With our standard caveat that such a list puts too much emphasis on performance, ahead of much more important risk adjusted metrics – and a note that these programs are not necessarily recommended by Attain; here’s the top performers as of the end of January 2014 in a nod to those who crave such lists…
Category: Managed Futures
24
Feb
2014
18
Feb
2014
Why you Should be Afraid of the V-Shaped Reversal
If you’ve ever wondered what people are talking about when they discuss a V-shaped recovery to a recession, or a V-shaped rally in markets… just take a peek at the price action in stock indices, Crude Oil, Wheat, and to a lesser extent New Zealand and Aussie Dollars.
14
Feb
2014
A Brief History of Man AHL, Winton & Aspect
It’s hard to believe, but three of the biggest managed futures programs in the world, Man AHL, Winton, and Aspect Capital; all trace their roots back to three 20 something Brits at Oxford and Cambridge in the 80’s.
06
Feb
2014
Managed Futures Industry Ditches Polar Vortex for MFA
We had the opportunity to catch up with longtime friends of Attain this year as well as some new faces at the 2014 MFA Network Conference. We can’t possibly relay all that was seen and heard, but here’s a short list of managers we caught up with, and what they are up to recently:
04
Feb
2014
Attain Capital’s Semi-Annual CTA Rankings
Now that the last stragglers have gotten their December 2013 numbers in, our latest CTA Rankings are out, allowing us to crunch the data on more than 1,000 managed futures programs in our database; whittle that list down to a ranking universe of a little more than 300, and finally arrive at a consolidated list of top ranked programs using Attain’s proprietary ranking algorithm.
03
Feb
2014
Managed Futures down -1% in Jan. (Where’s the Crisis Performance?)
If you took a quick glance at the futures markets year to date on Finviz lately, one might think that trend followers would be giddy over the current market situation. Add on a 5% fall off in stocks in the month of January, and managed futures should be busting out great gains right? Isn’t this what we have them sitting around for – to perform during a down move in US stocks? Enter the difference between non-correlation and negative correlation.
29
Jan
2014
Natural Gas Volatility Exploding
Well, not too long after we discussed the recent contraction in volatility across managed futures, everyone’s favorite energy as of late, Natural Gas, has done just that sort of volatility uncoiling, with the 3 day Average True Range jumping about 200% in the last week! That’s swings of about $5,600 per contract on average the past few days, levels not seen since back in the volatility hay day of 2008/2009.
27
Jan
2014
Is it time to Google “Alternative Investments?”
There were likely more than a few people searching Google for “Alternative Investment Opportunities” with the Dow down over 600 points in a few days, but just what are they looking for, exactly? Something which isn’t going down..that day? Something which can make money if there is an extended down move? Something which has different return drivers than the stock market? We give a break down of the alternative investment world.
23
Jan
2014
Chart of the Week: All Time Highs for Cattle Futures
We fancy ourselves as steak experts here in Chicago, but with both Feeder and Live Cattle futures at all time highs this week should we be concerned that the price of their favorite meat is about to go through the roof? No anytime soon… but an international agreement, an early winter storm, and the recent drought might have something to do with this recent spike.
22
Jan
2014
Top 10 Managed Futures Programs of 2013
We’re giving in… Despite our constant advice that provides little insight to identify who the best managers were, people still want to know who the best performers were for the year and monthly periods. Note that we calculate the ‘best’ a little differently, but here they are.
