Look who’s on TOP !! It’s been a while…so we’ll thank you for the courtesy of a small victory lap. And boy, is this time different. Managed futures typically does well in market crisis periods when all risk assets correlate, sending markets like energies, grains, and metals lower alongside stocks, all with a nice kicker […]
Category: Managed Futures
10
May
2022
12
Apr
2022
Managed Futures is Rocking… What Happens Next?
There are some eye-popping March returns for managed futures programs hitting our inboxes this month, whether Auspice’s +8%, EMC’s +9%, or Quest’s +13% (you can learn more about each of those managers in our recently published trend following whitepaper here.) This broad success across many managed futures and trend following programs has pushed SocGen’s CTA Index […]
06
Apr
2022
MF Mutual Fund Performance – March
Beware the ides of March. This past month showed madness in more than one way. Markets began to internalize the ramifications of the ongoing tragedy in Ukraine amidst the backdrop of inflation in the west. Despite much uncertainty, market volatility generally declined for the later 2/3rd of the month. Equity prices rallied hard. Commodities, which […]
01
Apr
2022
Asset Class Scoreboard: March 2022
Wow! There’s quarters… then there’s those quarter-managed futures just put up… while stocks went up in March, mind you. The drivers that big commodity number you see at the top of the table, but also that poor Bonds number you see at the bottom of the table, with managed futures short bonds and loving it […]
28
Feb
2022
A Closer Look at the Average Historical Return for CTAs
A lot of talk on Twitter this week pointing out that CTA / managed futures/trend following has been doing quite well during this sell-off and rally in commodity markets like Oil….without much in the way of investor interest?? SG CTA Trend index is up >8% year-to-date and it feels like people still aren’t interested in […]
11
Nov
2021
Mutual Funds Performance Summary – October 2021
October was the opposite of September in every sense. After brushing off contagion concerns from China’s Evergrande, the stock market jumped into a risk-on environment. U.S. stock prices reached new all-time highs, providing a good reminder that even “non-correlated” assets may occasionally move in the same direction. Commodity trend traders enjoyed strong trends in energy, […]
04
Nov
2021
Attaining an Allocator’s Edge with Phil Huber
This week is a cage match of a pod, going point/counterpoint on every Alt from private equity to fine art to digital assets with Phil Huber and the knowledge he’s about to drop in his upcoming new book ‘The Allocators Edge: A modern guide to alternative investments and the future of diversification’. Phil is the […]
29
Oct
2021
Ghost Your Ghastly Eyes On These Happenings
This Halloween, we reached beyond the veil and summoned the investment market. While everyone may be talking about @Facebook’s new company name @Meta — we wanted to highlight a few industry hot topics that will leave you saying, “BOO” ya. Let’s take a closer look at these happenings below: Bitcoin ETFs If you haven’t seen […]
28
Oct
2021
Convex (CONVX) to the Core with Certeza’s Brett Nelson
In this episode, we sit down again with one of the OGs of VIX futures trading & options, Brett Nelson, CEO of Certeza Asset Management, and discuss their new mutual fund — Convex Core and how it relates to their Macro Vega hedge fund strategy. Join us to hear how the mutual fund aims to […]
12
Oct
2021
ESG causing Europe’s Energy Issues?
If you haven’t noticed what’s happening in the energy markets of late- oil and natural gas are on a bit of a tear this year, especially over in Europe, where they’ve been a bit more aggressive politically in their embrace and enforcement of ESG protocols and mandates. Even good old-fashioned West Texas Crude Oil isn’t […]
