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 […]
Category: Market Strategies
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 […]
09
Apr
2020
Trading Chinese Futures Markets with Abingdon Global on The Derivative
The Chinese market is a sleeping/awakening/already awake dragon that cannot be ignored. Their futures market had the highest trade volumes in the world last year, the amount of liquid cash available in the country as a whole, and the opportunity of the emerging market (throwing back to circa 70/80s US market) with high volatility. And […]
25
Mar
2020
S&P Down, VIX Down – what gives?
If anyone doesn’t know yet based off this month, and VIXmageddon in 2018, and the 2008 financial crisis – the VIX, or fear index as it’s known to have been called from time to time, rises quite rapidly when the stock market falls. There are all sorts of reasons for this, but the primary one […]
23
Mar
2020
Capturing the Global Sell-Off with Deep Field Capital on The Derivative
With seemingly insane bouts of market volatility making headlines for more than a month now, with this company and that strategy losing double digit percentages as markets continue to fall; our team has been fielding a ton of callings asking who’s been capturing a crazy market like this. We’ve also somehow found the time to […]
04
Mar
2020
How’s your (Alts) Portfolio Doing?
Last week was a great time to look in the (portfolio) mirror and ask yourself what you see. As Taylor Pearson of Mutiny put it succinctly on Twitter: If the stock market dropping 5% causes you to freak out, it’s probably a good time to re-evaluate either/both: 1. The effectiveness of your portfolio’s diversification 2. […]
27
Feb
2020
Protecting Against a Market Mutiny with Tail Risk, Convexity, & Long Vol on The Derivative
Has anyone been having fun the past few days? The “market”, as if there’s only one, has been in free-fall as the world tries to figure out what this Corona Virus will look like in terms of a possible global pandemic, down -8% in a week. That’s not a terribly huge move in the grand […]
