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 […]
Category: Managed Futures
31
Dec
2018
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 […]
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 $130 Billion in margin deposits for clients, is […]
10
Dec
2018
Asset Class scoreboard: November
How did it get to be December 10th already? We feel like we were just having turkey and pumpkin pie last week, but looks like we’re already a week into the last month of the year. Which brings us to a delayed release of last month’s asset class scoreboard, where it was a reversal of […]
26
Nov
2018
Crude has dropped 25%, is it in a Down Trend?
It’s been no secret that Alternative investments haven’t provided on their promise of diversification during the recent sell off in equity markets (even if that promise is based on providing non-correlation, not negative correlation at each down turn). The excuses are mostly valid – in that the sell off was a reversal of an up […]
01
Nov
2018
AMAZONIAN sized risk
We can’t help but stare at the Amazon ($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 […]
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 […]
