While us Managed Futures folk are a little giddy over recent performance (the best performing asset class the past three months), even we need a reminder that Managed Futures strategies (and true alternative investments) aren’t trying to outperform stocks or real estate
Category: Investing Insight
02
Dec
2014
11 things you should know about the Crude Oil Drop
Christmas came a month early for those short Crude Oil over the past couple of months, specifically last week, and even more specifically – Friday. Since July, WTI crude has dropped more than 30%, with 10% of that coming the day after Thanksgiving. And just about everyone and their mom (mom’s who have a blog about commodities?) have written something about the Crude Oil move. Here are the ideas we found most valuable to share.
25
Nov
2014
Option Trading is For (Thanksgiving) Turkeys
Now we’re not trying to lend advice on your eating habits, but can’t help but use this example in the investment realm. While it seems impossible to imagine this chart could be a stock market index tomorrow, next week, or next month – this chart is to remind those caught in stock market dream that anything could happen, at any moment, without notice; especially those selling volatility for a living
24
Nov
2014
10 of the Worst ETFs Money Can Buy
Without Further ado, the Top 10 worst performing ETFs over the past twelve months:
18
Nov
2014
The Success Equation, Untangling Skill and Luck
We like to read around here – and just recently got done with one that has been on the wish list (it’s more like a… when the kids are quiet for 10 minutes and there’s not a client dinner or conference in town or presentation for a business deal – as time permits list, but […]
14
Nov
2014
Articles You Could be Reading this Weekend
CBOE Taps Rate Concerns With Futures on Bond Volatility – (Bloomberg) Liquid alts suffer big asset drop; MainStay Marketfield takes biggest hit – (Investment News) Mark Rzepczynski (formerly of John Henry) Interview with Michael Covel – (Trend Following Radio) Buyer beware: Liquid alts are not created equal – (Investment News) Hurrah For Quitters – (Five […]
10
Nov
2014
Asset Class Scoreboard (where’d that stock loss go?)
The month’s Asset Class Scoreboard numbers is a perfect example of just how much noise is out there in the markets. If you were glued to your twitter feed in October, you may have been freaking out about the -5% drop, but someone who checks in monthly doesn’t even see it… October finished just fine for them after a somewhat rare stock market bounce.
04
Nov
2014
Managed Futures October Performance
Managed Futures continues its strong performance the 2nd half of 2014, with three of the four indices we track posting almost identical returns for October, a positive 1.06% {past performance is not necessarily indicative of future results}.
28
Oct
2014
Pursuing Portfolio Perfection
It’s long been argued that that the point of “True Diversification” is to offer the lowest volatility providing the most returns. But what if exposing yourself to the lowest amount of Volatility is actually not the right choice? What if “Low Volatility is not so Smart?” We decided to take on the quest of the perfect portfolio, running the data on the 5 portfolio’s listed above over the past 10 years, to see which portfolio offered the best approach.
14
Oct
2014
NASDAQ: The Good, The Bad, and The Ugly
Want to invest in the ever changing landscape of technology: social media, mobile apps, and biotech. Look no further than the tech heavy NASDAQ stock index. But beware… there’s more than just good returns in this index. There’s some real bad in there too, not to mention downright ugly stats.
