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 […]
Category: Managed Futures
01
Nov
2018
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 […]
24
Oct
2018
Where’s the Non-Correlation?
Those in the alternative investment space have long trumpeted the power of alternative investments (and particularly managed futures) to perform in a stock market crisis (see our evidence of that here and here). There’s no doubting that managed futures have performed during past crisis periods, but as the disclaimer says – past performance is not necessarily […]
19
Sep
2018
10 years ago – Remembering the best Managed Futures run we’ve seen
What a Difference a year 10 years makes. If you haven’t noticed from all the posts on your fintwit timeline, this past week marked the 10 year anniversary of the Lehman Brothers collapse: Hard to believe the Lehman collapse was 10 years ago yesterday. It’s been quite a decade. **The next decade promises to be […]
06
Sep
2018
Asset Class Scoreboard: August
It’s good to be the US Stock market. You know, with those two trillion dollar companies and all, its as if it can do no wrong, slowly pacing ahead month after month (its 5th straight month of gains and new all time highs in August). We talked a bit about how hedge funds don’t really […]
01
Aug
2018
Asset Class Scoreboard – July
Long Only Commodity Investments lost their spot at the top of the asset class scoreboard, losing -3.63% on the month, but still up 6% on the year.
19
Jul
2018
VIX + Quants
The perception out there is that VIX traders are typically cowboys—swinging for the fences a la Mr. 50 cent or turning a small stake into millions like the financial space’s most famous Target Manager.
12
Jul
2018
Are Tariffs a Black Swan?
Some markets like stocks and currencies are treating the tariffs as rather binary events to be immediately bought or sold en masse, other markets like soybeans and metals seem to be letting it create a new market environment with different long-term price levels.
07
Jun
2018
The Slow Crawl Towards Bitcoin Institutional Investment
One group, in particular, we’ve been watching is Systematic Alpha, who has launched a new program by porting their existing short term, momentum-based systematic trading models over onto Bitcoin futures.
04
Jun
2018
Asset Class Scoreboard – May
Finally, Managed Futures hasn’t found the alpha they need to recover from February’s loses. The second half of 20
