Outside of the February 2018 short volatility debacle, 2018 started promising for many CTAs. Most CTAs we were allocating to did well month after month until fall. Then, once volatility returned to the markets, the CTAs were not able to capitalize and ended up giving back much of their gains…
The top performing commodity trading advisors through July 2018 has been a mixed bag of varying strategies and market sector specialists. While many CTA indices are reporting negative years so far in 2018, there are many CTAs in aiSource’s pool of approved managers that are having positive performance this year.…
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…
In a recent blog post, we examined why investors should consider managed futures at a time when flows into passive funds continue to push equity valuations higher and volatility remains depressed. In that post, we explained that a growing sense of complacency among investors has led them to overlook mounting…