
2018
LJM – The Autopsy
We put our internal quants from RCM-X on the case, and they dug into the numbers on the LJMIX SEC filing as of Jan 31, 2018 (about a week before things went south) to see just what the risk profile of this thing looked like coming into February.
07
May
2018
Emerging Managed Futures Managers Win AUM Flows
Evestment reporting that sub $1 Billion under management funds actually shed -0.32 Billion in 2017 while the greater than $1 Billion funds added $4.1 Billion.
30
Apr
2018
The Silver Lining in Rising Interest Rates
While a classic trend follower may look at the chart below and see a good trade, sophisticated investors understand that there’s actually TWO trades going on for managed futures in a rising interest rate environment.
17
Apr
2018
Three Alternative Funds Walk into a Bar
The concept here is easy to understand – that a cheaper price tag doesn’t mean you’re getting the cheaper price. Turns out, when buying milk or just about anything else – you can pay less (per unit) by paying more for a larger quantity.
22
Mar
2018
What’s wrong with AQR – Part II
Which brings us back to needing to judge performance in relative terms, not just in a vacuum. It’s more than fair to say that AQR’s been in a pretty bad environment for a long volatility type strategy – you know, with all that record low volatility and 105 straight days without a sell-off of more than -1% in the S&P and the like.
19
Mar
2018
Initial Coin Offerings > Venture Capital?
Think of Kodak’s KodaKCoin, which will use blockchain technology to create an “encrypted, digital ledger of rights ownership” where photographers can simply and securely register their new and old work, and get paid automatically in KODAKCoin for any usage of their work.
13
Mar
2018
Why Large Losses (& Gains) come out of Low Vol periods
The rub is… when volatility is so low, across nearly every asset class – systematic trading models tend to put on larger and larger position sizes to normalize the risk and profit potential in relation to other markets and other time periods
12
Mar
2018
Is the CTA Sky Falling (Again)?
Are CTAs forever skewed towards short volatility strategies, negative skew, and positive S&P correlation? There’s no denying the huge correlation at the end of January and early February.
01
Mar
2018
Cryptocurrency, Blockchain, and Bitcoin 101
As Bitcoin, Litecoin, and all the other cryptocurrencies find their footing in volatile moves, RCM Alternatives sat down with three crypto experts to talk the fundamentals of the space as well as what could be the dangers and investment solutions for investors in the future.
