Just throwing something into a portfolio labeled an Alternative Investment is likely going to be a mess. But a lot of times, that’s what happens. A client listens to the words Alternative Investments, but hears the words diversification and stabilization and all the rest. Before you know it, some random Alts strategy is in a […]
Category: Education
02
Aug
2019
Asset Scoreboard: July
Not the greatest start to the third quarter of the year. After the returns in the second quarter of 2019, July gave some pretty dismal returns. For the first time this year there isn’t a double-digit return on the board. Managed futures had the best return of the month, and luckily all of the classes […]
30
Jul
2019
900 year old Algorithms!
We’ve been talking a lot about algorithms of late, mostly as to how they are used and relate to so called Quants, as covered in our recent whitepaper. Algorithms Algorithms (or Algos for short) are the tools quants develop to make the lives of traders easier. You can’t get very far in one without the […]
09
Jul
2019
The Pinnacle
The annual Pinnacle awards show put on by the CME and BarclayHedge (now Backstop solutions) does as good a job as any in promoting the industry and awarding those who have stood out in the recent past for their good performance. Which is why we have been proud to sponsor the event for many years. […]
17
Jun
2019
The new AI –> AT, Artificial Trading
One of the best follows on non-financial Twitter is Salesforce.com’s Chief Digital Evangelist: Vala Ashsfar. He comes up with inspiring lists highlighting what it means to be a good mentor, what money can’t buy (happy home, manners, etc.), and companies founded by immigrants (Apple, Google, Amazon to name a few). Not to mention his mesmerizing […]
03
Jun
2019
Asset Class Scoreboard: May
And there we have it folks, the reversal we’ve all been waiting for. After 4 straight months of positive returns, every class aside from Bonds and Cash took some big hits. Managed futures came in in the middle of the pack seeing a -2.33% and Commodities are down almost 9% (no surprise there since we’ve […]
30
May
2019
This is what Non-CORNellation looks like
It’s been raining a lot here in the Midwest this spring. Like, only 5 little league games have actually been played instead of 15 scheduled, a lot. For most of us, that means some severe weather, tornado threats, and flooding. But for those who plant the world’s Corn and Soybean crops in the Midwest, that […]
23
May
2019
The equation of an algo
Trade idea testing + trade order execution + trade size generation = algo??? That’s one way to look at it, and indeed we have a whole in-house team dedicated to building algos to do some of these pieces every day with our RCM-X team. While the difference between an alpha generating algo and an execution […]
16
May
2019
Meb Faber’s Killer Podcast List
We list Meb Faber and his blog at www.mebfaber.com amongst our ‘required reading’ list of books and blogs, and had the opportunity to sit with him and a few members of his unofficial fan club in Chicago last week during the Morningstar Investment Conference. The unofficial Chicago @MebFaber fan club – vol, asset allocation, dividends […]
09
May
2019
Quants, Algos, and AI
A recent graphic by Tractica shows that over $7.5 Billion dollars is forecasted to be spent on Algorithmic trading strategy improvement via AI in the next 10 years. Wow! That’s a lot of quants in the world’s payroll. What exactly is a quant? How do algorithms (algos) fit in? And what does Artificial Intelligence have […]
