We’ve received permission to reprint the following Interesting piece out today on All About Alpha showing three separate research pieces which point to better performance for smaller managers over the 800 pound gorillas of the hedge fund world. This mirrors some research we did in 2010 and posted in our newsletter titled: Is bigger better? […]
Category: Managed Futures
26
Jul
2011
Enter the Matrix (AKA Debt Ceiling Delusions)
Most Matrix references revolve around the red/blue pill conundrum or Keanu Reeves annihilating cyborgs. Today’s debt crisis blog post, however, boasts a guest appearance from the affable Cypher of first installment lore. Despite knowing exactly what a life in the Matrix meant (we won’t spoil the movie for you if you haven’t seen it- which […]
26
Jul
2011
Attain Capital Semi-Annual CTA Rankings
It’s that time of year again, when we have the data for all of the CTAs we track through the end of June – the halfway point of the year – allowing us to try and answer the question we get on a daily basis: What’s your BEST managed futures program? That question is always a […]
25
Jul
2011
Attain Capital Semi-Annual CTA Rankings Out Tonight
It’s Monday at the Attain Capital office, which usually means we’re hard at work crafting our newsletter for the week. This week, however, is particularly busy, because we’re putting together the Attain Capital Semi-Annual CTA Rankings. The goal of the Attain Capital Semi-Annual CTA Rankings is to provide a more sophisticated picture than the simple […]
21
Jul
2011
Cornering the Market Just Got Harder…
Against the backdrop of Danielle Chiesi’s sentencing for insider trading and quite bizarre press conference yesterday, we found ourselves contemplating what would have happened if a situation similar to the inside trading that took place between her and Raj played out in the futures world. The answer? Nothing. Turns out, there is no such thing […]
20
Jul
2011
Guest Post: Direction for Futures Traders is Coming, One Way or Another
The manager of Attain recommended CTA 2100 Xenon is Jay Feuerstein, CEO and founder of the 2100 Xenon Group. Mr. Feuerstein has been involved with fixed income trading for nearly 30 years, having begun trading interest rate vehicles in the early 1980’s as a trader on the Drexel Burnham Lambert futures trading desk. In Jay’s […]
20
Jul
2011
Keep Your Eyes on the Horizon
Greek philosopher Heraclitus once said, “Nothing endures but change.” While he was probably correct, this is not a sentiment that managed futures & trading system investors typically want to see expressed by their managers and system developers. When it comes to CTAs & trading systems – change isn’t always for the better. The classic example […]
19
Jul
2011
Managed Futures Performance- June 2011
The Dow Jones Credit Suisse Hedge Fund Index has released their final estimates for June, and Barclay Hedge has over 83% of funds reporting, making their numbers more or less final for June – leading us to be able to post final June numbers for the leading CTA indices. [Past performance is not necessarily indicative […]
19
Jul
2011
Positively in Sync? Examining Positive Correlation Between Managed Futures and Stocks
Our weekly newsletter is up, and we’re taking a look at correlations. Perhaps the most frequently touted benefit of investing in managed futures is that, as an asset class, it has historically shown non-correlation to other traditional investments. The classic example of this is 2008, when managed futures were able to post gains of 13% […]
19
Jul
2011
Last Week’s Wrap Up
Not as much red this week across the markets as there has been recently, even with chaos swirling as Europe combats a debt crisis, U.S. politicians stall a debt ceiling hike and China feebly attempts to fight inflation. Stocks made a slight comeback, with the S&P 500 posting modest gains of .52% and the Nasdaq […]
