A storm in the financial markets may be fast approaching, yet history tells us that the calm typically lasts much longer.
Category: Why Alternatives?
30
Aug
2017
23
Aug
2017
Alternative Links: Low or No Fee Alternatives
“The hedge fund industry has been under pressure to offer lower fee alternatives for some time,” said Sol Waksman, founder of BarclayHedge, in the statement. “We expect that these pressures will continue and that low or no fee products will continue to grow.”
18
Aug
2017
Which is it? Markets care or don’t care about Trump?
So, which is it? If The White House chaos does not play an influence until all the sudden it does?
14
Aug
2017
Pascal’s Wager – Trump/Kim Nuke Style
We’ve talked in the past about Pascal’s Wager and simple decision matrices, and couldn’t help but think that today’s market rebound as the perfect example for why the VIX gets slammed off its spikes so frequently.
11
Aug
2017
Volatility…Is That You?
And just like that… the calm seas turned a little choppy. With today’s ~+40% jump in the VIX, volatility is back on everyone’s mind. It only took the threat of nuclear war to get investors finally willing to think stocks won’t always advance upwards percent by percent week after week. But this has to have […]
09
Aug
2017
Alternative Links: It’s a Crowded Quant World
In a world where every kernel of publicly available intelligence is quickly processed and acted upon, investing advantages can evaporate quickly. In quant speak, the alpha gets arbitraged away.
07
Aug
2017
What If We Treated World Stocks like a Hedge Fund
Now, if investors in the alternative investment space saw these kinds of stats from a hedge fund or Liquid Alts program, there’d certainly be questions about their inability to manage risk and find ways to beat the S&P 500.
03
Aug
2017
Rethinking Volatility and Managed Futures
We ran the data for the first six months of 2017, and a whopping 89% of the markets experienced consolidation over the first six months of 2017, leaving only five markets that expanded. The average volatility movement in the markets was -17% percent. Here’s a look at each of the market’s contraction and expansion.
02
Aug
2017
Alternative Links: All About Volatility
That when people talk about the VIX they are almost entirely talking about recent realized volatility. But somehow, because the VIX is a current forward looking measure (really a type of price) people seem to attach more to it than that.
26
Jul
2017
Alternative Links: Evolution
Vision is Aon Hewitt’s second version of the platform, which previously targeted large “buy-rated” managers and looked to service Aon Hewitt’s existing larger-pension clientele. Aon Hewitt adds 17 CTAs to MAP – (CTA Intelligence) Competition for institutional investor assets is fierce in the managed futures market — widely accepted as the most commoditized in […]
