One group, in particular, we’ve been watching is Systematic Alpha, who has launched a new program by porting their existing short term, momentum-based systematic trading models over onto Bitcoin futures.
Category: Markets
05
Jun
2018
Is Bitcoin the New Volatility Gauge?
Bitcoin is becoming the new VIX,” said Brian Stutland, President of Equity Armor Investments on CNBC’s Options Action segment as the markets were taking a tumble last we
29
May
2018
Euro Uncertainty Fills the Sails of U.S. Dollar Bulls
Perceived political uncertainty in two EU countries over the weekend is thrusting the U.S. Dollar Index higher today – hitting 11 months highs and up 5.6% in just six weeks.
08
May
2018
Commodities in Backwardation – Cheers
Don’t look now, but it appears everyone’s talking about commodities these days. The latest is Zerohedge pointing out that more than half of the commodities listed in the GSCI Commodity index are now in backwardation: a rather marked shift from most of last year.
03
Apr
2018
Q1 Asset Class Scoreboard
The market went through a major move (in February) but the recovery wasn’t enough.
02
Apr
2018
Launching a Futures Contract is Hard
How are all these newcomers to the futures markets faring?
27
Mar
2018
Four Straight Days of 2% Moves
Now, we’ve seen four straight days of markets moving +/-2%, adding up to 7 days of 2% moves in 2018! Before February 2018, we hadn’t seen a +/ 2% day in the S&P since Nov’16!
01
Mar
2018
February Drags Down All Performance
Managed Futures have typically zigged while stocks zagged. Thing is – non correlation does not equal negative correlation, and this time Managed Futures performance alongside stocks was all but identical.
20
Feb
2018
25 Billion Global Futures Trades
The FIA (Futures Industry Association) is out with their annual data showing just how big the futures and options (what we some might call derivatives) world is. Here’s the breakdown:
16
Feb
2018
Why did XIV Implode?
Ironically, the popularity of these products significantly increased the probability of their own demise. These products, and others like them, provided a simple vehicle for betting against volatility.
