Tag: risk management

07 Jun 2011

Know Your Skew- by Quest Partners

Our newsletter is up for this week, and this time around, we’re taking a look at some fascinating research coming from other corners of the industry. A recent research piece by Quest Partners, a systematic multi market CTA out of New York, was forwarded to us by a client (thanks Mr. S) last week, and their […]

08 Aug 2011

They are who we thought they were…

In his infamous rant following a loss to the Chicago Bears in 2006, Dennis Green blasts, “They are who we thought they were!” Well, after the bloodbath in stocks the past few days (capped off by today’s losses of near -6%), we’re ready to say the same about stocks… they are who we thought they […]

09 Aug 2011

The Face Ripping Rally Arrives

Josh Brown over at Reformed Broker owns the trademark on today. Or, at the very least, he owns the trademark on the best way to describe what transpired… an amazing face ripper of a rally in the last hour of trading today across all the ‘risk on’ assets. Stock indices, commodity currencies, and industrial metals […]

12 Aug 2011

The Trade that Killed Dighton Capital?

There have been quite a few winners and losers in the immediate aftermath of the 2011 crash (does this move have a name yet?), and one of the biggest losers has been discretionary trader Dighton Capital. We posted their ‘defense’ of their position two weeks ago, but things went terribly wrong since then, with a […]

15 Aug 2011

Bus Theory: Risk Management in a One Man Shop

The American way has long been to go out, pull yourself up by your bootstraps, and make something of yourself. This rugged individualism has fueled innovation and growth for years upon years, but there’s one world where being the lone wolf can actually hurt you. Managed futures. A managed futures program, speaking abstractly, relies on […]

17 Aug 2011

The Devil’s in the Details

Last week, we did a piece that took a look at the trade in the Swiss Franc that killed (or at the least severely crippled) Dighton Capital, and here, one week later, we don’t recommend anyone at Dighton peek at what the Swiss has done since. Turns out, Dighton was right in their view that […]

22 Aug 2011

The Sharpe End of the Measuring Stick

This post is part of an ongoing series on the Attain Capital blog that seeks to help investors understand the various metrics we use to evaluate managers. Stay tuned for future pieces! *   *   *   *   *   *   *   * If you have been poking around the performance tables on Attain Capital’s website  or elsewhere […]

24 Aug 2011

Grains Defy Global Slide

With many pundits coming out and saying we are already in recession, no need debating it – and the stock market sure acting like that is the case;  Soybeans up .86% yesterday reminds us that there is much more to that term ‘markets’ than just your grandfather’s stocks and bonds. There are grain markets like […]

29 Aug 2011

Stock Diversification Doesn’t Work – This is News?

Just a couple of weeks ago, we delved into the biggest selling point for managed futures: non-correlation to traditional asset classes. That means that regardless of whether stocks are up or down, managed futures has the potential to make or lose money. Turns out, all those advisors who have trumpeted diversification within stocks and not […]

06 Sep 2011

Fancy a gamble? Try Greece on for size…

Throw away all of your Forex trading dreams, trading schools promising big returns, and investment guru newsletters – there is now a real way to make 50% per year. Greek Bonds.   That’s right, you don’t need all of that junk, you can just loan money to the Greek government for two years at the […]