Archives by date

You are browsing the site archives by date.

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 [...]

News Analysis: CFTC Files Aggressive Charges Against MF Global CEO Jon Corzine and back office executive Edith O’Brien

(Below is an early peak at an article in the upcoming Opalesque Futures Intelligence) By Mark Melin On June 27 the Commodity Futures Trading Commission (CFTC) filed civil charges against MF Global’s CEO Jon Corzine and assistant treasurer Edith O’Brien in what [...]

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 [...]

Why Past Performance of a Conventional (60-40) Portfolio Is NOT Indicative of Future Performance

By Mike Dever / Brandywine Asset Management For the past 31 years[i], a conventionally-diversified portfolio consisting of 60% stocks and 40% bonds has provided investors with satisfying returns of +10.80% annually. This was the result of both stocks and bonds [...]

Managed Futures Account Type Categorization

There is much discussion regarding account type options.  The first place to begin understanding is categorizing the account type.  While many categorization opinions exist, I organize account type in three categories based on their regulation, distribution channel and primary investor [...]

What questions should you ask a volatility CTA? I like to start here…

When speaking with CTAs its productive to have at the ready a number of interesting questions to get an interview process rolling.  Here are some conversation starters that break the ice: Can volatility be predicted?  Past study of volatility has [...]

Efficient Capital June Market Analysis

iSTOXX® Efficient Capital® Managed Futures 20 Index 07/02/2013 The iSTOXX® Efficient Capital® Managed Futures 20 Index, developed in collaboration with Efficient Capital® Management, a leading investor in the Managed Futures space, represents the 20 largest Managed Futures Traders. Strict rules [...]

Recommendation: Invest in Short Volatility CTAs

Recommendation: Invest in Short Volatility CTAs

I’m making a recommendation for aggressive asset managers to invest in short volatility options programs with a separate trend following hedge exposure. Below is the first such recommendation.  Other recommendations will follow tomorrow.   Global Sigma      $66 million AUM Duration [...]