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
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!
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.
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.
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.
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, […]
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 ft.com/alphaville 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 […]
Managed Futures Week in Review for the week of February 14th
In lieu of our newsletter which did not run yesterday due to President’s day we are posting our normal week in review on the blog. Also – we are thinking of making this a permanent feature of the blog, so please feel free to give us your feedback and let us know what you think. […]
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 […]
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 […]