Our newsletter is up for this week, and this time around, we’re taking a look at some fascinating research coming from other corners of the industry. A recent research piece by Quest Partners, a systematic multi market CTA out of New York, was forwarded to us by a client (thanks Mr. S) last week, and their […]
Category: Managed Futures
07
Jun
2011
06
Jun
2011
Wisdom Tree Defends Product in Opalesque
We’ve written in the past about Wisdom Tree’s Managed Futures Strategy Fund (WDTI) and our hangups with the product. We ruffled enough feathers to get a direct response to our criticisms, and now, chief investment strategist and co-founder Luicano Siracusano has defended the fund to Opalesque. We were eager to gain more insight into the […]
03
Jun
2011
Sell in May, then Go Away? Don’t Pack Your Bags Yet…
The weather has finally started to heat up here in Chicago, and with the stock market having tanked thus far in June, many investors we talk to are repeating the old investing maxim: Sell in May, then go away… The logic is that the gains for the year have already been made, and keeping money […]
02
Jun
2011
Rydex and Wisdom Tree Managed Futures Products- May 2011
With May’s estimates in, it’s time to take a look at how managed futures stacked up against Rydex’s Managed Futures Fund and Wisdom Tree’s Managed Futures ETF. We’ve made our grievances with them clear several times over (see here and here), but prefer to let the data speak for itself.
02
Jun
2011
Was yesterday the start of a new down leg in stocks? Managed futures sure hope so…
For anyone watching the stock tickers yesterday (and maybe today…), it was ugly. Dropping over 2%, the stock market had its worst day of the year so far, with the S&P 500 and Dow Jones posting their worst day since last August. Brought on by poor employment and manufacturing numbers and exacerbated by Moody’s downgrade […]
01
Jun
2011
We estimate managed futures down 5.15% in May
Based on preliminary data from the Newedge CTA Index, Credit Suisse Dow Jones Core Managed Futures Index, and the performance of the CTAs we track here at Attain, we are estimating managed futures finished May down -5.15%. Looking at the CTAs we track, it really was a feast or famine month for managed futures. Much […]
31
May
2011
Week in Review
With the holiday over the past weekend, we took a break from sending out our newsletter, but wanted to make sure everyone was kept in the loop as far as how things shook out in the markets, managed futures and trading systems spaces. Here you are- the Attain Capital Week in Review for last week: […]
31
May
2011
Looking for something highly correlated with Managed Futures? Try beer and pizza
We tried out Google’s new correlate tool (https://correlate.googlelabs.com) and found a secret correlation which could help investors time managed futures entries and exits: beer and pizza! The new tool lets you run correlation analyses on a data set you upload against Google’s billions of records of Google searches. They have helped the CDC track flu […]
27
May
2011
So Long to One of the Greats: Mike Swinford (1944-2011)
We at Attain are truly sad to report the passing of Mike Swinford. Co-founder of Rosetta Capital Management and futures market guru of over 30 years, Swinford has long been an asset to the managed futures space, with a resume boasting involvement with names like Heinold, Saul Stone & Company, Balfour Maclaine, Kottke, and others. […]
26
May
2011
Can the Tortoise Beat the Hare? Inside Turtle Traders
It is hard to get too far into managed futures without eventually hearing a reference or two to ‘Turtle Trading’ or ‘Turtle Traders’. But what exactly is a turtle trader? It all started with trading legend Richard Dennis. He and his partner- William Eckhardt, another titan in the field- had experienced massive success and pondered […]
