Category: Global Macro

02 Oct 2020
Markets, RCM Alternatives, Asset Class

Asset Class Scoreboard: September 2020

Ouch – after months of rallying classes, September was a rough one (almost a callback to our red wedding in March, but a little better). The September sell-off was all we needed to make nearly all the asset classes head right back into the red, and with anticipated volatility surrounding the election, and now with […]

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01 Sep 2020
Markets, RCM Alternatives, Asset Class

Asset Class Scoreboard: August 2020

July to August was probably the least movement across that board that we’ve seen so far in 2020. U.S. stocks continue to top the board month over month, as well as U.S. real estate and commodities continuing to trail in the red. Are commodities going to be able to move out of double digit red […]

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28 Aug 2020

Futures are Hard – Hurricane Edition

Who doesn’t love a good hurricane. The slow moving train wrecks rotating on our screens draw people like moths to a flame, or as our own Jeff Malec put it: I read his posts like Newman taking down a bag of raisinettes during hurricane season — Jeff Malec (@AttainCap2) August 26, 2020 Thank goodness for […]

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05 Aug 2020

Just a Spoonful of (Beta) Sugar

Our own Jeff Malec relayed a story on a recent podcast (if you haven’t checked our The Derivative yet…get on over there) about telling his 10 year old son that “we’ve been in drawdown your whole life”. He was referring to managed futures, of course, and this rather un-even, lumpy, lots of flat/red bars chart […]

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03 Aug 2020

Asset Class Scoreboard: July 2020

It’s hard to believe we’re in the 2nd half of this horrid year, already; but here we are reporting the first month of Q3 (July), which itself was the first month of 2020 to see every asset class we track positive. A big turnaround from how the first half of the year started out, to […]

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27 Jul 2020

So, you want a Risk Parity investment?

Special purpose acquisition companies, volatility arbitrage, black box AI. There’s no shortage of complexity in the alternative investment space. Which is perhaps why “All Weather” Risk Parity strategies have grabbed the attention of the institutional investor ilk; and started to leak into the mainstream investor mindset. Even robo-advisor Wealthfront offered a (rather misguided [1]) risk […]

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23 Jul 2020

Seeking (VIX) Certainty with Certeza’s Brett Nelson

In a #ThrowbackThursday of sorts, we’re bringing you an episode recorded pre-pandemic where we hit the road and traveled to Utah to interview the brain behind Certeza Asset Management, Founder and CIO – Brett Nelson. Brett is another guest deserving of the moniker VIXpert – having been trading the VIX since it first entered the […]

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