How should an investor compare a CTA strategy they are considering investing with? How should a manager that is looking to market and promote his/her strategy to investors compare their strategy to other’s? These are common questions we receive from both our investors and the commodity trading advisors that we speak with.…
The OPEC cuts are holding (thanks primarily to Saudi Arabia) as early indications for March exports have been assessed at 25.27 million bpd in March, almost flat compared to February levels. For those not subject to cuts, Iran is seen as having to struggle to expand much further as its…
It’s no secret in the CTA investment and hedge fund space that volatility in the markets (specifically stock market and related equity index futures markets) has gone to historically low levels. Volatility was showing signs of declining beginning in the third quarter of 2016 as everyone awaited the outcome of…
Macro: Americas The Federal Reserve went into reverse on interest rate direction with multiple governors indicating that at the March meeting there will be an increase based on low unemployment rates (headline number at a low 4.8%) and steady to higher GDP growth (currently +1.8% annualized per the Atlanta Fed,…