Managed Futures didn’t have the best start to 2017 if we’re specifically referencing performance, but there are glimmers of light worth mentioning from Preqin’s Q1 Hedge Fund Quarterly report. While Preqin estimates the industry was down -0.30% over the first three months of the year, more and more CTAs have set up shop. Despite performance […]
Category: Managed Futures
25
Apr
2017
24
Apr
2017
VIX Trordinary
We had three professional hedge fund managers (technically, commodity trading advisors since these are VIX futures) share how they view volatility as an investment opportunity, not just a fear gauge in a recent webinar.
20
Apr
2017
No Winton, No Index?
Can you truly have an index if some of the most benchmarky names out there don’t want to be included? In the end, can you have a managed futures index without Winton?
17
Apr
2017
What’s wrong with AQR?
So, the more advanced question is: What’s wrong with AQR in relation to its peers? The obvious question there is: “Is it too big?”
11
Apr
2017
What is Crisis Alpha?
Momentum strategies like trend following and managed futures need at least something happening, seeing their best performance with multiple crisis underway and worst when there are none.
06
Apr
2017
The Great ‘Buy the Dip’ / ‘Sell the Volatility’ Trade
The billion dollar question is whether the volatility gets evaporated so quickly die to all the players in this trade, or if there are so many players in this space because the volatility is getting evaporated so quickly.
03
Apr
2017
Asset Class Scoreboard Q1
For now, it looks like investors are trying to cash in on the “hot market.” Just as long they can stomach the volatility that goes along with those kind of markets.
30
Mar
2017
No one Knows How Big Managed Futures Is
Trying to decipher the assets under management for the Managed Futures industry is enough to give anyone a headache.
23
Mar
2017
The Alternative Callan Periodic Table of Investment Returns
Our main issues are: it doesn’t include Managed Futures and the periodic table/quilt doesn’t show the magnitude of the moves all that well
20
Mar
2017
The Top 10 Managed Futures Managers of February
For those that are looking for the top performers of the month, ignoring risk metrics, RCM’s due diligence, and exclusively sort by returns only, these are the Top 10 programs in February.
