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What All Volatility Calculations Are Missing
Volatility is one of the main ways we describe risk in the managed futures world, and it’s reflected in the calculation of several other measures of a CTA risk/return profile (like Sharpe Ratio). But...
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John Henry buying the Newspaper Drawdown?
John Henry must not be hurting too bad from his eponymous managed futures program’s closing down in 2012, as the futures industry hall of famer recently made headlines for buying the Boston Globe from...
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The “Bond King” coming to Managed Futures
Look out Managed Futures! Here comes the Bond King! Bill Gross is buying the drawdown in managed futures…well sort of. Right before everyone headed out for the weekend, we learned Pimco filed a...
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Finding the Next Tom Brady for your Portfolio
We can’t tell you how excited we are for the kickoff of the NFL season tonight! For number crunchers like ourselves, it’s not just the diving catches, bone crushing hits, the beer, or the love the game...
View ArticleWeekend Reads
Does anyone think history is repeating itself far too often in the past couple of weeks? Another announcement from “The Bernank” alters the markets, Congress is once again bickering over the budget,...
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3 Reasons XLE isn’t the Inflation Hedge you’re looking for
We’re not regular readers of the Seattle times, but when a client saw managed futures mentioned in a recent Q&A in the investing section – they pointed us to the piece… Here’s the question that was...
View ArticleWhy Value Investing is so Hard (Managed Futures Style)
Recently, we came across Meb Faber’s blog post “Why Value Investing is so Hard,” and every word we read seemed to resonate a little too much for us on the Managed Futures side of things. “ … I mean it...
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Low Volatility is Not so Smart?
Risk is bad, right? Volatility is the enemy of the efficient portfolio? All else being equal, the intelligent investor would prefer less ups and downs in their investments… right? Our friends over at...
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Even Bad Diversification Works
Last week, Business Insider unveiled the “Most Important Charts in the World.” If ever there was an outfit with a flair for the dramatic headline, that would be them…but there was one chart that caught...
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Invest like a Billionaire?
When someone first starts investing, there is the sort of high that comes with it; a high that convinces you that you just might be the next Warren Buffet. Sure. You watched a couple investing tips...
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10 of the Worst ETFs Money Can Buy
It’s typically a slow week in the financial world for the few days leading up to our collective feasts on Thanksgiving day, and that gives us a little down time to catch up on matters we typically...
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In at the Highs, Out at the Lows
Do you learn from your mistakes? Do your neighbors, colleagues, or the rest of society? It seems that the answer is usually no; and especially no when it comes to the toxic investment cycle of getting...
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5 Thoughts on NASDAQ 5,000
We wanted to wait for the dust to settle a little bit before diving into the NASDAQ hitting a new all-time high, and after all – we’ve been waiting 15 years for it to happen, so what’s a few more days....
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When will Stock’s Uptrend End?
Over the course of the last month, the S&P 500 has moved lower to the tune of 6%. From what we’ve read, there were a lot of people on edge last week concerned that the Fed might raise rates, and...
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Looking Under the MLP Hood
Maybe it’s because we’re so close to Halloween, but we can’t help but be drawn to the carnage in the MLP space. Recently, investors’ multi-year treat has turned into a trick as of late. How spooky has...
View ArticleTop 10 Managed Futures Performers of November
While one month’s performance is no way to judge an investment that has 3 to 5 year cycles, a glance at who’s doing well in the different environments month to month can be a useful data point at...
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Is Your Alternative Investment Doing What It Should Be Doing?
While it may take years to correctly assess the abilities of a program to react in both good and bad periods – the current condensed volatility cycle with a nicely defined up move, and near mirror...
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How Long Will Managed Futures Be in a Drawdown?
Managed Futures is officially in the red for the first time in 2016, seeing a -8.83% drawdown since mid-February. We could sit here and tell Managed Futures investors to blast Wilson Phillips “Hold...
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Remarkable Risk Control
There’s no denying Managed Futures performance has struggled in the recent bout of no volatility with the SG CTA Index down -1.64% thru October and the SG CTA Mutual Fund Index down an even worse...
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