Author: IASG

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Advisor Commentary

Quantica Quarterly Insights – Why speed matters

The second half of Q1 2020 turned out to be one of the most volatile periods ever for financial markets. The intensity and speed of the equity market sell-off has been unprecedented and market volatility has reached higher levels than during the peak of the financial crisis in 2008. The design of systematic trend-following programs involves many different building blocks, such as signal generation models, the structure of the investment universe, risk allocation targets between different asset classes, risk management models and portfolio construction methodology.

ceiling
Flash Report

March & April Intra-Month Performance Updates

Wow what a month March turned out to be on the heels of February. During the COVID-19 outbreak we saw a huge volatility surge again in March across almost all asset classes from equities to rates to commodities. We showed a brief intra-month view of several managers we track and, good, bad or indifferent wanted […]

crypto
Uncategorized

IASG Moves Into Crypto Hedge Fund Space With New Managed Account Offering

Institutional Advisory Services Group (IASG) is making a concerted push into the crypto hedge fund space with a new crypto managed account offering. IASG has launched a new website, https://www.iasgcrypto.com/, which tracks the performance of fifteen cryptocurrency hedge fund managers, enabling its high net worth and family office clients to see the performance of these funds […]

Advisor Commentary

Why does our Tail Reaper program work in times of market turmoil?

Why is a trend-following strategy profitable in a crisis? A simple example will suffice. If a short trade is triggered when the return (from some chosen benchmark) exceeds -1%, then the trade will be very profitable if the market ends up dropping -4%. Vice versa for a long trade. (As recent market actions have demonstrated, prices exhibit both left and right tail movements in a crisis.) The trick, of course, is to find the right benchmark for the entry, and to find the right exit condition.

Cayler Capital Logo
Advisor Commentary Commodities

Oil Flood – Case for $15 Oil

Guest post by Brent Belote of Cayler Capital Russia broke the oil market!  Russia and the Saudis have entered into a dangerous game of chicken with each other.  Russia is determined to punish US Oil Producers while the Saudis are attempting to force OPEC+ back in line. To simplify, Russia would not comply with OPEC+ […]

Alternative Investment Strategy

We Are All Survivors

Duncan Coker — Rivercast Capital Management — January 2020 Congratulations if you are reading this article you are a survivor! Granted on some days nothing seems to go right but compared to the alternative life is good. It tends to give us an optimistic outlook as it should. Optimism is a great thing and without […]

Sigma Advanced
Advisor Commentary

COMMODITIES A RANGE OF OPPORTUNITIES FOR 2020

We consider grains to be one of the most exciting markets for this year, an increase in the U.S. grain export will support prices, but only if the U.S. dollar stabilizes or declines. Corn and Wheat seem to be at a discount from their previous years’ price average; a definitive US-China trade deal could impact grains to have sharp moves in the year. We also anticipate an inflow of institutional money into grains that will move futures prices of different expiration. This is an optimal environment for our trading program.

Bears
Managed Futures Education Resources

In Search of Crisis Alpha: A Short Guide to Investing in Managed Futures

By Kathryn M. Kaminski, Ph.D. Senior Investment Analyst,RPM Risk & Portfolio Management  DisclaimerWhile an investment in managed futures can help enhance returns and reduce risk, it can also do just the opposite and, in fact, result in further losses in a portfolio. In addition, studies conducted on managed futures as a whole may not be […]

Spring Valley
Advisor Commentary

Commodity Trading Advisors (CTAs) in Perspective

The following is a guest post from Spring Valley Asset Management: Disclaimer: While investment in managed futures can help enhance returns and reduce risk, it can also do the opposite and result in further losses in a portfolio. In addition, studies conducted on managed futures as a whole may not be indicative of the performance […]

Advisor Commentary

Everyone Loves a Comeback

In February 2018, markets looked pretty dire for many option writers. The VIX had spiked 250% in less than a week and options sold a few days before were selling for many multiples of their original value. The biggest firm in the space, LJM Partners, went under and some of the best names faltered. Tianyou […]

Advisor Commentary

NuWave Investment Management – Politics & Markets

While only time will tell if the potential impeachment of President Donald Trump is more sideshow than substance, the fallout from the impeachment inquiry and any subsequent hearings will likely pale in comparison to the potential ill effects of a destabilizing escalation in the trade war with China, an unanticipated surge in U.S. inflation data (which would, in turn, force the Federal Reserve to tighten rates in an aggressive fashion) or a continuation of the profligate spending policies of a spendthrift Congress. Ultimately, markets either rise or fall based upon the underlying health of the economy – not the political drama being staged in some Congressional hearing on Capitol Hill – and it is likely that the economic policies pursued by the Trump Administration (e.g., tax cuts, jobs growth, fair trade, rising corporate earnings, deregulation, etc.) have made the U.S. economy – and the U.S. stock market – more resilient to all manner of near-term shocks . . . even political ones.

Advisor Commentary

Sigma Advanced Capital – Disruption in the Energy Markets

Today Oil surged around 14% after the Saturday attack on Saudi Arabia Oil processing complex Abqaiq. Meanwhile, there is uncertainty as to if the Aramco will be able to restore full capacity, while the US is blaming Iran for the aerial attacks, increasing geopolitical Risk. 

Managed Futures Education Resources

Frequently Asked Questions About Managed Futures

Individual and institutional investors are increasingly including Managed Futures as part of a diversified investment portfolio as they search for non-traditional and alternative investment opportunit

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