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The most recent version of Opalesque Futures Intelligence is out. Members can view the June issue here: OFIJune2013 Some of what I find interesting is how various managed futures programs handled the current market environments, how a firm like Wilshire goes [...]
This recommendation is intended for Qualified Eligible Participants, sophisticated enough to understand the risks in managed futures and derivative investments. I am issuing a recommendation to invest in certain trend following models, particularly those who have experienced a drawdown over [...]
This is the market environment where a short volatility trading manager proves their worth. Two recent Pinnacle Award winners in this regard are of note. Short volatility players LJM Partners and Global Sigma, both a run with obsessive mathematical backgrounds, [...]
The Newedge CTA index ended the month Friday down -1.51%, taking significant losses in the final six trading days of the month. During these final days, the index was down -2.88% in six days of trading alone but is still [...]