There’s no doubt the general conversation revolving around Managed Futures the past couple weeks hasn’t been performance, but assets.
Category: Managed Futures
13
Apr
2015
10
Apr
2015
09
Apr
2015
Buy and Hold Commodity Futures vs ETFs
How the numerous commodity ETFs which have sprung onto the scene the past few years are tracking a simple strategy of just buying the December futures market of that commodity, under the theory that the ETF will have to roll their positions periodically throughout the year, and in doing so take on costs the simple strategy does not have.
06
Apr
2015
Managed Futures March Performance
Despite reversals in some of the major trends which have been fueling managed futures recent success (long dollar, short f/x, short metals, and short energies) the asset class managed to post gains in March, up an average of +1.23% across the 4 indices we track
03
Apr
2015
As The World Turns – Q1 Returns
We always get a kick out of Bloomberg headlines inspired by the one and only king of click-bait, Joe Weisenthal. It’s interesting that the Bloomberg article shows charts of the Euro and Russian Ruble going down in Q1, but conveniently leaves it out of the chart of returns.
02
Apr
2015
Alternative Links: Learning about Alternatives
{Video} Learn About Managed Futures with RCM’s Matt Bradbard – (Meet Advisors Video) Optimistic outlook for managed futures – (Pensions & Investments) How Important is Diversification for investment in Managed Futures? – (Campbell & Company) Risk Adjusted Returns: Sharpe Ratio: the Black Sheep of Risk Analysis – (Attain’s Alternatives Blog) CME: CME Group announces first […]
01
Apr
2015
Sharpe Ratio: the Black Sheep of Risk Analysis
he Sharpe ratio is one of the most frequently used risk adjusted ratios, and calculates return per unit of risk as measured by volatility.
30
Mar
2015
Be Careful Predicting a Forecast
We’re only days away from April, and although it still feels a little winter-like in Chicago, planting season is upon us. Tomorrow, the USDA will release a crop report, forecasting how much Corn, Wheat, Soybeans, and so on will be planted in this fine country this time around. And the analysts are already out with […]
27
Mar
2015
25
Mar
2015
