Keep Your Eyes On The Prize

Keep Your Eyes On The Prize

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.

Profit and Loss Magazine – CTAs Feeling the Heat

Profit and Loss Magazine – CTAs Feeling the Heat

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...
New Commodity Pools April 2018: Crypto Pools

New Commodity Pools April 2018: Crypto Pools

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.

New Commodity Pools January 2018

New Commodity Pools January 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+.