Category: Global Macro

25 Mar 2020

S&P Down, VIX Down – what gives?

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 […]

READ POST
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 […]

READ POST
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. […]

READ POST
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 […]

READ POST
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 […]

READ POST
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 […]

READ POST
16 Jan 2020
world_banner

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 […]

READ POST
logo