What’s making news in Alternative Investments this week
Category: Managed Futures
04
Aug
2014
Managed Futures July Performance
At first glance, this month’s performance appears to be a bit of a head scratcher, with three of the four indices we watch reporting negative performance for the month of July (thus far), despite a major down trend in grains,
01
Aug
2014
Here it is, the Big Sell Off… has been Wrong the past 169 Times
In case you missed it, the Dow was down around 300 points yesterday to bring the index into negative territory for the year (just a handful of days after hitting a new intra-day and all time closing high) – spiking the Vix 27% and no doubt bringing a bunch of worrisome headlines around the financial world today along the lines of:
30
Jul
2014
CNBC didn’t screw up their interview with Winton’s David Harding
This time around, we must say, CNBC chose the right person to interview Harding as Julia Chatterley came prepared to ask the right questions. Here’s our takeaways:
28
Jul
2014
Even Bad Diversification Works
The point, as Josh Brown points out, is to have shorter drawdowns. The point is to be able to regain a peak sooner. The point is to be able to not panic at the bottom. And, of course, the point (for us) is that diversification can “work” even better when you aren’t diversifying with another form of stock market investment (foreign stocks), and instead gaining true diversification with different return drivers.
23
Jul
2014
Attain Launches Family of Alternative Funds (AttainFunds.com)
We’re happy to announce a new website over at www.AttainFunds.com in conjunction with the launch of our new family of alternative investment funds. The new family of Attain Funds contains five single manager funds across five main alternative investment strategies: Trend Following, Short Term Trading, Relative Value, Agriculture, and Global Macro; while containing several “platform” features such as the ability to switch between funds and transparency through the daily reporting of positions.
22
Jul
2014
Top Ten Managed Futures Performers of June
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:
21
Jul
2014
The Commodity Exposure Scoreboard Mid Year
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. Last week we covered the grains major sell off over the past three months, and if this continues, we […]
17
Jul
2014
Alternative Investments: Why do we care?
Our CEO Jeff Malec was invited to present at a “Lunch & Learn” (whatever that is…) by Advocate Asset Management, proprietor of the EVO volatility strategy, and their partners Aegea Capital this week. After eating some lunch and learning some things from the others there (that’s what it is…), he re-thought his comments to the group. Here are his revised and updated comments after a few days to marinate on the event:
15
Jul
2014
No Grain. No Gain.
But it’s not the multi-year lows that’s catching out attention; it’s the steadiness of the move, the three out of every four days being down, and the lower lows and lower highs. Here’s where things get interesting – because this move is both technical and fundamental, meaning both systematic and discretionary managed futures programs are participating.
