Mark Melin

Mark Melin

Mark Melin is a managed futures practitioner whose specialty is recognizing a trading program’s algorithmic formula and mapping it to a market environment and performance driver. He provides analysis of managed futures investment performance and commentary regarding related managed futures market environment. A portfolio and industry consultant, he was an adjunct instructor in managed futures at Northwestern University / Chicago and has written or edited three books, including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008). Mark was director of the managed futures division at Alaron Trading until they were acquired by Peregrine Financial Group in 2009, where he was a registered associated person (National Futures Association NFA ID#: 0348336). Mark has also worked as a Commodity Trading Advisor himself, trading a short volatility options portfolio across the yield curve, and was an independent consultant to various broker dealers and futures exchanges, including OneChicago, the single stock futures exchange, and the Chicago Board of Trade.

A CTA High on My Watchlist: Protec

Protec Energy is a fundamental relative value CTA who has generated consistent performance through a variety of difficult market environments for managed futures trend followers – 47% in 2010; 63% in 2011; 11% in 2012 and 17% year to date.  [...]

AlphaMetrix Releases Statement Denying CFTC Allegations

In response to a CFTC civil suit against AlphaMetrix alleging fraud, the firm issued a statement denying the charges alleged in the suit and re-iterated it is fully cooperating to properly liquidate funds on the its managed accounts platform. The [...]

AlphaMetrix to Engage in Orderly Fund Redemption, Conference Plans Still In Tact

AlphaMetrix released a statement saying the firm would begin orderly redemptions of client assets held on its managed account platform and a spokesperson said the firm will remain a viable entity. The statement reads: “In light of recent redemption requests, [...]

Exclusive: AlphaMetrix Source Expresses Optimism Firm Will Meet NFA Deadline, Pay CTA Fees; January Conference Still On Track

As a public deadline with the National Futures Association (NFA) approaches that could essentially end the firm’s business, a source inside AlphaMetrix expressed optimism the January, 2014 conference in Miami Beach will take place.  Further, this source considered it likely [...]

Enforcement Action Could Hasten the End for AlphaMetrix

A recent Enforcement Action against AlphaMetrix by the National Futures Association (NFA) could hasten the firm’s path to bankruptcy. On October 21, the NFA issued a “Notice of Member  Responsibility Action” to AlphaMetrix which instructed the firm to pay $600,000 in fees [...]

Source: AlphaMetrix in Negotiation for Sale of Firm, But Bankruptcy More Likely Outcome

 By Mark Melin   AlphaMetrix, the investment platform connecting primarily institutional investors with hedge funds and managed futures programs, has suspended paying performance and incentive fees to the funds on its platform and fired its Chief Financial Officer, according to [...]

Beat the Managed Futures Benchmarks?  Not so fast…

Beat the Managed Futures Benchmarks? Not so fast…

The following article is excerpted from the upcoming Opalesque Futures Intelligence By Lorent Meksi When investing in managed futures, how easy is it to beat the benchmark?  Every investment is judged on how well it does not only on an absolute basis, [...]

KPMG’s Chief Economist / Alternative Investments Addresses Fed Exit Strategy, Coming Bond Market Volatility and Challenges to the US as World Reserve Currency

KPMG’s Chief Economist / Alternative Investments Addresses Fed Exit Strategy, Coming Bond Market Volatility and Challenges to the US as World Reserve Currency

Constance Hunter, KPMG’s Chief Economist / Alternative Investments, is known in economic circles for her insight into transitional trends and fundamental market shifts.  We caught up with her to discuss her outlook in regards to some of the significant economic [...]

AlphaMetrix Issues Statement to Quell Rumors

As rumors swirl regarding the potential downfall of a significant player in the alternative investment arena, with concerns regarding customer segregated funds paramount in light of the MF Global and PFG scandals, AlphaMetrix releases a statement  that aims to re-assure [...]

AlphaMetrix Encountering “Significant Cash Flow Issues” According to Firm

Alphametrix, one of the largest independent alternative investment platforms for hedge funds and managed futures, said it has “encountered significant cash flow issues,” according to a letter obtained by Opalesque and confirmed by multiple commodity trading advisors. The letter also announced [...]