Are VIX Strategies a full-blown category?

The VIX futures contract was launched by the Chicago Board of Options Exchange back in 2004.  VIX, which stands for Volatility Index, shows the market’s expectation of the future 30-day volatility of the S&P 500.  The value of the VIX is constructed using implied volatilities of a wide range of…

Read More

The Drawdown Report

Whether you are relatively new to Managed Futures or have been investing in them for some time now, a term you should be familiar with is drawdown. Drawdowns are inevitable and should be expected for every investor. That being said, you can choose strategies or different CTAs that fit your…

Read More

What did Trump do to Volatility?

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…

Read More