Not too long ago we wrote about how Chinese futures volumes had joined the BILLION contracts club, of interest to us in that we’ve been involved for a few years now on getting US and European quant models implemented on these exact Chinese markets for Chinese investors. The idea is that the nascent (but quickly […]
Category: Managed Forex
24
Apr
2020
12
Jan
2018
Managed Futures / Global Macro 2017 Strategy Review
To see how these managers, as well as the other types – everyone from energy traders to short term players, downloaded our Managed Futures / Global Macro 2017 Strategy Review!
03
Aug
2017
Rethinking Volatility and Managed Futures
We ran the data for the first six months of 2017, and a whopping 89% of the markets experienced consolidation over the first six months of 2017, leaving only five markets that expanded. The average volatility movement in the markets was -17% percent. Here’s a look at each of the market’s contraction and expansion.
23
Aug
2016
What Everyone is Missing when they Play the Crude Market
The truth is, as much as we sometimes would like it to, the ETF structure just doesn’t jive with the structure of commodity markets.
01
Aug
2016
We are not in a New Normal but only back to The Normal
Nearly every instance of moderate economic weakness since the financial crisis has been met with acceleration of unorthodox monetary policies by Central Banks.
03
May
2016
Asset Class Scoreboard April Performance
Pop the champagne! For the first time in 2016, all 8 asset classes we track are positive on the year, with the most surprising leader: commodities
13
Jan
2016
Managed Futures 2015 Strategy Review
While the headlines and summaries of 2015 will focus on a flat year for stocks and rout in commodity markets – the year was anything but that simple. There was a rally in energy prices, as hard as that is to believe now. There were new highs in the stock market, punctuated by a sharp […]
18
Aug
2015
The Dangers of The Death Cross Indicator
The most ominous market indicator out there, The Death Cross. It’s the market indicator that strikes fear into those who just heard that such an indicator exists.
20
Jan
2015
5 Reasons This Crude Move is Unbelievable
t’s been one amazing sell off in Crude Oil; so amazing we can’t stop writing about it. We’ve covered the long term picture of Crude, The Best Tweets from Crude’s Drop, How to Play a Bounce , and everyone else’s articles on crude. But we can’t stop staring at it… We’re the commodity focused moth to the proverbial flame.
But why is this sell off so amazing? What’s special about it?
15
Jan
2014
It’s Final: 2013 Asset Class Scoreboard
Not that anyone didn’t already know – but US Stocks did really, really well last year, leading the race for top asset class basically wire to wire on the way to +30% returns for the S&P 500 to lead our 2013 Asset Class Scoreboard… read ‘em and weep below:
