Analyzing CTAs and weeding out the good from the bad is a challenge our firm is faced with often. The process that goes into our due diligence not only looks at the rates of return and margin to equity ratios, but it also dives into a handful of risk ratios.…
In a recent due diligence call with an emerging CTA manager, we were asked a question that we have heard many times before: which types of investors provide more “sticky money,” individuals or institutions? “Sticky Money” is hedge fund slang for investors that will stay around for the long-term. In…
Are great traders born or made? This question has been a long time discussion amongst traders and in 1983 two legendary commodities traders, Richard Dennis and Bill Eckhardt, close friends who often debated the subject, embarked on an experiment to find the answer. Richard believed that he could teach people…
Who We Are Vallen Advisors, LLC is an alternative investment management firm focusing on Short-Term Systematic prediction strategies. At Vallen we have developed investment and risk management best practices from our founder’s over 30 years of quantitative research and investing experience. What We Do Our founder, Robert Lavin designs predictive…