Archives by date

You are browsing the site archives by date.

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

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 [...]