At the beginning of the month we warned that a big bounce off of the May lows in June was exactly what managed futures was hoping to avoid. Unfortunately, that’s exactly what we’ve seen so far this month. If you’ve ever wondered what a V-shaped rally looks like…
Category: Markets
19
Jun
2012
14
Jun
2012
Nat Gas: Return of the Widowmaker?
The natural gas market has been boring in the last few years – just a shadow of its former volatile self. But today, the price spiked out of nowhere. Is this a sign of things to come, or just a brief glimpse of why natural gas was once called the widowmaker?
11
Jun
2012
Mind the Gap
We’ve been cheering the markets to go to zero for a while now, since trend followers are largely in short positions right now. And thus didn’t look to favorably upon the Spanish bailout news over the weekend which saw S&P futures “gap up” as we were going to bed last night. What followed was much more to our liking.
06
Jun
2012
The Atomic Green Rally
When things are up this much in a single day, the quote board starts to take on that atomic green color. Is this the beginning of the snap back rally we’ve been fearing?
01
Jun
2012
The End of Commodity Financialisation? Think Again
As we watch the markets plummet today, we’re not too concerned (the benefit of being in an industry that can profit in a down market). But the pain for some has raised the question of whether commodity financialisation is on its way out. We don’t think so- at least for those doing it the right way.
01
Jun
2012
Long-only Commodity ETFs vs. Futures- May 2012
Time for our monthly look at how the long only commodity ETFs are performing versus simply holding the December futures contract and rolling annually. This month was brutal for most of the commodities markets, but which loser lost the least? futures contracts or ETFs?
31
May
2012
Cotton (-20%), Crude Oil (-17.5%) worst performing commodities in May
Wow, that was an ugly month for most anyone not named the US Treasury Bond, Clarke Capital, or Walmart. We’re looking at 31 of the 39 financial and commodity markets seeing losses in May. So what can we take away from all this?
30
May
2012
A Global Macro Guy, Emerging Markets Guy, and Managed Futures Girl walk into a bar…
Ok, so it wasn’t a bar, it was lunch at the iGlobal Alternative Investment Summit, but it does sound like the beginning of an awful geeky financial joke, doesn’t it? As it turns out, it was the start of a very interesting conversation.
24
May
2012
Corn Volatility Explodes
Grain prices often react strongly to macro events like crop and weather reports. What happens when you combine the two? The highest volatility of 2012.
21
May
2012
Facebook Fever?
It’s day two of Facebook fever – and the stock has already seen its first big drop. It is still early, but that doesn’t mean there aren’t lessons to learn from this ordeal.
