Look who’s up there enjoying the double party after a strong August. It’s Managed futures turning in the negatively correlated performance people yearn for in a bumpy month for stocks. US real estate continues to go bonkers, while commodities and bonds are perhaps the biggest surprise YTD near 10% gains. Hedge Funds, meanwhile, continue to […]
The good folks over at Transtrend (the 12th largest managed futures program in our top 100 managers infographic) are out with a new research piece via the CME that throws the whole Alpha concept out the window. They agree with the classical definition of Alpha as the amount of return not explained by the chosen […]
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 […]
We work hard around here…. real hard. Now, it’s not without a little fun now and again, but day in and day out we’re getting to work doing research, building technology, and forging relationships with our clients and the alternative investment managers they invest in. We don’t do it for awards or recognition… who even knew […]
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 […]
It’s good to be the US Stock market. You know, with those two trillion dollar companies and all, its as if it can do no wrong, slowly pacing ahead month after month (its 5th straight month of gains and new all time highs in August). We talked a bit about how hedge funds don’t really […]
Some markets like stocks and currencies are treating the tariffs as rather binary events to be immediately bought or sold en masse, other markets like soybeans and metals seem to be letting it create a new market environment with different long-term price levels.
Ironically, the popularity of these products significantly increased the probability of their own demise. These products, and others like them, provided a simple vehicle for betting against volatility.
Here is our completely unofficial listing of several volatility trading firms, via both VIX and index options, and how they have fared thus far in February – with the very big disclaimer that these aren’t official numbers from the managers
What makes Amazon’s grocery stores different from any other store? No standing in line at check out. But in true follower of the American god fashion, Amazon lovers are willing to stand in line for a store that doesn’t have lines….