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VAMI - Drawdown Chart

Analyzing a CTA's Daily Returns, Part Two: Equity Curve vs Underwater Chart

May 20, 2016
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 good idea of what type of volatility to expect on a day to day basis, and it displays any outlier days that an investor should be aware of.
greek debt payments due

April 2016 Global Macro Recap

May 11, 2016
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 of its value during the last twelve months ending March.
cta performance

April 2016: Soybean & Corn Rally More Than 13% Each

Apr 25, 2016
On their April highs, soybeans were up as much 13.75% for the month, and are still up 8.10% for the month as we speak. Similarly, corn was up as much as 14.50% for the month in April, and is still up 6.8% for the month.
Double Top Formation

Difference Between Technical and Fundamental CTAs

Apr 21, 2016
All commodity trading advisors, whether discretionary or systematic, use a component of technical or fundamental analysis in their investment strategy.
U.S. Baker Hughes Rig Count

March 2016 Global Macro Recap

Apr 13, 2016
In the end March was a pretty straightforward month in terms of news – central banks were dovish and OPEC was bullish.

Making an IRA Contribution to Managed Futures

Mar 28, 2016
Most individuals are not aware that you can invest IRA funds with CTAs/Managed Futures. The procedure to establish a managed futures retirement account is quite simple, and we'll explain the steps here.
Eurozone Unemployment Rate

February 2016 Global Macro Recap

Mar 15, 2016
Central banks and OPEC members vied for the headlines, though the direction was basically the same – bullish on asset prices.
Shows Strength & Direction of Correlation

The Significance of Correlation in Managed Futures

Mar 08, 2016
Correlation - it's a term most everyone is familiar with, especially when it comes to their investments. When aiSource speaks with investors, it seems that a vast majority of people put a strong emphasis on correlation, ultimately altering their decision to include/exclude a CTA from their CTA portfolio. The real question is, how much emphasis should an investor put on correlation?
Managed Futures 101 Infographic

Managed Futures 101: An Introduction

Feb 24, 2016
This short piece covers exactly what managed futures are in a clear visual concept. The infograpic covers many frequently asked questions about investing in managed futures.

Emerging CTAs: Risk Vs. Reward

Feb 23, 2016
There are many benefits and risks of investing with emerging CTAs, and that is why there are some investors that favor investing with emerging CTAs while others stay completely away from them.
Eurozone Unemployment Rate - 2006-2015

January 2016 Global Macro Recap

Feb 10, 2016
The US Federal Reserve kept rates steady in its January meeting but the poor showing of Q4 2015 GDP sparked off speculation that no more rate hikes are likely in 2016. The rest of this article covers the global economy and the impacts the markets.
CTA 2015 performance table

Top Performing Commodity Trading Advisors of 2015

Jan 27, 2016
2015 was a bounce back year for some strategies, but was a down year some strategies that had been performing well in years past. Global macro and diversified commodity CTAs performed well, while many agriculture and livestock CTAs performed poorly.

CTAs' Reaction to the Fed Increasing Rates

Jan 20, 2016
Now that it's been a month since rates were increased, we thought we would take a survey of a few CTAs to see if they notice any immediate changes to the trading environment.
december 2015 currency reserves

December 2015 Global Macro Recap

Jan 14, 2016
The US Federal Reserve stayed true to its messaging with a +0.25% to the targeted Fed Funds midpoint rate of +0.375, making this the first interest rate increase in nine years. The ECB kicked off the central bank holiday festivities with a less-than-expected expansion of its Q€ program, disappointing the markets.
2015 Top FCMs

2015 Top FCMs

Dec 24, 2015
A list of the top Futures Clearing Merchants in the managed futures industry, updated January 2016.
change in nonfarm payrolls

November 2015 Global Macro Recap

Dec 11, 2015
November 2015 Global Macro Recap
Managed Futures Performance - Republican vs Democrat

Democrats vs Republicans: Who's Better for Managed Futures?

Nov 23, 2015
An analysis of managed futures performance, and how the republican or democratic party affect performance.
Southbay EU Shipping Index

October 2015 Global Macro Recap

Nov 18, 2015
October 2015 Global Macro Recap
VAMI Graph - Image 3

Value Added Monthly Index (VAMI) Explained

Nov 02, 2015
Calculating and understanding value added monthly index (VAMI) and how it relates to managed futures investments.

What is a QEP?

Oct 20, 2015
Within the managed futures industry you must have certain requirements in order to be classified as a QEP, or also known as, a qualified eligible person. This article helps explain those requirements.

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Past performance is not necessarily indicative of future results. Trading commodity futures, options, and foreign exchange ("forex") involves substantial risk of loss and is not suitable for all investors. In no way is the advisor of the month a direct recommendation of aiSource or any of its affiliates. Please carefully review the disclosure documents and any other promotional material prior to investing with any program. Managed accounts and/or managed futures are very risky and may not be suitable for all investors. Please consult with a Managed Futures specialists prior to investing.