As managed futures have gained popularity over the past 20 years, the number of firms offering managed futures has also increased. Firms and advisors from all over the world have expressed the need for diversification, pitching the asset class to the everyday investor. Managed futures provide investors with an uncorrelated…
Risk Statistics Standard Deviation -Standard deviation is a measure of how spread out values are in a series of returns. In calculating the standard deviation, it gives investors a “standard” way of knowing what is normal, and what is outside the range of normality. A lower standard deviation is better,…
As mentioned in our first part to this series, at aiSource we are big believers in analyzing a CTA’s daily return data. In our first part, we displayed how we use a CTA’s daily return data to make a frequency distribution of daily returns. The frequency distribution gives us a…
The dovish central bank tone continued in April with a few twists and a realization of a massive fiscal boost by the world’s second-largest economy. This in turn fueled a risk-on mentality particularly in commodities, which are generally perceived as the most (only?) under-valued asset class after losing about 1/3rd…