Managed Futures & Trend Following
-
Corn Escaping the Risk On/Off Trade?
We keep a close eye on the risk on/off trade, as it plays a huge role in a manager’s ability…
-
The Case for Continued Downward Trends
Despite the markets clawing higher this month, the majority of the short positions in our trend following models have not…
-
Has June Crossed the Line?
The June bounce is not the encore trend followers wanted after May’s sell-off. Since many trend followers exit positions when…
-
Can’t Do That Here
Being NFA and CFTC registered, we are heavily regulated in terms of what we can say to the public. Specifically,…
-
The Touch… The Feel… of Limit Moves in Cotton
It’s been a bumpy month or two in the markets, with reversals reminiscent of last year’s wild ride, punctuating continued…
-
Trading Monitor Awards
There are many approaches to trading – systematic, fundamental, discretionary – and of course, there is the “maybe if I…
-
Liquidity, Noise, and Signal
Nassim Taleb has a new book coming out, and an excerpt regarding noise and signal in tracking investments caught our…
-
That Damned V
At the beginning of the month we warned that a big bounce off of the May lows in June was…
-
Is Winton lucky rather than good?
Gather enough CTAs together, and talk will inevitably turn to the biggest name in the managed futures space – Winton.…
