Archives

Please enter a search term

Commodities CTA

Avoiding Costly Mistakes in CTA Trading: Key to Consistent Profits

Success in trading is measured in terms of the growth of the account balance. A CTA is not expected to play God and call every twist and turn in the market correctly. Some professional and proven CTA systems are only correct 25-30% of the time and still consistently pull huge profits out of the markets. […]

Commodity Trading Advisor risk management

Energies: DOE Preview for Wednesday, 22 April 2015

Oil futures closed lower on Tuesday.  June WTI finished the day down $1.26 at $56.62 a barrel while June Brent settled at $62.08 down $1.37 on the day.  After being up each day last week and making new highs for the year, oil has been consolidating these gains early this week due to a lack […]

Commodity Trading Advisor risk management

The Importance of Losing in Trading and Investing

I think this article on trading and the markets will slightly differ from anything you have read in that the main focus is “Losing.”  So, why an article on losing? First, I believe that people learn the most from their mistakes or through adversity if they are willing to open their eyes and confront what’s […]

Agriculture Grains

Is Selling Corn the Way to Go? Update: April 21st 2015

(May 15): Futures – Corn values sagging in early trade with the May 15 contract currently trading at 3.72 ¼ lower by 5 ¾ cents with the new crop contract at 3.96 ¼ down 5 cents pegging the May15 vs. Dec15 (Old crop / New crop) spread at 24 cents. The Funds continue to add […]

Alternative Investment Strategy

Money Management & Contrary Opinion Trading

Contrary-opinion trading is perhaps the best solution to market madness and noise; it is a “thinking man’s” trading tool. A Contrarian is a person who takes an opposing view, especially one who rejects the majority opinion, as in economic matters. So, in a nutshell, if a CTA / Money Manager is trading as a contrarian, […]

risk management

How to Measure the Edge of Your Trading Entry Signals

When a CTA or Money Manager is testing or back-testing their entry signals, one of the most important aspects they look at is if the technique’s they are using has a distinct “edge” for the time frame they are trading (short-term, swing, long-term, etc.). Understanding MAE and MFE Positive price movement is when the market […]

Uncategorized

CTA Spotlight: Sagat Capital

Below is an excerpt from a recent interview with Sagat Capital. You can read it in its entirety at their CTA profile by clicking the Due Diligence link in the sidebar and completing the download request form. Market Philosophy and Trading Method IASG: What is your core belief about the markets? What have you learned about […]

Agriculture Commodity Trading Advisor Grains

Kottke Commodities – Market is Pricing Political Risk on the Horizon

Surprisingly strong grain and oilseed prices in recent months bring to mind a joke: One man inquires of another, who’s on hands and knees beneath a streetlight, “Have you lost something?” to which is answered, “My contact lens.” “Where did you lose it?” asks the one. “Over there,” responds the prone, while pointing afar. “Then why are you looking here?” “Because the light’s better.”

Commodity Trading Advisor

Small CTAs getting squeezed out of representation at the NFA

Small CTAs getting squeezed out of representation at the NFA At the upcoming 2015 NFA Board Elections, the nomination committee has decided to run giants Winton and AQR against local heroes James Koutoulas and John Roe of CCC fame.  Where would former MF Global customers be without all of their efforts? CTA/CPO representation would then be […]

Uncategorized

Kottke Commodities – Soybean Demand, not Farmer Holding, Generated Rally

Those of a certain age will remember the “gas crisis” of the 1970’s, when prices at the pump shot to record highs felt keenly in the economy and individual households. Subsequent statistics revealed no decline in imports, domestic production, or refinery run times, i.e., no supply reduction had occurred. It was demand that went wild, touched off by panic over statements out of would-be monopolist OPEC. A substantial percentage of motorists simultaneously acted to keep tanks topped up as security, abruptly increasing purchases to a record peak that could not be met. What seemed prosaic to individuals purchasing an additional five gallons per week was collectively a sudden, vast increase in demand far out of proportion to actual miles driven. Gas lines extended for blocks and media coverage fed the impression of a crisis which drove more to the pumps. Congressmen were quick to decry oil-company gouging, point fingers at speculators, and convene official investigations thereto.

Uncategorized

Kottke Associates – Conventional Wisdom of Supply Bearishness Upended

This fall – the initial quarter of the 2014-15 crop year – has seen more extraordinary and “record” supply/demand events in more separate categories than any such period in memory. Soybeans left over from the previous year’s crop had dwindled to the tightest availability ever relative to pace of usage, followed by the largest soybean and corn crops in history, generating export business in the largest volume of soybean-equivalent (i.e., including soymeal) in history, resulting in the largest U.S. soybean export-loading week in history – to name just a few.

Commodities

Are cocoa traders making money on the Ebola scare ?

David Martin of Martin Fund Management recently posted this article on PBS Newshour:

Managed Futures Volatility

Red Rock Capital – An Honest Update on the Trend Following Landscape

Trend following is the most prevalent strategy utilized throughout the managed futures industry. What is the best way to objectively analyze, measure, and compare the performance of a particular group of trend following CTAs? Last fall we attempted to answer this question by publishing a research paper that introduced our own metric that measures and compares the “goodness” of similar managers’ returns. This article updates that original piece, and the measurements and ranking methodology that we initially introduced remain the same.

[Page 74 of 80 ]