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.
Category: Managed Futures
01
Aug
2018
30
Jul
2018
Infographic: The Top 100 Managed Futures Programs
We show the top 100 unique Managed Futures programs by their average monthly assets under management from inception through the end of last 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
29
May
2018
Euro Uncertainty Fills the Sails of U.S. Dollar Bulls
Perceived political uncertainty in two EU countries over the weekend is thrusting the U.S. Dollar Index higher today – hitting 11 months highs and up 5.6% in just six weeks.
21
May
2018
LJM – The Autopsy
We put our internal quants from RCM-X on the case, and they dug into the numbers on the LJMIX SEC filing as of Jan 31, 2018 (about a week before things went south) to see just what the risk profile of this thing looked like coming into February.
08
May
2018
Commodities in Backwardation – Cheers
Don’t look now, but it appears everyone’s talking about commodities these days. The latest is Zerohedge pointing out that more than half of the commodities listed in the GSCI Commodity index are now in backwardation: a rather marked shift from most of last year.
07
May
2018
Emerging Managed Futures Managers Win AUM Flows
Evestment reporting that sub $1 Billion under management funds actually shed -0.32 Billion in 2017 while the greater than $1 Billion funds added $4.1 Billion.
