If commodities are back and you’re getting ready to ride the wave, make sure the undercurrent doesn’t suck your portfolio under.
Category: Managed Futures
01
Mar
2018
February Drags Down All Performance
Managed Futures have typically zigged while stocks zagged. Thing is – non correlation does not equal negative correlation, and this time Managed Futures performance alongside stocks was all but identical.
27
Feb
2018
Thank You: RCM Wins Best IB Award Fifth Year in a Row
We want to say thank you to all of our clients, our talented team, and the futures community who has said time and time again, that RCM Alternatives is deserving of this award.
22
Feb
2018
CTAs: Are You Getting Beat at Execution?
What’s a CTA to do? The answer, it turns out, is a CTA should be using customizable execution algorithms and sophisticated transaction cost analysis (TCA) tools as a best practice to minimize slippage by quantifying these dynamic costs created by an ever-changing market.
20
Feb
2018
25 Billion Global Futures Trades
The FIA (Futures Industry Association) is out with their annual data showing just how big the futures and options (what we some might call derivatives) world is. Here’s the breakdown:
12
Feb
2018
A Volatility Trader Explains What Happened
We’re no experts in VIX and volatility trading, but we did ask those that trade millions in VIX Futures to give us some insight.
07
Feb
2018
VIX Traders see Feb returns from +30% to -95%
Here is our completely unofficial listing of several volatility trading firms, via both VIX and index options, and how they have fared thus far in February – with the very big disclaimer that these aren’t official numbers from the managers
05
Feb
2018
Is this the end of the Bull as We Know it?
The Billion dollar question is whether this signals the lasting unwind of the 2017 compression in the markets – or whether this sell off will be bought into and vol sold into just like we’ve seen time and again over the past few years.
31
Jan
2018
2018 Outlook: Beware of Low Vol or Long Live Low Vol!
What is to come for Managed Futures in 2018? Hot off the keyword-presses, we have published our annual Managed Futures / Global Macro Outlook (download here).
29
Jan
2018
So goes January, so goes the Year?
Don’t look now, but up there near the top of the asset class scoreboard so far in January is none other than Managed Futures, with the SocGen CTA Index up around 6% for the month
