Just how silly is this devotion to the calendar? To answer that – we tweaked the daily returns of the Newedge CTA Index a little bit (and by a little bit, we mean little). We “moved” the year forward by 1 day, 3 days, and 5 days – considering the year Jan 3 to Jan 2 of 2014 for the “Plus 1 Day”, and so on. The results were surprising.
Category: Managed Futures
15
Jan
2014
13
Jan
2014
Ag Traders best Managed Futures Sub Index in 2013
Pop quiz: How many sub strategies are there within the managed futures space? there’s at least 6 different types of managed futures strategies out there; all performing a bit differently as BarclayHedge reports in their annual look at the managed futures sub index performance (which we took the liberty of adding 2012 as a reference). Ag Traders beat out the rest of the Barclayhedge CTA sub Indices for the 2nd year in a row, but is there a reason behind it all?
09
Jan
2014
Chart of the Week: Stop being Average
We couldn’t help but notice something significant missing from Bob Doll’s chart which is making the rounds. it looks at the 20 Year annualized returns by asset classes dating from 1992-2011 as well as what the “average investor” has made. Ignore for a second that this data is 2 years stale… it has a bigger problem in our view – managed futures wasn’t included.
07
Jan
2014
How Efficient was your 2013 Commodity Exposure?
Every month, we see if buying and holding a couple of commodity markets over the course of a year are doing better than investing in the ETF’s that supposedly track them. For many investors, however; the comparison of how to buy commodity exposure is becoming a moot after article upon article on the end of the super cycle. Which leads us to the widely known secret that many are still unaware of… there’s another way to invest in the commodity market. It’s a “Long/Short Strategy.”
06
Jan
2014
Managed Futures end 2013 Up (and down)
It was a valiant effort for Managed Futures, and even now it’s still too close to call if returns ended up in the positive or negative. Regardless, finding that answer doesn’t do much for investors… but the asset class is controlling risk rather well, for being in a generational low.
02
Jan
2014
In Case You Missed it (you did), 2013 Edition
We shared some of the most read posts of 2013 earlier this week, and today give you the 10 posts which we thought were pretty darn good, but which you just didn’t seem to have time to read (according to the stats). Maybe you’re new to the blog, maybe you were at your kid’s school play, maybe you just plain didn’t like what we had to say… Whatever the reason, here’s 10 posts that weren’t widely read (but in our humble opinion – should have been…)
31
Dec
2013
Futures Market Winners/Losers of 2013
With a scant few hours until the ball drops in Times Square – the quote machines have gone silent, meaning we can wrap a nice bow on 2013 market performance and see where the chips fell. All those who had the 3x Long Nikkei, 3x Short Corn trade on in 2013 raise your hands, you’re on your way to induction in the trading hall of fame (or running the next hot ETF). Per our preferred quote site, Finviz.com, we find the following 2013 performance stats for futures markets.
31
Dec
2013
Managed Futures 2013 Strategy Review
In our annual end of year tradition, we take a moment to dig a little deeper into the overall asset class performance number and give some color on the different types of strategies which make up the managed futures asset class (no… it isn’t all trend following), and what caused the strategies to perform the way they did. Without further ado, our 2013 Managed Futures Strategy Reviews.
30
Dec
2013
The 10 most read Managed Futures posts of 2013
Another year and another reflection back on the year that was. Before we get too excited about 2014, we wanted to review what you found the most interesting managed futures stories of 2013.
19
Dec
2013
Chart(s) of the Week: Hello Taper, so long Risk On/Risk Off
Christmas came early for financial bloggers. As if one major event wasn’t enough, the Federal Reserve and Captain Bernanke (our personal nickname) announced the much hyped, much anticipated start of tapering, but only slightly. Here was the action in the DOW, Nikkei, and Vix – see if you can spot when the announcement was made:
