Category: Markets

31 Dec 2013

Futures Market Winners/Losers of 2013

With a scant few hours until the ball drops in Times Square – the quote machines have gone silent, meaning we can wrap a nice bow on 2013 market performance and see where the chips fell. All those who had the 3x Long Nikkei, 3x Short Corn trade on in 2013 raise your hands, you’re on your way to induction in the trading hall of fame (or running the next hot ETF). Per our preferred quote site, Finviz.com, we find the following 2013 performance stats for futures markets.

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19 Dec 2013

Chart(s) of the Week: Hello Taper, so long Risk On/Risk Off

Christmas came early for financial bloggers. As if one major event wasn’t enough, the Federal Reserve and Captain Bernanke (our personal nickname) announced the much hyped, much anticipated start of tapering, but only slightly. Here was the action in the DOW, Nikkei, and Vix – see if you can spot when the announcement was made:

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16 Dec 2013

YTD Asset Class Scoreboard

Quick… without looking – what asset class has done the best this year out of Managed Futures, Bonds, or Real Estate? Would you believe managed futures? We didn’t ourselves til we ran the data (and noted that real estate is a single ETF tracking real estate, not the equity in your actual home).

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13 Dec 2013

Chart(s) of the Week: Nasty Weather and Natural Gas

It’s down right frigid in Chicago, and well basically everywhere else across the United States. And what do a lot of Americans use to heat their houses these days… Natural Gas. On the futures side of things, for one reason or another, there has certainly been the development of a trend on the Natural gas side of things, but does this have anything to do with weather?

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11 Dec 2013

Blast from the past: How Futures saved Stocks

We’re happy to review the recent re-release of the documentary “Cancel Crash,” documenting the Stock Market crash of 1987, and how the futures market in Chicago saved the Dow. The story within the story was what was going on the next day, October 20th in Chicago, how three transactions helped saved the markets when no one else was trading.

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03 Dec 2013

3 Paths to Commodity Exposure: Which one works best for you?

Each month, we write a post, crunch the data, and see how commodity ETF’s are performing against the commodity futures markets they are supposed to be tracking. But this concept only allows investors to make money when commodities are on the rise. More than a few people think that is rather limiting, and think the better way is to be able to make money in commodities whether they go up or down, whether commodities are rising or falling.

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02 Dec 2013

Managed Futures keeps positive performance rolling; Up 1.05% in November

The strong 2nd half performance typically witnessed from managed futures investors is coming to fruition as 2013 comes to a close. For the 2nd month in a row, the Barclayhedge BTOP 50 Index not only finished with a positive performance, but October and November’s monthly performance finished above the 1% mark {Disclaimer: Past performance is not necessarily indicative of future results}. Now the question is can the asset class finish the year on a positive note?

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26 Nov 2013

Question: Can CTA’s with $1 Billion AUM Trade Grains?

First, on an elementary level, you won’t find anything on the CME website detailing a restriction on managers exceeding an arbitrary assets under management, from entering into a position into any market, nevertheless any of the grain markets. That’s not to say the question is entirely off; the root of the question, and in our opinion, the far more intriguing factor is not that they can’t but that they mostly don’t. Here’s why.

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