All of a sudden the 45% move doesn’t look so exciting when we consider what it actually means – traders adjusted their option pricing to assume the annualized volatility over the next 30 days would be 15.59% versus 10.65%
Category: Why Alternatives?
18
May
2017
17
May
2017
The Top Managed Futures Managers of April
For those that are looking for the top performers of the month, ignoring risk metrics, RCM’s due diligence, and exclusively sort by returns only, these are the Top 10 programs in April.
16
May
2017
Michael Covel – Trend Following
We’re not sure if author Michael Covel has a tattoo across his back of a trend in a market like Sugar, but suffice to say the man loves him some trend following. We follow him on twitter @Covel and listen to his wonderful podcast from time to time – so when we saw the news that he had released a […]
08
May
2017
Alternative Investments: Beyond the Buzz Words
According to findings from recent research conducted by InvestmentNews, 83% of clients have expressed some level of interest in alternative investments.
03
May
2017
Alternative Links: Remembering Long Term Capital Management
Amid an improbable level of calm in markets, it’s worth remembering what Victor Haghani, a partner at Long-Term Capital Management, said in early 1999 about the fund’s implosion, especially given that quiet markets are compelling trading strategies that capitalize on low levels of volatility.
28
Apr
2017
Weekend Reads: Income in America
This chart shows how weekly incomes for workers 25 and older vary by education level, gender, and race/ethnicity.
19
Apr
2017
Alternative Links: The Secretive Business
Chicago’s high-speed trading industry is so secretive, it’s easy to overlook the worldwide magnet the city has become for the business.
11
Apr
2017
What is Crisis Alpha?
Momentum strategies like trend following and managed futures need at least something happening, seeing their best performance with multiple crisis underway and worst when there are none.
07
Apr
2017
Weekend Reads: Homeless Gasoline Tankers
Three tankers holding about 1.35 million barrels of gasoline and alkylate, an octane-boosting component blended with motor fuels, are drifting with no instructions for delivery.
05
Apr
2017
Alternative Links: Perception and Reality
The gap between perception and reality is often a mile wide.
