CTAs & Managed Futures

CTAs & Managed Futures

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, [...]

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 [...]

Facts That I Think Bloomberg Should Have Covered In Its Managed Futures Story

A recent Bloomberg Markets article by David Evans, “Fleeced by Fees,” raises several valid points but leaves critical “misimpressions,” a word the Evans uses to describe how managed futures is misrepresented to investors. The primary thesis of the article is that [...]

Molinero Global Markets Monthly Update

August ended down -2.07%. Our portfolio was well positioned early in August and models increased our risk exposure slowly. However, markets started to move against us while our exposure was fairly high. Our risk management stopped out some positions fast thereby [...]

What is the capacity of managed futures? Newedge white paper explores the topic

In a recently released strategy note, Newedge researchers Galen Burghardt and Lianyan Liu teamed with Ewan Kirk of Cantab Capital Partners to consider an often discussed issue: Is there a capacity issue with managed futures.  The research team dives deep [...]

Bloomberg asks the question: Are hedge funds for suckers? If they are correlated to the stock market, yes

Here is a link to the latest issue of Opalesque Futures Intelligence: OFIJulyFinal   The recent Bloomberg Businessweek cover story, Hedge  Funds are for Suckers, was interesting, as is increasing push back from those in the traditional equity-dominated investment world towards [...]

CTA Interview: Short Volatility CTA Discusses The Ability to Predict Volatility and Risk Management

Below is an interview excerpt for web site members before the article is published in the upcoming Opalesque Futures Intelligence.  Here is a link to a performance sheet of the CTA: Global Sigma     Recent Pinnacle award winner Hanming Rao [...]

Sunrise Capital: The First Half Of 2013 Was A Time For Less Conventional CTA Approaches

Sunrise Capital, a trend following CTA based in California, provided market commentary for the upcomming Opalesque Futures Intelligence (below).  For links to their performance documentation, click here: Sunrise_Evolution_JUNE 2013. The first half of 2013 proved to be quite tricky for the [...]

Altegris Publishes White Paper on Trend Following

The feature article in the next Opalesque Futures Intelligence is a white paper from Altegris. Below is a sneak peak at a recent interview for web site members and a link to the Altegris white paper: Two Minutes With Matt [...]