We launched a family of alternative investment funds earlier this year, and each month, we share its performance numbers and match them against its liquid alt counterparts (see below).
Category: Managed Futures
08
Dec
2014
05
Dec
2014
Weekend Reads — A Swimming Owl, a High Schooler Trading Penny Stocks, and The Email Monster
Jobs Report – Economy: A weaker world economy does not hurt, and may help, America – (The Economist) November’s Jobs Report Crushed It – (Five Thirty Eight) Interactive – U.S Economy – (Associated Press) Commodities: Shuttered Brevan Commodities Fund Caught Out on Derivatives – (Wall Street Journal) Farmers Foil Investors That Bet on Corn, Soybean […]
04
Dec
2014
Managed Futures Nov Performance (cue the Happy Dance!)
If we imagined what a Managed Futures happy dance might look like, it would go a little something like this.
03
Dec
2014
Alts Links: John Henry Managed Futures Name Drop
Article makes headlines in alternatives this week
02
Dec
2014
11 things you should know about the Crude Oil Drop
Christmas came a month early for those short Crude Oil over the past couple of months, specifically last week, and even more specifically – Friday. Since July, WTI crude has dropped more than 30%, with 10% of that coming the day after Thanksgiving. And just about everyone and their mom (mom’s who have a blog about commodities?) have written something about the Crude Oil move. Here are the ideas we found most valuable to share.
01
Dec
2014
Liquid Alt Analysis: AQR’s Managed Futures Fund (AQMIX)
We went to work ‘adding’ the AQR managed futures mutual fund into our database as if they were a privately offered option, and then seeing how their performance stacks up against the top tier performers in the privately offered space.
18
Nov
2014
The Success Equation, Untangling Skill and Luck
We like to read around here – and just recently got done with one that has been on the wish list (it’s more like a… when the kids are quiet for 10 minutes and there’s not a client dinner or conference in town or presentation for a business deal – as time permits list, but […]
17
Nov
2014
Bad Year for Commodities, Whether in ETFs or Futures
Here’s our monthly look at the various commodity ETFs and how they track a simple strategy of buying December futures and rolling them annually. Plus, a comparison to Ag Traders and an overall commodity index. Some Notes: Only 4 on the commodity contracts we’re tracking are positive on the year, suggesting that buying and holding […]
12
Nov
2014
Alternative Links: Trend Following, Managed Futures, and CTAs
Trend Following: A New Anomaly: The Cross-Sectional Profitability of Technical Analysis – (Han, Yang, Zhou) How Trend Following at its core is quite simple – (Top Traders Unplugged) Predicting market direction is silly – (Michael Melissions) Performance: CTAs push on higher in October with more positive returns, says Newedge – (Hedgeweek) Despite Volatile October, North […]
10
Nov
2014
Asset Class Scoreboard (where’d that stock loss go?)
The month’s Asset Class Scoreboard numbers is a perfect example of just how much noise is out there in the markets. If you were glued to your twitter feed in October, you may have been freaking out about the -5% drop, but someone who checks in monthly doesn’t even see it… October finished just fine for them after a somewhat rare stock market bounce.
