Benchmarking CTA returns with a four-factor model
Category: Off Topic
10
Jun
2016
10
Jun
2016
Presidential Election Cycles Good For Managed Futures?
There’s no doubt this presidential cycle has been… interesting. The standard pedigree no longer exists, the candidates of the two major parties have the worst net popularity rating (strongly favor minus strongly unfavored) than any other candidate dating back to the 1980’s, and the anticipation of what’s going to happen next is captivating the world. […]
01
Jul
2016
Weekend Reads: Flourishing and Dying
Managed Futures Thrives From Brexit – (RCM’s Attain Alternatives Blog) In Brexit Rout, Managed Futures Funds Emerge as Big Winners – (Bloomberg) Managed futures mutuals net $1.3bn profit from Brexit turmoil – (CTA Intelligence) Midyear Performance of Asset Class Scoreboard — (RCM’s Attain Alternatives Blog) Chicago: Map Shows Vast Disparity In Real Estate Prices By […]