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MF Global and PFG: The Lasting and Widespread Stain on CTAs / CPOs

James A., who wishes to remain anonymous,  was an emerging Commodity Trading Advisor (CTA) with a bright future.  A quant and trading application developer, he established his public investment CTA product in 2008 with a partner, according to regulatory records.  [...]

Morgan Stanley and Equinox Team Up To Tackle European Market

After successfully launching four CTA strategies on Morgan Stanley’s FundLogic Alternatives platform in recent months, the prime broker announced plans to partner with managed futures participant Equinox and Longchamp Asset Management, a French asset manager, to enter the European regulated [...]

CTAs / CPOs Call For Industry Leadership in Horizon Cash Management Survey

The fastest growing segment of the financial services industry was the one hardest hit by MF Global’s suspicious demise and overt fraud at Peregrine Financial Group (PFG). The managed futures industry, which had grown from $14 billion under management in [...]

Is JPMorgan’s Voluntary Return of MF Global Customer Assets Fruit From a Hard Investigation?

The voluntary return of $546 million in MF Global customer assets, the subject of hard fought 2 ½ year battle, was not motivated solely by the kindness of JP Morgan.  Rather, it could be considered fruit from a likely hard [...]

Jerry Parker on Managed Futures Fees, the Name and Marketing a Misunderstood Industry

Jerry Parker of Chesapeake Capital is not soft spoken regarding marketing of trend following vs “managed futures,” a name he says holds back the asset class. Mr. Parker considers “managed futures” a name devised by FCMs who charged excessive fees [...]

MF Global Criminal Investigation Likely Headed Into Final Stages

The MF Global investigation is expected to be entering its final stages after two and a half years of on again, off again activity. There will be several paths the investigation could take, the most likely of which starts at [...]

CTA Campbell & Company Releases Critical Interest Rate Study

Download the full study here: Prospects for CTAs in a Rising Interest Rate Environment Campbell & Company, a specialist in systematic trading strategies, touched on a hot button issue recently when it released its white paper “Prospects for CTAs in a [...]

CFTC Expected to Unveil New Thinking on HFT

A commissioner at the Commodity Futures Trading Commission is expected to unveil a new method of defining High Frequency Trading, an elusive task for US regulators to date.    CFTC Commissioner Bart Chilton is expected to detail the proposal in [...]

What is The Appropriate Process For Selecting a Managed Futures Investment?

Investing in a managed futures investment program can be significantly different from traditional hedge fund / alternative investing.  To some, the required education process can be a foreboding task because the variables are new.  Depending on the evaluation and ongoing [...]

February Opalesque Futures Strategies

February Opalesque Futures Strategies This issue outlines the P(A|B) Method for analysis of managed futures investments, discusses volatility investing concepts, discuss the appropriate process for selecting a managed futures investment, provide an interview with a short volatility trading program and [...]