Category: Newsletter

07 Dec 2010

Newsletter: Rethinking the Efficient Frontier

Our weekly newsletter is up at:, and covers the oft quoted but probably more often misunderstood efficient frontier. We start by updating the CME’s woefully out of date efficient frontier graph (it only goes through Feb 2008, right before one of the biggest risk/reward shifts in modern history, leading to our well received comment: […]

14 Dec 2010

Newsletter: Spotlight on Cervino Gold program

Our weekly newsletter is up at: We highlight Cervino Capital Management and their new (relatively so) Gold Covered Call program which aims to 1. capture upwards movement in Gold, 2. provide income via covered calls, and 3. provide downside protection in case the Gold rally runs out of steam. If you believe in the […]

28 Dec 2010

Newsletter: Top Managed Futures newsletters of 2010

Our weekly newsletter is up at: We list our ten most popular newsletters of 2010, as ‘voted’ on by our readers in the form of those who clicked ‘Yes’…I found this article helpful, by Attain staff, and by Facebook fans who ‘liked’ certain newsletters (Click Here to Like Attain on Facebook). View the Top […]

11 Jan 2011

Managed Futures Outlook – 2011

A few million brain cells later… we’re done with our 2011 Managed Futures Outlook. You can view it here: We take a look at the main drivers of performance in 2010, including whether volatility was expanding or contracting, the correlation of commodities with the US Dollar, whether markets returned to trading on fundamental factors, […]

01 Mar 2011

Buyer Beware on Rydex Fund & Wisdom Tree Managed Futures ETF

Our weekly newsletter is up at: – asking the question…. Why is $2.39 Billion worth of investors’ capital paying Rydex 2% per year to underperform the managed futures benchmark by a factor of 8 on the return side, or a factor of nearly 3 on the risk side? We promised in a blog post at […]