Markets & Macro Commentary
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Asset Class Scoreboard- January 2012
Every month, we update our asset class scorecard, pitting managed futures against U.S. real estate, world stocks, U.S. stocks, commodities,…
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Long-only Commodity ETFs v. Futures- January 2012
Every month, we compare how long-only commodity ETFs perform in comparison to simply trading the related futures contract and rolling…
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Managed Futures Finish January Down -0.30%
Every month, we kick off by providing an estimate of CTA performance from the previous month, based on preliminary data…
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Lower Managed Futures Returns with Fed’s Lower Rates?
With Bill Gross calling the Fed’s extending of the zero rate period into 2014 today the equivalent of QE 2.5,…
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Stay Golden, Ponyboy
We were sort of missing writing about Gold’s wild moves. After all, it’s been pretty tame for the yellow metal…
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The Manager Selection Conundrum Solution
Barry Ritholtz recently posed an interesting question to a group of family offices during a presentation he made: “Who is…
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Risk On/Risk Off: The Rollercoaster in Pictures
In reflecting on 2011 and the great risk on/risk off dialogue, we began to consider our own contributions to the…
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Managed Futures and the ETF Revolution
In case you missed it, PIMCO- bulwark of the mutual fund sect- is aligning with the enemy. Via Reuters: Pacific…
