Category: Managed Forex

24 Apr 2020

Chinese Futures Volumes During Coronavirus

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 […]

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.

03 Sep 2010

CFTC finally wakes up on Forex Regulation

The CFTC finally made a common sense rule on Forex this past week – saying that if you are soliciting accounts to trade forex,  you have to be registered to sell forex accounts. What a ground breaking idea (heavy sarcasm). Here’s the release. For those of us who have to be registered to sell stocks, […]

01 Dec 2010

The $100 Billion Forex Hustle via FT

With the backdrop of the planned FXCM IPO tomorrow and pending Gain Capital IPO – we ran into a good article from the blog pointed out by Barry Ritholz on the Big Picture Blog today, mirroring what we’ve been saying for years – that retail Forex trading is a scam. (they use slightly more […]

24 Mar 2011

Point/Counterpoint on the Rydex/Wisdom Tree Managed Futures Funds

It seems our recent newsletter covering Wisdom Tree’s Managed Futures ETF (WDTI) and Rydex’s Managed Futures Fund (RYMFX) has caused a bit of controversy in the blogosphere, with Victor Sperandeo, chief executive of Alpha Financial Technologies LLC, posting a response to our critique. We are happy the debate is now out in the open, and […]

05 Apr 2011

It’s Tax Time Again… and Managed Futures Wins

It’s time for our weekly newsletter, and we are sorry to report (except, not really) that it’s dealing with one of the most unsavory topics in American culture. That’s right. With the calendar rolling over to April last week, it is that time of year for taxpayers in America – one of America’s least favorite days […]