We profiled the popular spread trader Emil Van Essen earlier this year in our newsletter; but, of course, the exciting stuff always happens after we highlight someone. And along those lines Emil van Essen (EVE) recently announced that they will begin trading intra-commodity spreads (spreads between markets, like buying Corn, selling Wheat) in the Emil […]
Category: Managed Futures
20
Oct
2011
18
Oct
2011
Anatomy of a Trend Following Trade – The Journey
Our newsletter is up for the week, and we’re taking it technical. For some managed futures investors, the nuts and bolts behind their trades are of little consequence. They don’t care how they make money; they just want to see results on their end-of-month statements. For others, though, understanding the how makes them feel more […]
10
Oct
2011
A not so happy Columbus Day for managed futures…
In what should have been a nothing-type of day, with just minimal moves if any in those markets that are open on this US Bank holiday day in US; today’s green across the board is not what most managed futures programs wanted to see. The May and June sell off in stocks and commodities stopped […]
06
Oct
2011
Sampling the Exotic
When we talk about futures contracts, you probably think of markets like Gold, Crude and Corn (assuming you know futures contracts exist, that is). But what about Japanese Red Azuki Bean futures? Or CO2 Emission futures? Or Coriander futures? Probably not, right? That’s fair- you won’t often hear mention of contracts like these in mainstream […]
05
Oct
2011
Answering Questions
Everyone seems to be speculating on what will happen if the coming months resemble 2008, or something a little more mellow, but at this point, the question we should be asking- even if no one wants to- is this: What if it’s worse? There’s no easy answer to this question, and for two reasons. For […]
05
Oct
2011
Taking a Path Untraveled
Most of the managers we work with are also managed futures investors- that’s not all that uncommon. But how often do you hear of an investor becoming a CTA? Such is the story of one Andrew Abraham, the manager of Abraham Investment Management (no- not the one you’re thinking of – that’s Abraham Trading Company). […]
04
Oct
2011
Taking Stocks to the Mat
Our newsletter is up, and it’s all about blood sport. The other day, a client was singing the praises of our Managed Futures Database, where users can view hundreds of different CTAs by return, max drawdown, risk adjusted ratios like Sharpe and Sortino, and so on. “You know what I wish?” he reflected whimsically. “I […]
03
Oct
2011
Managed Futures end Q3 with 0.50% gain in September
DISCLAIMER: PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. As September ends, so does the third quarter of 2011. According to Newedge’s numbers, managed futures was up 0.50% for the month, bringing it to -1.79% year to date. In looking back at Q3, it was a bit of a roller coaster ride for managed […]
29
Sep
2011
Taking the Loss- Trend-follower Style
One of our favorite bloggers, Barry Ritholtz, had a post up yesterday that struck a cord for us entitled, “Take the Loss.” While much of his commentary there related to the macroeconomic climate and the politics therein, the message of “taking the loss” crossed over into the realm of managed futures quite nicely. The dominant […]
28
Sep
2011
Guest Post: An Outside Perspective on Gold
We’ve posted quite a bit recently on Gold’s major fluctuations between all-time highs and rapid sell-offs. With Gold continuing the roller coaster (down another $40 at the time of this post being written), we decided it might be time to bring in a gold specialist to comment. Enter Cervino Capital Management. Their Gold Covered-Call program […]
