Bounce. Bounce. 2019 continued to be the year of the bounce – with everyone now in on the act once managed futures finally decided to get in the game with its largest gains since January of 2018. Add it all up and you have everyone solidly in the black in what has become quite the […]
Category: Markets
01
Apr
2019
28
Mar
2019
Hailing a ride on the Uber IPO? View this first.
We first updated our infographic when LYFT went public on March 29th. It’s down 40%+ since then. But what do you get when you add 1 part $Lyft, 3 parts $Uber, a dash of Pinterest, and pinch of Slack? The return of a potential IPO frenzy, where everyday investors can get involved with some of […]
27
Mar
2019
Semi-Annual Managed Futures Rankings (Updated March 2019)
Now that the 1st two rounds of March Madness are out of the way, we’re ready to share our Semi-Annual Managed Futures Rankings. We’ve been analyzing and testing a rankings system that would best reflect what we believe to be the important metrics for measuring skill in this investment space for the better part of […]
20
Mar
2019
March Madness Shows Just How Little We Understand Probabilities
March madness is baaaaacccckkk. And so is FiveThiryEight and others like them running boatloads of statistical analysis to arrive at probabilities for each team advancing through each round. Duke with a 91% chance to reach the Sweet 16 and 52% chance to reach the Final Four. Sign me up, those are some pretty good […]
04
Mar
2019
Asset Class Scoreboard: February 2019
We’re trying not to be too optimistic here, but we’re feeling pretty good about how Feb ended up. The dead cat bounce that was January has turned into the mirror image of 2018 – with all asset classes now sitting positive on the year after all finished in the red in 2018. Compared to the […]
28
Feb
2019
Decoding: Myths in Alternative Investments
We love this quote by Blackrock, “A lot of misunderstanding surrounds alternative investments. Some investors still think of them as high-risk, exotic funds reserved for ultra-high-net-worth individuals and institutions. However, the reality is that alternatives had a place in nearly every portfolio.” There’s a certain cloud of “unknown” that shrouds alternative investments, perpetrated by the […]
15
Feb
2019
A review of 2018 predictions, and a look into 2019
We’re out with our annual Managed Futures/Global Macro Outlook, reviewing what went down on a macro level in 2018, while peering into what the market environment may look like for this asset class in 2019. For a sneak peek, check out our attempt at boiling down the last 10 years of experience in the asset class […]
11
Feb
2019
John Cummings talks Context, AI, and Portfolios
We felt a little guilty being down in Miami at the beginning of the month while Chicago was clocking in at -20 degrees, but the MFA and Context conferences down there each year are the places to be for a group like ours given our roles as allocators, cap intro partner for managers, and as […]
29
Jan
2019
22 Managed Futures Terms To Know
Sortino Ratio vs Sharpe Ratio vs Sterling Ratio vs MAR Ratio vs How Do I Calculate This Ratio……yikes. Managed futures certainly has perfected the art of having a language of it’s own. And it makes sense, there are lot of internal organizations, math equations and extra extras that help to make this industry what it […]
23
Jan
2019
Managed Futures/Global Macro 2018 Strategy Review
Download our Managed Futures/Global Macro 2018 Strategy Review Today! An over-extended counter attack. Weakness on your flank. The opportunity to push through the center and secure the higher ground. A general has to observe the entire field of battle when designing what strategy will not only win the current battle, but also serve them best […]
