June OFI Released: Market Environmental Reactions / Investment Manager Due Diligence
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 [...]
I’m Recommending Investing in These Specific Managed Futures Fund Products on a Drawdown
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 [...]
Short Volatility Strategies Risk Management Programs Are Tested
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, [...]
Last Six Trading Days of Month Hit CTA Performance in May
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 [...]