If anyone doesn’t know yet based off this month, and VIXmageddon in 2018, and the 2008 financial crisis – the VIX, or fear index as it’s known to have been called from time to time, rises quite rapidly when the stock market falls. There are all sorts of reasons for this, but the primary one […]
Category: Global Macro
25
Mar
2020
23
Mar
2020
Capturing the Global Sell-Off with Deep Field Capital
With seemingly insane bouts of market volatility making headlines for more than a month now, with this company and that strategy losing double digit percentages as markets continue to fall; our team has been fielding a ton of callings asking who’s been capturing a crazy market like this. We’ve also somehow found the time to […]
10
Mar
2020
Talking Asset Allocation, AI, and the Alpha Process with ReSolve Asset Management
Is now the time to ditch stocks and buy bonds? Gold? Should you just go to cash? These types of asset allocation decisions are hard enough in the calmest of times – and downright impossible when overwhelmed with fear and panic in times like the past few weeks as stocks have given back a good […]
04
Mar
2020
How’s your (Alts) Portfolio Doing?
Last week was a great time to look in the (portfolio) mirror and ask yourself what you see. As Taylor Pearson of Mutiny put it succinctly on Twitter: If the stock market dropping 5% causes you to freak out, it’s probably a good time to re-evaluate either/both: 1. The effectiveness of your portfolio’s diversification 2. […]
25
Feb
2020
5th Biggest VIX spike past 20 years?
Did that feel like the 5th scariest day in the markets the past 20 years to anyone? Sure didn’t here in our shop, with groups like Breakout Funds, Deepfield, and others scoring gains on the Covid-19 fueled sell off. But the VIX saw it’s 5th largest spike on a daily basis in the past 20 […]
12
Feb
2020
What would you put in a 100-year Portfolio?
A simple question, really. But not one we read much about in today’s world of instant gratification and investments jettisoned at the first signs of stress. So, when we were sent the latest research piece by Chris Cole of Artemis, we dug in (you can read the piece here). Now, Cole loves him some animal […]
22
Jan
2020
Will we ever stop talking about the VIX?
We’re honestly not totally sure if we’ll ever stop talking about the VIX. We correctly guessed (not that hard) the VIX was going to be a big part of the 2019 conversation, and we’re back 365 days later in our Managed Futures Outlook 2020 talking about it again: … did anything really change in terms […]
16
Jan
2020
Why Politics and Systematic Trading Don’t Mix
In an outtake from our Managed Futures Outlook 2020 – we can’t ignore the effect that politics have had on systematic trading programs over the past year or so. Something that could take a toll in the year to come…. Trade wars, new presidents and new economic policies or the impending Brexit vote will have […]
02
Jan
2020
Are Negative Interest Rates coming in 2020? Do we care?
Welcome to early 2020, where we have a whole year of TBDs and fill-in-the-blanks ahead of us. One of the big unknowns for us in the US is whether the negative interest rate experiment will spread from Asia and Europe onto our shores. We covered what this could mean for alternative investments in our Global […]
