We’ve been talking about alternative investments that perform in a crisis for as long as we can remember. We typically refer to these as ‘long volatility’ type investments, that prefer and perform in periods of increasing market volatility. But we have also thrown around the terms crisis period performer (as opposed to absolute return performer). […]
Category: Market Strategies
02
Jun
2020
02
Jun
2020
Asset Class Scoreboard: May 2020
Commodities were the story of May — doing a full 180, reversing from double-digit loses to posting double-digit returns on the back of Crude Oil rallying from its dip into negative territory. But both US Stocks and World Stocks continuing their bounce off the lows was a close second billing – with US Stocks back […]
27
May
2020
The Great Tail Risk Debate
In case you missed it this weekend, there was a big debate/mudslinging argument going on between alternative investing titans Nassim Taleb and Cliff Asness on Twitter over the long weekend. The quick summary was Asness of AQR fame essentially saying Tail Risk funds such as Taleb’s are dumb, and while work every now and then, […]
15
May
2020
Uncovering the Known Unknowns of the Pandemic on The Derivative
In today’s episode, we have a little different structure and three unique guests to bring a fresh twist on The Derivative podcast. Blu Putnam of the CME Group, Rodrigo Gordillo of ReSolve Asset Management, and Dan Deering of Teza Technologies join us to discuss the economic & strategy impacts of the COVID-19 pandemic. Listening today […]
05
May
2020
3 REALISTIC WAYS TO PLAY A BOUNCE IN OIL
When #crudeoil and $USO are trending on Twitter – you know it’s something more than just some 5% move or so; AND it’s about the exact same time we’re getting calls from people asking the best way to invest in crude oil and the best way to profit from crude oil eventually rebounding. Chances are, […]
30
Apr
2020
Texas Trend Following with Salem Abraham on The Derivative
Salem Abraham is a bit of a legend in the trend following/managed futures space. His 30+ years of experiences make for some of the best stories in the industry (and one of our most entertaining guests to date). It’s safe to say this new episode is filled with all sorts of gems, from trend following […]
17
Apr
2020
Exchanging Intellectual Assets with $TAIL, $SYLD $GVAL ETF-icionado Meb Faber on The Derivative
Author Asset Manager FinTwit Must Follow Podcaster Industry Thought Leader CEO/CIO There’s no exaggeration when describing Meb Faber as an influencer in the alts and investment world. His experience spans CEO/CIO of Cambria Investments, running his own popular podcast, and being a thought leader in the FinTwit world. In this can’t miss episode, we pick […]
15
Apr
2020
March Manager Performance Snapshot
Commodity Program Last Month YTD Minimum Cayler CapitalQ 14.94% 18.72% 125K Red Rock Commodity Long Short 13.16% 25.15% 500K Jaguar AegirQ 9.14% 10.79% 1MM Aquantum Commodity 3.58% 7.87% 5MM Aquantum EnergyQ 2.20% 7.46% 5MM Emil Van Essen SpreadQ -1.17% -15.66% 5MM Auspice Short TermQ -1.27% 0.17% 5MM Caerus Group Oil Futures Trading Program -1.64% -18.06% 200K […]
13
Apr
2020
The Principles of VIX Trading on The Derivative
The early world of VIX trading can be closely likened to the wild, wild West – or as some say – fun. Competition was lower, there were less algos and AI integration, and overall had lower volume and liquidity. And now – the VIX is an established and globally recognized gauge of U.S. equity market […]
09
Apr
2020
How’s Managed Futures Doing during the Corona-Crash
We’re going to get into a bit of a deep dive on just how the more classic managed futures profile (you, know, crisis period performing trend follower types) have performed during the past month and a half. We’ve covered some of the non-classic vol traders doing well here and here, but how has the asset […]
