Category: Managed Futures

18 Dec 2013

CTA’s and CPO’s: Vote for Bry and Jaffarian

Two such good eggs are Doug Bry and Ernest Jaffarian, who were concerned enough about the industry response to MF Global that they petitioned to get placed on the ballot for NFA Director to do something about it. Well, they’re now facing a contested election, and we at Attain would like to see them continue the efforts and work that are underway to bring needed reforms to NFA.

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16 Dec 2013

YTD Asset Class Scoreboard

Quick… without looking – what asset class has done the best this year out of Managed Futures, Bonds, or Real Estate? Would you believe managed futures? We didn’t ourselves til we ran the data (and noted that real estate is a single ETF tracking real estate, not the equity in your actual home).

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13 Dec 2013

Chart(s) of the Week: Nasty Weather and Natural Gas

It’s down right frigid in Chicago, and well basically everywhere else across the United States. And what do a lot of Americans use to heat their houses these days… Natural Gas. On the futures side of things, for one reason or another, there has certainly been the development of a trend on the Natural gas side of things, but does this have anything to do with weather?

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13 Dec 2013

The Overall Buzz about Managed Futures from The Top Managers Themselves

Kudos to HFR and CTA Intelligence Magazine for putting on a different this week. This wasn’t the usual “promise” of matching up managers with potential investors, which more often than not fails to materialize. This event was more of a brainstorming session on how to raise assets rather than a place to find assets… as well as an opportunity for CTAs to mingle and question billion dollar managers, pension consultants, and multifamily office reps on how to crack into their slice of high society.

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09 Dec 2013

Do Investors really have to choose between Rotten Eggs?

It seems like nary a day goes by without a new article popping up hating on diversification. Not because there’s anything really wrong with diversification, but because financial journalism seems to think there’s something wrong with diversification. Take a recent Market Watch article that explains that there’s nothing wrong with the theory of diversification, just that none of the asset classes are worth diversifying in. The only problem is the article leaves out managed futures… We throw it into the mix to see if it changes anything.

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03 Dec 2013

3 Paths to Commodity Exposure: Which one works best for you?

Each month, we write a post, crunch the data, and see how commodity ETF’s are performing against the commodity futures markets they are supposed to be tracking. But this concept only allows investors to make money when commodities are on the rise. More than a few people think that is rather limiting, and think the better way is to be able to make money in commodities whether they go up or down, whether commodities are rising or falling.

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02 Dec 2013

Managed Futures keeps positive performance rolling; Up 1.05% in November

The strong 2nd half performance typically witnessed from managed futures investors is coming to fruition as 2013 comes to a close. For the 2nd month in a row, the Barclayhedge BTOP 50 Index not only finished with a positive performance, but October and November’s monthly performance finished above the 1% mark {Disclaimer: Past performance is not necessarily indicative of future results}. Now the question is can the asset class finish the year on a positive note?

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26 Nov 2013

Question: Can CTA’s with $1 Billion AUM Trade Grains?

First, on an elementary level, you won’t find anything on the CME website detailing a restriction on managers exceeding an arbitrary assets under management, from entering into a position into any market, nevertheless any of the grain markets. That’s not to say the question is entirely off; the root of the question, and in our opinion, the far more intriguing factor is not that they can’t but that they mostly don’t. Here’s why.

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