You may be forgiven for thinking trend following, volatility breakout trading strategies are dead…. It’s been a few years since they’ve delivered the goods, after all. But Managed Futures’ best monthly performance in 2017 happened recently, thanks in part to one of the main commodity markets, Crude Oil, breaking out to the upside with WTI […]
Category: Managed Futures
09
Nov
2017
06
Nov
2017
Want More Volatility? Introducing FANG+ Futures
n two days, futures on FANG stocks – you know – Facebook, Amazon, Apple, Netflix, and Google – will be traded on the Intercontinental Exchange as a FANG+ futures contract, merging the built-in leverage and liquidity of futures contracts with the seemingly endless promise of today’s five horsemen of techno-wonder.
02
Nov
2017
Managed Futures Posts Best Performance of 2017
Queue October, where Managed Futures posted an almost +4% return with nary a vol spike around.
01
Nov
2017
Welcome to Future(s), Bitcoin
Now, just who wins between the CBOE and CME in the race to be the exchange of choice to house all those possible billions in exchange traded Bitcoin tracking product, remains to be seen
01
Nov
2017
How Morningstar can Fix their Rankings
The entire premise of the Wall Street Journal Investigation is to say that Morningstar’s system is bad at predicting how mutual funds will perform in the future. To that, we say duh. They can only rank funds based on past performance.
23
Oct
2017
Top 10 Managed Futures Programs of September
If you ignore risk metrics, RCM’s due diligence, and exclusively sort by returns only, these are the Top 10 Managed Futures programs in September
17
Oct
2017
Outsource that SH*T
So go ahead and do what you will with Private Equity. But managed futures or global macro? Outsource that S^&$. It will be more efficient, and more cost effective in the long run.
16
Oct
2017
How to Trade The VIX Flowchart
With seemingly everyone giving it a volatility investing a shot of late (Billions are in VIX futures-related ETFs), we thought a nifty flowchart of just how to proceed would be worthwhile.
10
Oct
2017
Managed Futures is not High Frequency Trading
HFT and systematic trend-following CTAs both use computer algorithms, but that’s where the similarities end.
05
Oct
2017
Are we Thinking about Correlation Wrong?
These guys are smart, and there’s a lot to unpack in both of these articles (article 1 & article 2) but one thing we found interesting was their challenge to reconsider what it means for investments to be positively and negatively correlated. Take a look:
