Playing Corn by Ear
We’ve been focused lately on the struggles of systematic trend-following CTAs. They’ve had similar stretches in the past, but because the strategy makes up the majority of the managed futures world...
View ArticleThe Greener Grass of Ag Traders
When we categorize CTAs, we tend to group all the traders who focus on agricultural markets together. Whether their trading methodology is that of a trend follower, discretionary trader, or even...
View ArticleManaged Futures Spotlight: M6 Capital Management
Our weekly newsletter is out, and since our Semi-Annual CTA Rankings were released last week, that means this week it’s time for our CTA spotlight. You see, twice a year we try to answer the age old...
View ArticleLooking for Volatility? Try USDA Grain Reports
So you want to trade the grain markets, do you? Better be on the right side on grain report day… or you could end up like the Dukes from Trading Places. It was just yesterday that the CME group...
View ArticleDroughts, Crop Yields, and all that Ag Market Stuff…
It seems like just yesterday, the infamous drought of 2012 was upon us. It was a perfect storm (or lack thereof) of dry conditions causing the worst drought since the 1930’s. You couldn’t walk two...
View ArticleWeekend Reads
“The Spotlight” just might be the perfect two words to sum up the managed futures world this week. On Capitol Hill, the Senate held hearings on the CFTC re-authorization, and who could forget managed...
View ArticleManaged Futures Linkfest
CME Group hikes transaction fees for 2014 – (Reuters) Challenges Await Commodity Futures Trading Commission Pick – (Wall Street Journal) Did CFTC Cherry Pick Actions to Justify Rule? – (Dan Collins...
View ArticleManaged Futures Linkfest
Managed Futures Performances: CTAs Break Their Losing Streak, Up For Two Months Now – (Value Walk) Cantab losses mount. – (Financial News) (Disclaimer: Past performance is not necessarily indicative...
View ArticleAg Traders best Managed Futures Sub Index in 2013
Pop quiz: How many sub strategies are there within the managed futures space? A. there’s just one managed futures strategy = trend following B. who knows? C. At least 6 Those who know the old trick...
View ArticleMilk – That’s One Illiquid Liquid
We just so happened to stumble upon the table below courtesy of the Food and Agriculture Organization of the United Nations showing a nice breakdown of the dollar value of the top 20 agriculture...
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