Opalesque - Opalesque Futures Intelligence

Managed Futures Scoreboard

Wed, 22 May 2013 00:00:00 +0200

By Mark Melin These CTA index contain the largest CTAs whose performance believed to have been audited by the National Futures Association (NFA).  Performance sources: http://www.newedge.com/content/newedgecom/en/...Download the Opalesque Futures Intelligence as PDF

Eight of Newedge's 11 hedge fund indices showed positive performance during the month of April.

Tue, 21 May 2013 23:58:20 +0200

Opalesque News Service The Newedge Trend Index increased 3.85% in April, followed by the Newedge CTA Index, which gained 1.45%. The Newedge Trend Index and Newedge CTA Index have risen 7.67% and 4.36%, respectively, for the yea...Download the Opalesque Futures Intelligence as PDF

How Do Trend / Counter Trend Volatility Managers Generate Alpha? Can Alpha Be Passed From Generation to Generation?

Tue, 21 May 2013 23:56:40 +0200

Can a managed futures trading strategy be passed from generation to generation? In the next two articles we profile two interesting trading programs - one a well known, generally prudent trend follower who keeps a keen eye on v...Download the Opalesque Futures Intelligence as PDF

Original Trend Follower Campbell & Company Passes Reigns To New Generation As Founder Receives Pinnacle Achievement Award June 19

Tue, 21 May 2013 23:55:00 +0200

Keith Campbell has guided his firm - and the managed futures industry - through significant growth. As long-standing managed futures program Winton Capital is said to be grooming a new generation of leaders, another high...Download the Opalesque Futures Intelligence as PDF

Highly Volatile CTA That Trades Volatility

Tue, 21 May 2013 23:53:20 +0200

By Mark Melin Can a trading strategy be transferred from father to son � and then systematized? T2 Associates is a volatility specialist Commodity Trading Advisor founded by James Tann, who has been privately trading sinc...Download the Opalesque Futures Intelligence as PDF

The Alternative Answer Tackles Complex Issues With Intellectual Gravitas Through Logical Framework Analysis

Tue, 21 May 2013 23:51:40 +0200

By Mark Melin Bob Rice is author of The Alternative Answer an easy read that explores intellectually significant topics. After reading north of 30 alternative investing / financial services books (and involved in writing ...Download the Opalesque Futures Intelligence as PDF

Is Trend Following Broken?

Sun, 21 Apr 2013 23:50:00 +0200

By Mark Melin From 2009 to 2012 managed futures and its primary strategy, trend following, had its most challenging performance in history. As a benchmark, the trend following heavy Altegris 40 index, which only had 4 negative y...Download the Opalesque Futures Intelligence as PDF

Kevin McDonald Discusses Single- Manager, Multi-Strategy Funds

Sun, 21 Apr 2013 23:48:20 +0200

Alternative investment boutique Taylor Investment Advisors recently launched a multi-strategy mutual fund. We caught up with co-founder Kevin McDonald to discuss his recent efforts. Mark Melin / Opalesque: Tell me about your firm ...Download the Opalesque Futures Intelligence as PDF

Eight out of Eleven Newedge Indicies Up in March

Sun, 21 Apr 2013 23:46:40 +0200

Opalesque Industry Update - The Newedge Trend Index increased 1.89% in March, followed by the Newedge CTA Index, which gained 1.29%. The Newedge Trend Index and Newedge CTA Index have risen 3.68% and 2.87%, respectively, for the y...Download the Opalesque Futures Intelligence as PDF

Does The Stock Market Perfom Positively When Managed Futures Performs Negatively?

Sun, 21 Apr 2013 23:45:00 +0200

During the past 19 stock market crashes, a diversified managed futures portfolio has only experienced negative performance five times. Why does this happen? If managed futures performs positively when the stock market is negative,...Download the Opalesque Futures Intelligence as PDF