by IanRayner | Dec 4, 2020 |
If you are going to use some set of risk-reward measures (such as Sharpe Ratio) to judge investment performance, you need to keep your eyes on the prize: The overall performance of your portfolio, not that of the individual portfolio components.
by IanRayner | Apr 29, 2019 | We were lucky enough to be featured in another article from Profit and Loss Magazine – CTAs Feeling the Heat. We provided data and analysis, and a number of our charts were included. Following is a synopsis. CTAs Feeling the Heat: 2018 saw CTAs cap a generally...
by IanRayner | Apr 9, 2018 |
This is the April 2018 edition of my series of posts on new commodity pools registered with the NFA. To keep things interesting I include a list of all the crypto-currency related pools (crypto pools) in the NFA’s commodity pool database, and an analysis of the rate bitcoin pools are being formed.
by IanRayner | Jan 22, 2018 |
Lots that’s new in “New Commodity Pools January 2018” – See which strategies are hot and which are not! A table of 450+ pools registered over the last 13 weeks by the world’s biggest asset managers. Download the complete file of 1800+.
by IanRayner | Nov 2, 2017 |
I make the case for alternatives in institutional portfolios. Far from reducing exposure to hedge funds, investors should be increasing it. Simple portfolios and dramatic results make the point.