We love it when Thanksgiving comes around, because we get to post one of our favorite charts of all time: 1000 and 1 days in the life of a Thanksgiving turkey This wonderful image was recreated from the turkey analogy used by Nassim Taleb in his equally wonderful book The Black Swan. Mr Taleb tells […]
Category: Managed Futures
23
Nov
2010
Newsletter: Comparing Managed Futures/CTA Indices
We expanded what was to be a blog post on how the BarclayHedge CTA Index was only up 4% through Oct., while the Dow Jones/Credit Suisse Managed Futures Index is up about 11% YTD – perhaps meaning larger CTAs are doing better in 2010… into a full newsletter comparing the various managed futures/CTA indices. Read […]
09
Nov
2010
Newsletter: Managed Futures Strtagey Focus – Spread Trading
Our Monday night newsletter is up at: https://bit.ly/9A9a8w This week we look into a subset of managed futures managers who do spread trading… how it works, why they do it, and who does it. For a sneak peek into the why… check out the chart below showing the wide differences in movement between Crude Oil […]
05
Nov
2010
It’s a wrap… FIA and CTA Expo come to a close
It was indeed a busy week for managed futures in Chicago with the FIA (Futures Industry Association) Conference and upstart CTA Expo in town. With so many CTAs in town for the week, it was a great time for us to get further face to face time with many of the CTAs we work with […]
04
Nov
2010
Stocks hit 2010 highs…and Managed Futures love it
US Stocks have hit fresh 2010 highs today on the back of a +200 point gain in the Dow… .and Managed Futures (generally speaking) are loving it, as Metals, Softs, and Grains are also up between +2% and +5%. Managed Futures are often painted as an investment which performs best when the stock market is […]
02
Nov
2010
Newsletter: Dogs of the Dow….Managed Futures Style
Our weekly newsletter is up at: https://bit.ly/cPiALn The topic covers some research we did looking into the performance of timing managed futures entries/exits annually in a Dogs of the Dow type approach, whereby you invest in the bottom x% of CTAs in hopes they will revert to the mean. The results weren’t as we expected, […]
01
Nov
2010
Managed Futures up +1.75% to +2.50% in October
We are estimating the main Managed Futures indices were up between 1.75% and 2.50% in October, with the Newedge CTA Index up 1.86% as of 10/28 and most multi-market managers we follow up slightly through the 31st. This would mark the third consecutive month of gains for managed futures behind continued trends in grains, foreign […]
19
Oct
2010
Managed Futures Spotlight: Integrated Managed Futures Corp.
Our Monday night newsletter highlights Integrated Managed Futures Corp. and their two programs. It is up at: https://bit.ly/bA8hC4 Excerpt: By focusing on the factors responsible for trend-persistence rather than just following trends, IMFC believes that it can more successfully isolate and evaluate profitable opportunities than traditional trend following strategies that simply rely on price information, […]
18
Oct
2010
“New” foreclosure mess = time to book equity (and bond) gains?
Good post on the Big Picture blog today covering the new mess we (USA) find ourselves in with a lack of proper documentation for most foreclosures and indeed mortgages. Read the post here: https://www.ritholtz.com/blog/2010/10/the-foreclosure-mess/ This feels a lot to me like the early days of the financial crisis in late 2007/early 2008; when some hedge […]
14
Oct
2010
Managed Futures in your IRA
Following his stellar performance at the Alternative Investment Summit on Columbus Day (Mon), Attain’s Jeff Eizenberg is back on the speaking circuit this coming Tuesday (10/19), covering “Managed Futures in your IRA” at a gathering put on by Entrust IL Administration. (4:00pm – 5:30pm: Entrust Office 135 S LaSalle Suite 4000 Chicago, IL 60603) If […]
