Managed Futures & Trend Following
-
Beauty Before Brains in CTA Selection
We’re big fans of the short research pieces periodically released by dating website OK Cupid (in fact, it was the…
-
Managed Futures and the Fiscal Cliff
The fiscal cliff has already started dominating the headlines even though the end of the year is still over six…
-
Investment Research: The Importance of the Secret Sauce
Managers often like to keep their “tricks of the trade” a closely-guarded secret. It’s not difficult to understand why, especially…
-
The Bitter Taste of the SoyAAPL Trade
No… SoyAAPL isn’t the newest Snapple flavor, it’s the combination of two of the worst-performing investments over the past few…
-
Is Trend Following Dead: John W. Henry edition
We asked the question of whether trend following is dead in our newsletter this week, coming to the conclusion that…
-
Managed Futures Mutual Funds October Update
With the books closed on October, it’s time to update our look at so-called managed futures mutual funds. Once again,…
-
Obama On, Risk Off
Yesterday the board was green – leading many (including us) to speculate that the markets were in the midst of…
-
Asset Class Scoreboard October Update
The story of October was one of fall – nearly every asset class on the scoreboard ended the month lower.…
