The reality is that non-correlations really just means sometimes positively correlated, sometimes negatively correlated. Here’s an explanation and graphic from the AIMA paper:
Category: Managed Futures
03
Oct
2017
28
Sep
2017
Riding the Wave of Managed Futures
The AIMA says investors are now more aware of this and want to know not just that it can offset stock plunges, but they want to know where the returns come from.
26
Sep
2017
Rise of Crisis Risk Offset Portfolios
n layman’s terms, it’s portfolio diversification with a focus on Managed Futures type crisis period performance and long Treasury Bonds. It’s the same thing many institutional investors have been doing for decades. But give it a new name, and the approach seems to be clicking with institutional types
19
Sep
2017
Remembering Futures Legend Les Rosenthal
For starters, he was one of the founders of the NFA, co-founder of clearing firm RCG, two-term chairperson of the CBOT, and had the vision to see the future of the futures industry was electronic trading.
18
Sep
2017
WTI Overtakes Brent in Liquidity
For the first time in since late 2014, open interest on WTI has overcome Brent via the Financial Times.
11
Sep
2017
Russell 2000 Futures Back at CME
For the first time in 2017, there were more Russell 2000 Futures contracts traded and held on the CME than on the ICE.
07
Sep
2017
Harvey, Irma, and the Future of Weather Volatility
When Harvey hit Texas, there was speculation about how crude oil and other energy markets would respond. As Irma heads towards Florida and the east coast line, Orange Juice, Cotton, and Lumber markets have all reacted. Here’s CNBC talking about the moves:
05
Sep
2017
Just in Time
This just might be the winds of change Managed Futures has been waiting for. Multiple markets are now taking on consistent trends: Downtrend in the U.S. Dollar, Bonds Uptrend, with most of the precious metals trending higher.
22
Aug
2017
The Top 10 Managed Futures Managers of July
If you ignore risk metrics, RCM’s due diligence, and exclusively sort by returns only, these are the Top 10 Managed Futures programs in July.
11
Aug
2017
Volatility…Is That You?
And just like that… the calm seas turned a little choppy. With today’s ~+40% jump in the VIX, volatility is back on everyone’s mind. It only took the threat of nuclear war to get investors finally willing to think stocks won’t always advance upwards percent by percent week after week. But this has to have […]
