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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 [...]