A recent article mentioned the stock of managed futures trend following firm Man AHL was downgraded due to consistently poor performance. In my opinion, this is more a comment on a strategy being beaten down, trend following, and should not entirely be a comment on the CTA, which points to an interesting insight into managed [...]
Friday, July 2, 2010
At a time month when the stock market experienced extreme volatility, Managed futures performance benchmarks posted consistently negative performance across the board in May, with the Credit Suisse / Tremont Managed Futures index leading to the downside at -4.13% . The Barclay CTA index was down -1.01 during the month. It is interesting to note [...]
Tuesday, June 29, 2010
Industry veteran Sol Waksman provides an insightful look at managed futures, including analysis of the core difference between the stock market and futures market. It is one of the best presentations that provides deep insight into the asset class that includes some of Sol’s industry wisdom. Interesting mention of the importance of speculation for market [...]
Tuesday, July 13, 2010
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