We talked a few weeks ago about ‘Why There’s Trillions in Hedge Funds with Stocks at All Time Highs’, and read with interest Barry Ritholtz’s Bloomberg piece lamenting “missing hedge fund performance”. We tweeted out our thoughts: It’s more of a function of hedge fund vol dropping below equity volatilityhttps://t.co/fRFhoeJzuC https://t.co/QWjIFlXYWN — RCM Alternatives (@rcmAlts) […]
Category: Markets
26
Sep
2018
19
Sep
2018
10 years ago – Remembering the best Managed Futures run we’ve seen
What a Difference a year 10 years makes. If you haven’t noticed from all the posts on your fintwit timeline, this past week marked the 10 year anniversary of the Lehman Brothers collapse: Hard to believe the Lehman collapse was 10 years ago yesterday. It’s been quite a decade. **The next decade promises to be […]
13
Sep
2018
Hurricanes and Markets
With Hurricane Florence barrling down on the Carolinas as we type this… we rounded up all our past musings on how hurricanes and markets have gotten along in the past. Hang in there Carolinians (is that a thing), we’ll be rooting for you. HARVEY, IRMA, AND THE FUTURE OF WEATHER VOLATILITY THE CLIMATE […]
12
Sep
2018
Where’s the Wheat?
A drive across farming states of the US has a different look than it did maybe 20 years ago, but we’re not talking about shopping malls having popped up where there used to be a farm. We’re talking about the drive from say Cleveland to Dallas seeing less and less wheat – those famous “amber […]
10
Sep
2018
Looking Backward, Thinking Forward
Here’s the Chicago Board of Trade’s trading floor sometime in the 1990s. Down there in that mass of humanity and paper and colored coats were dozens of clerks. These were (mostly) young people getting a foothold in the industry. Learning the ropes from the bottom rung. Interns, if you will, who weren’t just leaning how […]
22
Aug
2018
Why there’s Trillions in Hedge Funds with Stocks at All Time Highs
Looks like CNBC wants you to know the S&P 500 just hit a new all time high. Time to break out the Dow 30,000 hats and pics of Leo playing the Wolf of Wall Street. But why is this really news anymore. We closed at a record high 62 times in 2017, and the bull […]
20
Aug
2018
Set Phasers to ‘Systematic’
We had always assumed William Shatner had made a killing being the spokesperson for Priceline (now known as Booking Holdings $BKNG) , with the stock being one of the best performers in the US market over the past 10 years, up about 1,900% (yeah, with a comma). Here’s that price action: Problem is (well, […]
14
Aug
2018
The huge world of farm subsidies:
We talked a bit ago in our piece “Are Tariffs a Black Swan” about the effect tariffs have had on Soybean prices – causing them to fall about -20% from their levels in the spring, but haven’t had a chance to get back into that debate after Mr. Trump announced a plan to make up […]
01
Aug
2018
Asset Class Scoreboard – July
Long Only Commodity Investments lost their spot at the top of the asset class scoreboard, losing -3.63% on the month, but still up 6% on the year.
26
Jul
2018
Facebook’s 4 Sigma Event
The old saying that markets take the stairs up and an elevator down has never been truer.
