Tag: CTAs

08 Dec 2016

Where is all the Managed Futures Money Going?

If you were to ask for the growth of Managed Futures assets in 2015, you might get different answers depending on who you ask. Barclayhedge will tell you $8.5 Billion, we think that number is more about $10.5 Billion, and a third party recently made the claim of as high as $30 Billion at a […]

01 Apr 2011

We estimate Managed Futures down -1.65% in March

We’re looking at managed futures having ended March down about -1.65%, using a combination of data from the Newedge CTA index and the CTAs that we track on a daily basis   The losses were driven by the sharp sell off in stocks, currencies, and commodities (and rise in bonds and Jap Yen) following the […]

20 Apr 2011

BarclayHedge Posts Final March CTA Index Numbers

BarclayHedge’s CTA Index numbers are in for March, showing a return of -0.91% for managed futures as an asset class. Overall, managed futures were down -.91 %, which is slightly better than what we had predicted at the end of March. The losses were seen in Diversified and Systematic Traders the most, while agricultural, currency, […]

29 Apr 2011

Who needs a managed futures broker? YOU.

We recently had a potential client ask us some very pointed questions. “You put all this information on your website about the different CTAs out there,” he said. “Why should I work with you? What’s stopping me from just making the investments on my own?” It’s a fair question, and we’re sure this client is […]

03 May 2011

Meeting with Reynoso Asset Management

We met with the principal’s of Reynoso Asset Management in our office today for the first time. The head trader, Joe Reynoso, has been trading options for 30 plus years and used to be a market maker in the S&P futures/options pit.   It is always fun to hear about the old days in the pits,  […]

10 May 2011

Is bigger better with CTAs?

We’ve discussed how size may impact performance of a CTA in a past newsletter, but were reminded of the puzzling conundrum in a recent article we stumbled across. The post was highly critical of CTAs in general, discussing commodity prices and riding the speculator blame train that we’ve derailed multiple times in this space, but […]

08 Jul 2011

Ice Heats Up Crude Oil Exchange Competition

Last week, we took a look at the somewhat unique situation of WTI Crude Futures being in Contango while their near identical twin, Brent Crude Futures were in backwardation; and now a recent article from the Wall Street Journal (you can see the full text here) highlighted an interesting consequence of these pricing anomalies – […]

11 Jul 2011

Last Week’s Wrap Up

Despite the downward spiral you may be seeing on stock tickers tonight, last week actually wasn’t bad for the stock market, with the Nasdaq leading the pack at 2.26% and the S&P 500 bringing up the rear with gains of just .52%. Treasuries continued to do well, with 30 year bonds jumping 1.71% and ten […]

19 Jul 2011

Last Week’s Wrap Up

Not as much red this week across the markets as there has been recently, even with chaos swirling as Europe combats a debt crisis, U.S. politicians stall a debt ceiling hike and China feebly attempts to fight inflation. Stocks made a slight comeback, with the S&P 500 posting modest gains of .52% and the Nasdaq […]