Market Commentary: When Will The U.S. Have Its Next Recession? – (A Wealth of Common Sense) The S&P 500 Vix Standoff – Part 2 – (Dana Lyons) Don’t Make the Trading Gods Laugh – (Barry Ritholtz) Hedge Funds: Preqin Investor Outlook Hedge Funds Quarter 1 – (Preqin) Regulation: Industry renews CFTC position limits concerns – […]
Category: Managed Futures
27
Feb
2015
26
Feb
2015
9 Markets in Backwardation and Contango
At the beginning of the year, we came out with some serious and some not so serious suggestions to play the Crude Oil inevitable rebound, one of them included buying a contract 12 to 18 months out instead of trying the ever so popular oil ETF $USO. The ideas of contracts at different months with […]
25
Feb
2015
Alternative Links: Podcasts
“It’s not about trying to make all the trades a winner – it’s about having the average win be much greater than the average loss – and that is asymmetry.”
24
Feb
2015
Managed Futures Rankings
We doubt anyone is staying up all night waiting to see who made it into our semi-annual rankings the way they watched Doogie Howser dishing out awards in his underwear; but we do take this stuff seriously around here, and are excited to announce we just finished calculating our latest Semi-Annual Managed Futures Rankings, updated through January 2015. The rankings are something we do every 6 months in pursuit of answering that eternally difficult question to answer: “What’s the BEST managed futures program?”
23
Feb
2015
10 of the Best Managed Futures Performers in January
While one month’s performance is no way to judge an investment that has 3 to 5 year cycles, a glance at who’s doing well in the different environments month to month can be a useful data point at times. Here’s the top managed futures performers (by return only) for the month gone by:
19
Feb
2015
Diversification Sucks
With US Stocks pushing up to new all time highs once again this week, we’re seeing more talk of going with simple over complex, just doing the basic 60/40 portfolio [link], and so forth. We’re seeing more of the feeling – “Diversification Sucks! I would be waaaaaaaay better if was just 100% long US Stocks… or even better, 150% or 250% long”.
We had some clever things to say on this topic, but found the following post out there (from a few months ago) which said it much better:
18
Feb
2015
Alternative Links: Investor Greats
The Problem With Intuitive Investing, Follow-up: Will Warren Buffett Buy an Oil Company? and JLN Managed Futures: CTAs begin 2015 with a stellar January
18
Feb
2015
The Efficient Frontier Part 2
Contrary to popular belief, The Efficient Frontier isn’t our attempt to write about Star Trek (we can only dream), it’s actually an investment/asset allocation concept put forth by those who believe in Modern Portfolio Theory.
13
Feb
2015
What You Don’t Know Can’t Hurt You?
We’ve been through this before. People suggesting that while the traditional 60/40 portfolio surely isn’t the best portfolio, an average investor probably won’t know the difference between it and a better one – in advance – so why try. Here are our thoughts.
10
Feb
2015
Who’s on the Scoreboard 5 minutes in
If this were a football game (American football), we would be just 5 minutes into the first quarter, making any look at the scoreboard premature to say the least. But hey, months do end, and each asset class posts its number up there on the board for all to see. For those in the red to start the year, there’s a lot of game left… don’t worry about it. And for those, like managed futures, getting out to an early lead – it’s a nice cushion to have against any down periods through the rest of the year.
