For the first time in since late 2014, open interest on WTI has overcome Brent via the Financial Times.
Category: Markets
18
Sep
2017
29
Aug
2017
Volatility is Traded Now More Than Ever
Despite the fact that the average daily closing value of the CBOE Volatility Index® (VIX®) is about 11.5 so far this year, VIX futures and options both had record days for volume and for open interest this month.
28
Aug
2017
The Winds of Change
Don’t look now – but there might be some needed movement taking shape in some markets. First up, the greenback.
24
Aug
2017
The White Moose
But what if the Black Swan we all knew was coming wasn’t China, or QE, or flash crashes, or Trump, or any of the rest of it? What if the Black Swan we were/have been all worried about was the absence of a black swan, creating a black swan itself?
21
Aug
2017
What’s All the Fuss About Bitcoin Anyway?
Cryptology, decentralized ledger, theoretically tamper-proof? Before our imaginations run rampant, here’s our best attempt at explaining Bitcoin:
11
Aug
2017
Volatility…Is That You?
And just like that… the calm seas turned a little choppy. With today’s ~+40% jump in the VIX, volatility is back on everyone’s mind. It only took the threat of nuclear war to get investors finally willing to think stocks won’t always advance upwards percent by percent week after week. But this has to have […]
07
Aug
2017
What If We Treated World Stocks like a Hedge Fund
Now, if investors in the alternative investment space saw these kinds of stats from a hedge fund or Liquid Alts program, there’d certainly be questions about their inability to manage risk and find ways to beat the S&P 500.
07
Aug
2017
Long-Term Commodity Investment Strategy
When you think of commodity market performance, what’s one of the first things you think of? Positive or negative performance? For anyone who has invested over the past 10 years, the answer has been mostly negative… and even when it hasn’t been, commodity markets cyclical moves up and down tends to be at odds with the […]
03
Aug
2017
Rethinking Volatility and Managed Futures
We ran the data for the first six months of 2017, and a whopping 89% of the markets experienced consolidation over the first six months of 2017, leaving only five markets that expanded. The average volatility movement in the markets was -17% percent. Here’s a look at each of the market’s contraction and expansion.
