Category: Education

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 […]

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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 […]

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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 […]

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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 […]

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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 […]

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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 […]

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03 Jan 2019

Asset Class Scoreboard: An Ugly 2018

Well that was ugly…. 2018 is in the books, and looking at the asset class scoreboard for the full year is like looking at who won in a race to zero.  What was down?  Take your pick!  Stocks, yep. World Stocks (worse). Commodities (worse yet). Real Estate (down). The diversifiers Hedge Funds and Managed Futures? […]

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