Category: Managed Futures

03 Jan 2019

Asset Class Scoreboard: An Ugly 2018

Well that was ugly…. 2018 is in the books, and looking at the asset class scoreboard for the full year is like looking at who won in a race to zero.  What was down?  Take your pick!  Stocks, yep. World Stocks (worse). Commodities (worse yet). Real Estate (down). The diversifiers Hedge Funds and Managed Futures? […]

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31 Dec 2018

The top 10 posts in 2018

This might be a humble brag, but 2018 was a great year for our Attain Alternatives blog. Content was pushed out covering non-correlation, backwardation, the world cup and the crazy year for managed futures. We put together the top 10 blogs of 2018 — based on the number of reads. If you haven’t already, take […]

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13 Dec 2018

What happens when 5 financial gurus walk into the CME?

Have you heard the one about the quant, Ag trader, crypto champion, portfolio manager, and day trader walking into the CME? Neither had we. So we sent RCM’s Jeff Malec over to participate in the Opalesque 2018 Chicago Roundtable to cover topics ranging from payment for order flow, pseudo-liquidity, the risk in equity portfolios, whether […]

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11 Dec 2018

Wild Trading is Straining the Plumbing?

You have to hand it to the WSJ – they really know how to make the safety of Trillions of Dollars in derivatives trading across dozens of exchanges look pretty pedestrian. Their hero image of the firm, which cleared 4.3 Billion contracts last year and holds about $130 Billion in margin deposits for clients, is […]

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10 Dec 2018

Asset Class scoreboard: November

How did it get to be December 10th already?  We feel like we were just having turkey and pumpkin pie last week, but looks like we’re already a week into the last month of the year. Which brings us to a delayed release of last month’s asset class scoreboard, where it was a reversal of […]

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26 Nov 2018

Crude has dropped 25%, is it in a Down Trend?

It’s been no secret that Alternative investments haven’t provided on their promise of diversification during the recent sell off in equity markets (even if that promise is based on providing non-correlation, not negative correlation at each down turn). The excuses are mostly valid – in that the sell off was a reversal of an up […]

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01 Nov 2018

AMAZONIAN sized risk

We can’t help but stare at the Amazon ($AMZN) charts this month in amazement. An investment down -25% over the case of a few weeks is generally seen as an unmitigated disaster. As a sign of big problems and a failing business. But while Amazon has shed a quarter of its Trillion dollar value recently […]

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25 Oct 2018

VIX: Not All 1,000 pt drops are the same

We jokingly tweeted out yesterday how the VIX’s three different reactions to seemingly similar market sell offs this year has reminded us of the many faces of Jim Carrey. Here’s the imagery to go along with that concept:                   But all jokes aside, it’s worth noting the movement […]

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