Managed futures - something going on with performance

It is always worth monitoring the long view with trends. Beyond the last quarter or year, there are return patterns that show longer-term ch...

April managed futures disappoints - could not catch commodity move

The SocGen managed futures index declined by over 2 percent for the month of April. This decline was in the face limited movement in equitie...

April futures returns - Calm mixed with commodity trends

There was a disconnect between the performance in market sectors and the performance of managed futures funds based on our simple review of ...

Managed futures sector review - liquidity gaps and trend reversals

What was the main cause for the negative performance with managed futures for March? The reversal in sentiment across bonds, rates and curre...

Longer-term versus short-term managed futures performance

A key driver for holding managed futures is crisis beta, the low or negative correlation during times "bad times" versus tradition...

March managed futures underperforms versus traditional assets

We have seen this story before. A reversal of negative fortunes for equities, a loss of momentum with global trends, and asset protection th...

FIA Expo - What is the value to the customer?

The futures industry meets at this time each year to have their annual FIA Expo in beautiful Florida. It allows the executives of the exchan...

Managed futures sector review - sectors trend CTA's make money

Often times you will hear managed futures managers discuss the markets they made money in, but the really relevant issue is whether they wer...