Alpha Hunter Chris Brodie Talks About 20 Years’ Worth of Commodities
Chris Brodie has been trading commodities for over 20 years, and set up Krom River in 2006. Scotsman Brodie relocated to Zug in Switzerland several years ago and has no regrets about the move. The...
View ArticleAlpha Hunter Jeremy King on Contrarian Asian Alpha Generation
Jeremy King of Knight Pacific discusses his contrarian views on investing in Asia.
View ArticleCommodities: Not That 1970s Show
Commodities have been the big story of the past decade – almost a repeat of the inflation-burdened 1970s. If hems reflect stock market sentiment, we should be seeing an outbreak of bell-bottom trousers...
View ArticleCommodities: Position Limits and Arbitrage Possibilities
There is an old story often attributed to economist Burton Malkiel. A professor of finance and an undergraduate are walking together. They see what looks like a $100 bill lying on the sidewalk. The...
View ArticleWhat Hedge Fund Investors Want, Hedge Fund Investors Get
In spite of sketchy performance from some top managers, institutional investors remain committed to hedge funds and a large number are shopping for new relationships in 2012.
View ArticleFrom Refco to MF Global: Trust Unravels Quickly
The Commodity Customer Coalition has now issued a white paper presenting its own view of the “background, impacts, and solutions to MF Global’s Demise.”
View ArticleNot Just Another MF Global Hearing
On Oct. 30, a Sunday, the Commodity Futures Trading Commission received a draft report from MF Global that for the first time showed a shortfall in the segregated funds, a deficit of $900 million. At...
View ArticleFinal CFTC Rule Limits Registration Exemptions for Commodity Pools
With the enactment of the Dodd-Frank Act (more formally the Wall Street Reform and Consumer Protection Act) in 2010, Congress demanded change. It did not specifically demand changes in the rules...
View ArticleCatastrophism Versus Darwinism: Dodd-Frank as Climate Change
The Grant Thornton paper maintains that the asset management industry achieved "performance and operational efficiencies" during 2011, and this sounds like the sort of marginal adaptation that play a...
View ArticleU.S. Rejoins the Globe, Say Consultants
Consultants expect that managers' need to generate steady income in a low interest rate environment will drive a lot of portfolio turnover in 2012, inclusive of the movement of alternatives into core...
View ArticleA Paradox: Avoid Correlation by Following the Trends
According to its advocates, trend following as a strategy works from the premise that price trends represent a process of consensus building. As a new idea takes hold, "the earliest adopters of this...
View ArticleAlpha Hunters: Looking at Alternative Investments From the Inside Out
A deeper look at alternatives with Dr. Bob Swarup, a world-renowned expert and commentator on alternatives and financial markets as well as being a visiting fellow at London School of Economics.
View ArticleCiti: Systematic Component in CTAs Dominate over Discretionary Bits
There has been a perhaps-unexpected consequence of the disappearance of the old-fashioned floor traders. Floor trading used to serve as a training regimen, "from which many of the industry's leading...
View ArticleA Look at the Dubai Mercantile Exchange with Christopher Fix
An interview with Christoper Fix, the CEO of Dubai Mercantile Exchange - home of the largest physically delivered crude oil futures contract in the world.
View ArticleSurvey: MF Global and Peregrine Have Left a Lasting Mark
Ninety-one percent of the respondents to a recent survey strongly believed there was a breakdown in audit procedures in the futures world. The comments section for that question displayed what the...
View ArticleNG Futures Traders: Who’s Your Regulator?
As a three-judge panel of the D.C. Appeals Court saw it, there were two questions in the Brian Hunter case. First, did the CEA’s language encompass manipulation of NG futures contracts as part of the...
View ArticleA Plea to the Retail Investors
This book, The Alternative Answer: The Nontraditional Investments that Drive the World's Best-Performing Portfolios is an appeal to the retail investor, to those author Bob Rice calls "typical...
View ArticleThe Wind and the Leaves: Causality in Commodity Prices
Three scholars find a very real possibility that there is a cause and effect relationship between index flows in the derivatives markets, at least the agricultural index markets, on the one hand and...
View ArticleRice Elucidates Views on Managed Futures, Retail Investors
To encourage further exchange and understanding, I went back to Mr. Rice, after reading a comment from our reader, and asked him to expand on managed funds and their noncorrelation with traditional...
View ArticleAfter You Go as Low as You Can Go
Welton has modeled an investment approach, specifically a multi-asset class trend following approach, and has measured how it would have performed if back-fitted into certain periods of sustained and...
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