If you were hoping for some different market moves in 2017, better luck next month. It was more of the same in January, with the DJIA finally limping over the 20,000 mark and world stocks posting a +3.51% return (here’s the countries that make up “world stocks.” Meanwhile, Bonds, Real Estate, Hedge Funds, squeaked out […]
Category: Managed Futures
01
Feb
2017
30
Jan
2017
Managed Futures 2016 Strategy Review – Trend Following
By now, everyone has crunched the data for the 2016 returns of Managed Futures. Across the indices that track the asset class show it ending the year in the red. Nothing to induce panic and mass outflows (actually quite the opposite), but nothing to write home about either. But what went on in the Managed Futures […]
24
Jan
2017
The Rules of the Crude Oil Market Have Changed
We gobbled up the CME Group’s recent whitepaper on Crude Oil, loving all things Oil and Crude Oil futures related; and it is spot on (if not a little self serving) with the new dynamics in the energy sector due to increased supply and the US market’s ability to export that supply. Remember that everything […]
23
Jan
2017
The Top 10 Managed Futures/Global Macro Managers of 2016
2016 will not go down as a year to remember in the Managed Futures/Global Macro space. There were moments where managers found returns in bouts of strong market movement (like 12 months ago in January of ‘16), but that’s about it. As a whole, the asset classes finished down -2.89% in 2016, via the SocGen […]
17
Jan
2017
4 Energy Traders you Won’t See on Bloomberg
It all started at the trail end of 2014. Crude Oil fell significantly below the $100 level and kept heading lower. About that time, a friend of a friend asked where he should turn to find a few interesting ways to play a “bounce” in Crude Oil. We obliged, writing “How to Play A Bounce in Crude […]
09
Jan
2017
What can Managed Futures expect from ‘The Great Rotation’?
Originally posted on CTA Intelligence When the markets don’t react in the way you think they should, it’s a harsh reminder of the rule that past performance is not necessarily indicative of future results. For the last five years, the street has been littered with failed trades trying to correctly pick the exact moment the […]
03
Jan
2017
Final 2016 Asset Class Results
December proved to be the only month in all of 2016 in which all of the asset classes we track ended the month in the black. Long-Only Commodities and Real Estate both recorded a 4% return in the last month of 2016, ending in the top bracket of the scoreboard. But this 12-month view can […]
27
Dec
2016
The Top 10 Alternative Articles in 2016
It seems that as more time passes, there are more and more financial resources popping up making it harder for you to sift through the important and the not so important. In and effort to make it easier for you to digest the most read articles on our blog, we’re re-posting the top 10 articles […]
21
Dec
2016
What happens when the U.S. Dollar AND Rates Rise?
While the rest of the world is talking about new all-time highs in the stock market, there’s another rally that deserves attention, the U.S. Dollar Index. Over the past six months, the U.S. Dollar Index is up 10.42% — a substantial move for the world’s reserve currency. (Disclaimer: Past performance is not necessarily indicative of […]
13
Dec
2016
Crude Oil, a Contender?
We can’t help but look at Crude Oil recently and think of Marlon Brando saying – “I used to be Somebody.” Although our memories aren’t as good as Google’s. Here’s the actual line: “I could’a had class, I could’a been a contender, I could’a been somebody” In Crude Oil’s case… it’s not a could’a been, […]
