HEDGEMAVEN

Dashboard for the Hedge Fund Industry

GAM lost over 30% in AuM in 2018 and had to fire star manager for 'gross misconduct'

The post Cantab losses add to GAM’s woes appeared first on CTA Intelligence.


Barclays’ stirring comeback continues: A £1.4 billion profit after 2017’s nearly £2 billion loss! Doubling its dividends! Buybacks for everyone! You get a buyback and you get a buyback and you get a buyback! Take that, Edward Bramson. Handing back capital to shareholders is a good way to undermine ...


Last year around this time, stocks had just given investors a 6% return in the month gone by, after posting 21% in 2017, after averaging about 15% per year in the eight years before that. It seemed like all systems go – business as usual – with a benign VIX reading of 13.50 showing markets […]




Americas   Economic Data for US Q4 2018 GDP as forecasted by the Atlanta Fed ticked higher than last month to +2.7%, with strong employment and wage figures coming into play. However, with the Federal government partial shut-down through January 25th, GDP for Q1 2019 is on the top of everyone’s…

The post Global Economic Review: January 2019 appeared first on aiSource.


Keltner Channel Watch for This Stock: WisdomTree Managed Futures Strategy ETF (:WTMF): 20 Day Lower Band is 38.36961  Herdon Gazette

Many new investors may be frantically researching the best way to study the stock market. It is hard to say with any certainty which approach will work out the.


4 Insurers to Gain Despite Fed's Dovish Stance  Nasdaq

The Federal Reserve's recently released minutes of last month's meeting point to its dovish stance. There is no cue of an interest rate hike in.


Morgan Stanley (MS) and Its Peers Comparing side by side.  The FinHeadLines

As Investment Brokerage - National company, Morgan Stanley (NYSE:MS) is competing with its rivals based on the institutional ownership, profitability, analyst.


4 Insurers to Gain Despite Fed's Dovish Stance  Zacks.com

Despite no interest rate hike in 2019, insurers with strong businesses and solid capital position should outperform.


Barclay CTA Index begins 2019 in negative territory  Opalesque

Barclay CTA Index started the Year 2019 in negative territory falling 0.43% with only two sub-indices posting gains in January.


The CIO of $3.2bn hedge fund manager Segantii prefers to avoid the limelight, but the growth and performance of his fund have attracted plenty of attention over the past 11 years

The post The Segantii story appeared first on AsiaHedge.


Barclay CTA Index starts the year in negative territory  HedgeWeek

Managed futures stumbled out of the gate to start 2019, with the Barclay CTA Index, compiled by BarclayHedge, down 0.43 per cent for the month.


Managed futures stumbled out of the gate to start 2019, with the Barclay CTA Index, compiled by BarclayHedge, down 0.43 per cent for the month.


Gains for Lynx, Transtrend and Florin Court spur optimism, but strategy remains in red

The post CTA performance picks up in early February appeared first on CTA Intelligence.


Marco Lim joins Hong Kong-based MaiCapital as chief strategy officer

The post Ex-Goldman Sachs exec joins Asian crypto quant appeared first on CTA Intelligence.


Barclay CTA Index starts the year in negative territory falling 0.43%; Only two indices gain in January #managedfutures #commodities - https://www.barclayhedge.com/barclay-cta-index-starts-the-year-in-negative-territory-falling-0-43-only-two-indices-gain-in-january/


Everyone in finance remembers 2008--the Global Financial Crisis. Yes, I know, the final downward movement in the stock market was in early 2009. However, many remember 2008 as the year of the crisis. So now we are 10 years removed from the crisis. Why do I mention this? After the crisis, some began to question [...]

Trend-Following: A Decade of Underperformance was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience.


Eurekahedge Hedge Fund Index up 2.32 per cent in January  HedgeWeek

The Eurekahedge Hedge Fund Index was up 2.32 per cent in January, as the risk-on sentiment returned to the market, propelling the MSCI AC World Index ...


Artivest has selected Sudrania Fund Services (Sudrania) to provide shadow fund accounting services for its Altegris mutual fund products.


Artivest selects Sudrania for shadow fund accounting services  Institutional Asset Manager

Artivest has selected Sudrania Fund Services (Sudrania) to provide shadow fund accounting services for its Altegris mutual fund products.


CTAs have increased long fixed income positions, says Lyxor  HedgeCo.net

(Hedgeweek) CTAs have dramatically increased their long fixed income positions over the last quarter according to the latest Weekly Brief from Lyxor's Cross ...


(Hedgeweek) CTAs have dramatically increased their long fixed income positions over the last quarter according to the latest Weekly Brief from Lyxor’s Cross Asset team, and the company is concerned about the impact a bond trend reversal might have on […]


Pettinga Financial Advisors LLC Bought Shares of 23450 JPMorgan Managed Futures Strategy ETF (JPMF)  BharataPress

Pettinga Financial Advisors LLC acquired a new stake in JPMorgan Managed Futures Strategy ETF (NYSEARCA:JPMF) during the fourth quarter, according to ...


Fearless Girl was initially lauded for her power and symbolism. Then she was [un]quietly moved into a less visible role, meaning that there was only one logical step for this pioneering woman on her move up the Wall Street ladder: The feel-good arrangement between State Street ...


2018’s volatile markets helped short-term traders outperform mid-term trend-followers (and the S&P 500). Can they do it again?

The post Short-term programs back in black appeared first on CTA Intelligence.


Inside the CTA black box From PIonline.com: The trading of commodities futures dates to at least the 1850s, and commodity trading advisers represent the second-biggest hedge fund category. Yet meaningful performance measurement of CTAs and adequate benchmarks remain elusive. CTAs are well known ...
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The last time short-term CTAs had a reason to feel good for themselves was almost five years ago. That was…

The post The return of short-term traders appeared first on CTA Intelligence.


Ex-Citadel PM Ron Ozer on his newly launched $160m firm and his bet on natural gas price spikes

The post Statar Capital: Cashing in on volatility appeared first on CTA Intelligence.


The topic of this blog post was inspired by Wes Gray from Alpha Architect. In the text below I limit my attention to following the trends in stock markets. To follow the trend or not? "Marry, and you will regret it; don’t marry, you will also regret it; marry or don’t marry, you will regret [...]

If you had to do a trend following strategy, what would it be and why? was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience.


Monitoring execution quality and optimisation practices must be a focus for managers competing on a global stage

The post Execution: The cost you can manage appeared first on CTA Intelligence.


Markets of larger size brought better outcomes for CTAs last year

The post CTA market-size factor: Bigger was better in 2018 appeared first on CTA Intelligence.


The Gell-Mann amnesia effect may seem to be an interesting behavioral novelty for cocktail conversation, yet it provides an important lesson for doing research in any financial markets.  It is a good story, but you will not find it in any behavioral finance discussion. There is no actual research on this effect. Crichton wrote about it years ago in a posting "Why Speculate?". He actually stated in the article, "I refer to it by this name because I once discussed it with Murray Gell-Mann, and by dropping a famous name I imply greater importance to myself, and to the effect, than it would otherwise have." 


Readers: We'll be visiting the following locations in the near future: 2/26 to 3/1: Portland/Calgary area Wes/Ryan/BrandonWes is speaking at a small conference:Sign up here: https://www.talluscapital.com/events3/4 to 3/6: Kansas City and ChicagoJack/Ryan As a reminder, you can always review our events calendar to see what's cooking at Alpha Architect. Let us know you are in the [...]

Live in Portland, Calgary, Kansas City, or Chicago? Holla! was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience.


WisdomTree Managed Futures Strategy ETF (WTMF) Rises 0.1% for Feb 19  MoneyMakingArticles

Feb 19 is a positive day so far for WisdomTree Managed Futures Strategy ETF (WTMF) as the ETF is active during the day after gaining 0.1% to hit $38.79 per.


Allergan will eventually split top jobs, which hedge fund calls 'lame'  STAT

Appaloosa wrote that the gesture “once again, lays bare your reluctance to hold management accountable for its dismal performance."


We work hard around here…. real hard. Now, it’s not without a little fun now and again, but day in and day out we’re getting to work doing research, building technology, and forging relationships with our clients and the alternative investment managers they invest in. We don’t do it for awards or recognition… who even knew […]


We wanted to share with you one of our most popular blog posts: an updated list of the top FCMs (based on customer funds held in segregation). When doing research in selecting a futures commission merchant, or FCM, (i.e. custodian) to house your managed futures portfolio, it can be difficult…

The post 2019 Top FCMs appeared first on aiSource.



A new study lays out a model for creating a benchmark for commodity trading adviser strategies.


Commentary: Inside the CTA black box  Pensions & Investments

The trading of commodities futures dates to at least the 1850s, and commodity trading advisers represent the second-biggest hedge fund category.


The Parisian $9.6bn quant firm has launched an econophysics and complex system chair with École Polytechnique

The post Quant giant CFM launches research chair in Paris appeared first on CTA Intelligence.


In today’s video, we examine two posts from last week. First, we examine Wes' post on the Size factor. Second, we examine a paper by Tommi examining the distribution of Size and Value returns over various time horizons. Article Links: Is There a Size Effect in the Stock Market?How Risky are the Value [...]

Compound Your Knowledge Episode 5: Size & Value was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience.


Gains for Lynx, Transtrend and Florin Court spur optimism but strategy remains in red

The post CTA performance picks up in February appeared first on EuroHedge.


Artivest Selects Sudrania for Shadow Fund Accounting Services  PRNewswire

NEW YORK and SAN DIEGO, Feb. 19, 2019 /PRNewswire/ -- Artivest has selected Sudrania Fund Services ("Sudrania") to provide shadow fund accounting ...


RJ O'Brien Wins 2019 CTA Intelligence US Services Award For Best Independent FCM - Award Marks Seventh CTA Intelligence Award For RJO And Its UK Affiliate  Exchange News Direct

Chicago-based R.J. O'Brien & Associates (RJO), the oldest and largest independent futures brokerage and clearing firm in the United States, announced that the ...


Stock Tracker: Watching Volatility for WisdomTree Managed Futures Strategy ETF (:WTMF): Month Volatility at 0.33363333  Augusta Review

Investors paying close attention to the daily ebbs and flows of the stock market may be trying to guess which way momentum will swing into the next couple of.


NAV Fund Administration Group Named 'Best CTA Administrator' at CTA Intelligence US Services Awards  Benzinga

OAKBROOK TERRACE, Ill., Feb. 19, 2019 /PRNewswire-PRWeb/ -- NAV Fund Administration Group ("NAV") has been named 'Best CTA Administrator' at the ...


RJ O'Brien Wins 2019 CTA Intelligence US Services Award for Best Independent FCM  PRNewswire

CHICAGO and NEW YORK, Feb. 19, 2019 /PRNewswire/ -- Chicago-based R.J. O'Brien & Associates (RJO), the oldest and largest independent futures ...


Is The Twiggs Reading Correct? Wisdomtree Managed Futures Strategy Fund (WTMF) TMF in Focus  Wheaton Journal

Wisdomtree Managed Futures Strategy Fund (WTMF) shares under being placed under the lens today as the Twiggs Money Flow indicator, or TMF has trickled.


Pettinga Financial Advisors LLC Acquires Shares of 23,450 JPMorgan Managed Futures Strategy ETF (JPMF)  Baseball Daily News

Pettinga Financial Advisors LLC acquired a new stake in JPMorgan Managed Futures Strategy ETF (NYSEARCA:JPMF) during the fourth quarter, according to ...


Now in their sixth year, U.S. awards recognize those service providers to the U.S. managed futures industry that have demonstrated exceptional customer service, innovative product development and grow...


Laxman Pai, Opalesque Asia: CTAs have dramatically increased their long fixed income positions over the last quarter in the hedge fund space, Lyxor said in its Weekly Brief. However, the report said that it is concerned about the impact a bond trend reversal might have on their performance going fo...
Article link


Last week JP Morgan unveiled their plans for a proprietary coin that would help institutions with cross-border payments.  While Jamie Dimon has questioned Bitcoin's legitimacy in the past, it seems he is taking steps to make cryptocurrencies more attractive to his risk-averse corporate customers. JPM Coin, will be controlled by the bank and each coin will be backed by a dollar in JP Morgan accounts.  This gives the coin a more stable value and helps avoid wild price volatility.  We at Hehmeyer Trading + Investments asked a few of our industry friends what they thought of JP Morgan's most recent move.

Nicole Kalajian from Stradley Ronon thi...


Today Feb 18 JPMorgan Managed Futures Strategy ETF (JPMF) Increases 1.12%  Z Tribune

Today, on Feb 18, JPMorgan Managed Futures Strategy ETF (JPMF) looks positive with 1.12% gain so far, reaching $23.56 per share. With net assets of 50.11.


Public Hedge Funds Lin Sun and Melvyn TeoJournal of Financial Economics, forthcomingA version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research Insight category What are the Research Questions? In recent years, there have been a few public listings by mega asset management firms including Amundi Group, [...]

Public Hedge Funds and Their Performance was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience.


Stock markets surge ahead of US, Canada holiday  Born2Invest

The major U.S. indices rose on average 3%. Most are now up 10%-15% on the year. Are we on the cusp of a blow-off move?


Delving into the Stochastic Momentum For Wisdomtree Managed Futures Strategy Fund (WTMF)  Holland Review

The Stochastic Momentum Index (SMI) for Wisdomtree Managed Futures Strategy Fund (WTMF) has pinging above +40, reaching key levels. The most common ...


Horizons Auspice Managed Futures Index ETF (HMF.A) Is Yet to See Trading Action on Feb 17  The FinExaminer

Shares of Horizons Auspice Managed Futures Index ETF (TSE:HMF.A) closed at 8.79 yesterday. Horizons Auspice Managed Futures Index ETF currently has a ...


Meet the boss of one of Europe's top hedge fund performers From FT: Three years ago Bruno Crastes delivered a presentation to bond investors in Miami called "Bye-bye beta, hello alpha" - but the title of the talk could have been: "Bye bye Bill Gross." Mr Crastes,...
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Indicator Watch: Tracking the Numbers on Shares of Wisdomtree Managed Futures Strategy Fund (WTMF)  Olla Journal

Putting the focus on shares of Wisdomtree Managed Futures Strategy Fund (WTMF), we have noted that the SuperTrend indicator is currently above the stock ...


Chaikin Money Flow Indicator Review for WisdomTree Managed Futures Strategy ETF (:WTMF): 20D Level at 0.337892  Hartsburg News

One of the biggest downfalls of the individual investor is not being able to take losses when it becomes necessary. Of course nobody wants to take a loss, but the ...


ProShares Managed Futures Strategy ETF (FUT) Holdings Lifted by BB&T Securities LLC  Baseball Daily News

BB&T Securities LLC raised its holdings in shares of ProShares Managed Futures Strategy ETF (BATS:FUT) by 390.6% in the 4th quarter, according to its most ...


Signal Check: Span A is Below Span B for Wisdomtree Managed Futures Strategy Fund (WTMF)  Bay City Observer

Tracking the levels for Wisdomtree Managed Futures Strategy Fund (WTMF), we have seen that after a recent glance, Span A is currently lower than Span B.


Today Feb 16 First Trust Morningstar Mgd FutsStrt ETF (FMF) Decreases 0.17%  K Reviewer

Today, on Feb 16, First Trust Morningstar Mgd FutsStrt ETF (NYSEARCA:FMF) looks negative with 0.17% gain so far, reaching $44.77 per share. With net assets ...


JPMorgan Managed Futures Strategy ETF (JPMF) Declines 0.04% for Feb 16  MoneyMakingArticles

Feb 16 is a negative day so far for JPMorgan Managed Futures Strategy ETF (JPMF) as the ETF is active during the day after losing 0.04% to hit $23.49 per.


Hehmeyer Trading + Investments and Integritas Financial Consulting have filed a Comment Letter with the CFTC regarding their request for input on Crypto-Asset Mechanics.  In the letter, we state that the CFTC is the best suited agency for ensuring technological progress is used responsibly for the benefit of society rather than to its detriment.   We also urge the Commission to assert anti-fraud and anti-manipulation authority over crypto-asset spot markets since there is reason to believe some crypto asset spot markets may be subject to manipulation and that the products are commodities under the Commission’s definition.

If you are interested in reading the Comment Letter, please click 


It might be a day late, but Jim Chanos has revealed his biggest crush this Valentine's Day. Per CNBC: Famed short-seller and Democratic donor Jim Chanos plans to support former vice president Joe Biden if he runs for president in 2020. "Like many other Americans, I certainly hope Vice President ...


We’re out with our annual Managed Futures/Global Macro Outlook, reviewing what went down on a macro level in 2018, while peering into what the market environment may look like for this asset class in 2019. For a sneak peek, check out our attempt at boiling down the last 10 years of experience in the asset class […]


I was having a discussion about the merits of managed futures relative to other hedge fund styles. Managed futures funds will often have positive skew versus other hedge fund styles. The measurement of skew is tricky and is not present with all managers but for trend-followers who allow profits to accrue, it is more likely. The argument for positive skew is embedded in the behavior of the managers.


Integrated Asset Management Corp (IAM) to Issue Quarterly Dividend of $0.03 on March 8th  PressOracle

Integrated Asset Management Corp (TSE:IAM) announced a quarterly dividend on Wednesday, February 20th, TickerTech reports. Shareholders of record on ...


Why this Swiss giant has significantly cut its CTA exposure  Citywire Selector

Union Bancaire Privée has significantly cut CTA exposure from its hedge fund buy-list, moving from 15 to just two names in its 120 fund list over the past decade.


Grimes & Company Inc. Purchases Shares of 199,745 WisdomTree Managed Futures Strategy Fund (WTMF)  Fairfield Current

Grimes & Company Inc. purchased a new stake in WisdomTree Managed Futures Strategy Fund (NYSEARCA:WTMF) in the fourth quarter, according to the ...


Hedge fund redemptions hit five-year high of USD42.3bn in December  HedgeWeek

Hedge fund redemptions reached USD42.3 billion in December, according to the Barclay Fund Flow Indicator, published by BarclayHedge, the largest monthly ...


Trading Desk: Hull Moving Average Seen at 38.509407 for WisdomTree Managed Futures Strategy ETF (:WTMF)  Stock News Oracle

As investors survey the stock market, they will often look to make the smartest possible decisions when purchasing company shares. Individual investors may ...


NY Biz Advised To Exclude Some Income For Tax Credit  Law360

An investment management company should disregard its income from a previous line of business when calculating its tax factor for a tax elimination credit, the ...


Systematic Alpha Cryptocurrency Master Fund Wins the CTA Intelligence US Performance Awards 2019  Business Wire

Systematic Alpha Management (SAM) was recognized by CTA Intelligence US Performance Awards 2019 in the Best Cryptocurrency Program Category for its ...


London-based systematic manager ends more than 15-year run

The post Quantmetrics closing shop appeared first on CTA Intelligence.


Beacon Pointe Wealth Advisors LLC Invests $527,000 in WisdomTree Managed Futures Strategy Fund (WTMF)  PressOracle

Beacon Pointe Wealth Advisors LLC bought a new stake in WisdomTree Managed Futures Strategy Fund (NYSEARCA:WTMF) during the fourth quarter, ...


Commissioners say reporting and registration could be streamlined by agencies

The post SEC and CFTC open to greater regulatory coordination appeared first on CTA Intelligence.


First Trust Morningstar Mgd FutsStrt ETF (FMF) Rises 0.07% for Feb 14  MoneyMakingArticles

Feb 14 is a positive day so far for First Trust Morningstar Mgd FutsStrt ETF (NYSEARCA:FMF) as the ETF is active during the day after gaining 0.07% to hit.


Three-and-a-half years ago, Tidjane Thiam said it would take three years to turn the increasingly stinky, rotting and oozing wheel of Gruyere that was Credit Suisse into some tasty fondue that shareholders might actually wish to eat. And, like the miracle that is melted dipping cheese sauce, he ...


Is Wisdomtree Managed Futures Strategy Fund (WTMF) Headed Towards a Reversal? STC In Focus  Kentwood Post

Wisdomtree Managed Futures Strategy Fund (WTMF) are in trader's focus this week as the Schaff Trend Cycle indicator has trending higher consistently over ...


CFTC Charges Principal Of A Purported Commodity Trading Firm With Social Media Based Fraudulent Scheme  Exchange News Direct

The Commodity Futures Trading Commission (CFTC) today announced that a federal court in a CFTC enforcement action entered a preliminary injunction ...


Millburn Ridgefield Corporation named management firm as of the year

The post The winners: CTA Intelligence US Awards 2019 appeared first on CTA Intelligence.


Today Feb 14 WisdomTree Managed Futures Strategy ETF (WTMF) Increases 0.26%  The EN Bulletin

Today, on Feb 14, WisdomTree Managed Futures Strategy ETF (WTMF) looks positive with 0.26% gain so far, reaching $38.72 per share. With net assets of ...


One of the oldest and most persuasive arguments in the stock market is that small stocks outperform large stocks.[ref]A version of this showed up in the WSJ.[/ref] Warren Buffett, speaking at the 2013 Berkshire Hathaway Annual Meeting, summarized the sentiment when discussing the disadvantages of managing a huge amount of capital: There's no question size [...]

Is There a Size Effect in the Stock Market? was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience.



Swiss manager sees continuing investor interest in offering

The post GAM alt risk premia strat receives $195m Aussie Super ticket appeared first on HFM InvestHedge.


"Crisis alpha" is used as a quick description of managed futures trend-following, but there has been very little work to explain what the term means. A generic definition is that a crisis is when equity markets have a significant decline, but that definition tells us nothing about what will be the conditions for a crisis or when a crisis will occur.


Checking in on the Indicators for WisdomTree Managed Futures Strategy ETF (:WTMF): Cloud Base Line Reaches 38.435  Northfield Review

Some stock market investors may abide to the saying, nothing ventured nothing gained. Others may operate by following the saying slow and steady wins the ...


Quod Financial Announces That Aspect Capital (Aspect) Has Deployed Their Data-driven Execution Management System (EMS) content=  PR Newswire UK

LONDON, Feb. 14, 2019 /PRNewswire/ -- Quod Financial today announced that Aspect Capital, the $6.7bn systematic investment manager, is implementing ...


CTA Intelligence Awards Redline Trading Solutions for Best Trading and Execution Technology  PR Web

New York, NY (PRWEB) February 14, 2019 -- Redline Trading Solutions, the premier provider of high-performance market data and order execution systems for.


CTA Intelligence Awards Redline Trading Solutions for Best Trading and Execution Technology  Benzinga

NEW YORK, Feb. 14, 2019 /PRNewswire-PRWeb/ -- Redline Trading Solutions, the premier provider of high-performance market data and order execution ...


This is CTA Intelligence's fifth year hosting the US Awards recognizing service providers in the US managed futures industry who have demonstrated exceptional customer service, innovative product ...


We can't make this up. Steve Cohen, sitting in an armchair in the living room of his 51st-floor Midtown Manhattan apartment Tuesday night, had a couple questions for Chris Christie, the candidate he supported for president in the 2016 race. “Who do you think the Democrat nominee is going to be?” ...


Global Oil Production More-or-less stayed constant as OPEC+ declines were met with US increases. OPEC and Russian production cuts agreed upon at the December OPEC meeting quickly came into effect while Venezuela and Libya produced well under their quotas. OPEC oil supply fell in January by the largest amount in…

The post January 2019 Global Commodity Snapshot appeared first on aiSource.


Stock Under the Lens: WisdomTree Managed Futures Strategy ETF (:WTMF): SMA 30 Hits 38.431  Buckner Daily

Investors have many things to keep an eye on when trading the equity market. Riding through the ups and downs that come with market volatility may take some.


Agency to focus on crypto, disruptive trading and trading incentive programmes

The post CFTC sets first ever exam priorities appeared first on CTA Intelligence.


Many have held the view that central bank FX intervention is ineffective. It can be disruptive and have some temporary impact, but central banks cannot make currency markets do what they don’t want to do. Research using public data, a limited sample and mainly focused on floating exchange rate regimes, shows, at best, mixed value for intervention. Nevertheless, intervention does create market frictions and an investor can take advantage of those central bank actions.    The latest economic research based on extensive private central bank intervention data tells a different story and suggests that central bank intervention is effective at


Analysts See $0.08 EPS for Thomson Reuters (TRI); RECKITT BENCKISER GROUP PLC SLOUGH ORDIN (RBGPF) Sellers Decreased By 27.67% Their Shorts  The Yomi Blog

Analysts expect Thomson Reuters Corporation (TSE:TRI) to report $0.08 EPS on February, 14.They anticipate $0.77 EPS change or 90.59% from last quarter's ...


Inside ETFs: Live Blog  ETF.com

Wednesday, Feb. 13, 2019. And that's a wrap for our Inside ETFs 2019 Live Blog! Thank you for reading, and we'll see you next time! 12:30 Swedroe starts ...


Integrated Asset Management Corp. (IAM) Soared 0.46% on Feb 12 | Thorold News  Thorold News

Shares of Integrated Asset Management Corp. (TSE:IAM) last traded at 2.2, representing a move of 0.46%, or 0.01 per share, on volume of 200 shares. After.


Eurekahedge: Hedge Funds Begin 2019 Positively  AlphaWeek

The Eurekahedge Hedge Fund Index rallied +2.22% in January, supported by the global equity market rally which resulted from the Fed's dovish stance and ...


WisdomTree Managed Futures Strategy ETF (WTMF) Rises 0.07% for Feb 12  MoneyMakingArticles

Feb 12 is a positive day so far for WisdomTree Managed Futures Strategy ETF (WTMF) as the ETF is active during the day after gaining 0.07% to hit $38.7 per.


In today’s video, we examine three posts. First, we examine Elisabetta Basilico's post on Manager Sentiment and Stock Returns. Second, we examine a paper by Rich Shaner examining whether financial education actually improve outcomes. Last, we examine an interesting paper from Ray Micaletti about the Smart Money Indicator: A New Risk Management Tool. [...]

Compound Your Knowledge Episode 4: Sentiment, Fin. Education & Smart Money Indicator was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience.


What happened to alternative risk premia returns in 2018? This was a major discussion topic at a UBS risk premia conference last week. It was a difficult year. In fact, it was the worst performance year since 2008, and the decline for many strategies was a multiple standard deviation event. Yet, there is a good opportunity for investors who focus on the longer-run. Since the performance for many risk premia seemed unrelated to macro factors, there is strong potential for mean reversion to longer-term strong positive performance. To extrapolate recent performance as representative of history would be to fall into a recency bias.


Most hedge funds started 2019 on positive note with returns of 2.22 per cent, says Eurekahedge  HedgeWeek

The Eurekahedge Hedge Fund Index rallied 2.22 per cent in January, supported by the global equity market rally which resulted from the Fed's dovish stance ...


Most hedge funds started 2019 on positive note with returns of 2.22  Opalesque

Opalesque Industry Update - The Eurekahedge Hedge Fund Index rallied 2.22% in January, supported by the global equity market rally which resulted from the ...


Wisdomtree Managed Futures Strategy Fund (WTMF) Chikou Sliding Below the Tenkan  Cedarville News

Ichimoku traders are closely watching shares of Wisdomtree Managed Futures Strategy Fund (WTMF) as the equity's price has tipped below the Tenkan moving.


Signal Spotter: Delving into the Chaiken Oscillator For Spectris Plc (SXS.L)  Cedarville News

The DAX managed a slight gain of 0.20%, while the FTSE 100 was underperforming after strong labor market data lifted yields. The index has lifted off lows, but.


(Hedgeweek) Washington State residents Sung Hong a/k/a Lawrence Hong or Laurence Hong, his wife, Hyun Joo Hong a/k/a/ Grace Hong, and their company Pishon Holding, are to pay more than USD1.25 million in restitution in connection with an enforcement action […]


Global economic shifts maybe signaling that hedge fund alpha is on a comeback tour.

The post Investor Outlook 2019: Preparing for the return of alpha appeared first on Absolute Return.



We felt a little guilty being down in Miami at the beginning of the month while Chicago was clocking in at -20 degrees, but the MFA and Context conferences down there each year are the places to be for a group like ours given our roles as allocators, cap intro partner for managers, and as […]




Chris Walvrood keeps a diligent eye on discretionary, systematic macro.

The post Investor Outlook 2019: Aon Hewitt looks to ‘de-risking’ strategies appeared first on Absolute Return.


New fund first debt product since the suspension of star bond manager Tim Haywood

The post GAM launches systematic credit Ucits appeared first on CTA Intelligence.


The efforts of the New York Stock Exchange notwithstanding, Libor is terminally ill. Currently a ward of the British government, it will be euthanized, probably by the end of 2021. The cause of Libor’s final sickness are fairly well established, as is the hopeless of treatment: It turns out that if ...


Volatility Lessons Eugene F. Fama and Kenneth R. French Financial Analysts Journal A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our Academic Research Insight category What are the research questions? The main purpose of this study was to examine the changes in the distribution [...]

How Risky are the Value and Size Premiums? Part 2/2 of Volatility Lessons was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience.


Rothschild Asset Management Has Boosted Its Holding in Nucor (NUE) by $1.04 Million as Stock Price Declined; Guardian Capital LP Trimmed Its Thomson Reuters (TRI) Position by $19.01 Million  The FinReviewer

Rothschild Asset Management Inc increased its stake in Nucor Corp (NUE) by 5.55% based on its latest 2018Q3 regulatory filing with the SEC. Rothschild Asset ...


HFM InvestHedge explores the areas investors, and managers, are looking to in preparation for a downturn

The post Taking credit where it’s due appeared first on HFM InvestHedge.


Pettinga Financial Advisors LLC Invests $594,000 in JPMorgan Managed Futures Strategy ETF (JPMF) Stock  Baseball Daily News

Pettinga Financial Advisors LLC bought a new stake in shares of JPMorgan Managed Futures Strategy ETF (NYSEARCA:JPMF) during the 4th quarter, ...


The $11bn alternatives firm talks to HFM InvestHedge about future-proofing its independence and developing its co-investment capabilities

The post Profile: Flying high with Aetos appeared first on HFM InvestHedge.


“When I think about blockchain and cryptocurrencies, the first thing that comes to mind is the potential for self executing derivatives-- smart contracts with no counterparty risk and no third parties,” said Kevin Darby, Managing Partner at Blue Trading Systems.  “Code that is written into the blockchain can be called upon to send currenc...



Brevan and Brummer funds gain, Rubicon and Aspect Systematic Macro slip

The post Mixed start to 2019 for European macro appeared first on EuroHedge.


Washington State residents Sung Hong a/k/a Lawrence Hong or Laurence Hong, his wife, Hyun Joo Hong a/k/a/ Grace Hong, and their company Pishon Holding, are to pay more than USD1.25 million in restitution in connection with an enforcement action brought by the CFTC charging the defendants with fraudulent solicitation and misappropriation involving futures contracts. 


ProShares Managed Futures Strategy ETF (FUT) Holding Reduced by Jane Street Group LLC  BharataPress

Jane Street Group LLC trimmed its holdings in ProShares Managed Futures Strategy ETF (BATS:FUT) by 41.5% during the third quarter, according to its most ...


How Entrepreneurs Can Fund Their Business: Tips from Paul Saunders, Founder of James River Capital  Premier Gazette

After inspiration for a brilliant business idea strikes, one of the first questions that comes to mind is usually: How will I fund my business? In this article, Paul ...


(Opalesque) In the week ending February 8th 2019, Bloomberg revealed that six out of seven strategies tracked by the firm have advanced. Hedge funds gained 2.9% in January, the first positive return since July, as the rally in stocks offered […]


Investors demand huge fee discounts from asset managers From FT: Bond fund managers have given large investors discounts of more than 30 per cent in a sign of how a combination of low yields and pressure from passive funds has eroded the value of active fixed-income funds. Institutional investors ...
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A wary welcome for activist investors' new tactics From FT: The corporate raiders of yore were supposedly as predictable in their approach as their Norse forerunners. In the 1980s, the likes of Carl Icahn and Nelson Peltz were known for aggressive investor activism aimed at triggering demergers, ma...
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What are the Levels Saying About WisdomTree Managed Futures Strategy ETF (:WTMF)? 20 Day Lower Keltner at 38.32346  MTL News

Investors might be trying to figure out an investment plan that is right for them. Some may opt to go with a short-term plan, and others may choose to invest in ...


The chart shows how frequently the fund's 3M return is positive or negative. Each bar is an observation period (the fund's return over the past 3M, at month's end). The performance data shown in table...


ProShares Managed Futures Strategy (:FUT)'s Pivot Points Reaching Notable Levels: 1Mo Woodie reaches 39.6048  Zeeland Press

Occasionally, a certain stock may perform much higher than expectations, and it may become a much greater percentage of the portfolio. This is typically a good.


Asset Class Scoreboard: January 2019  Seeking Alpha

Investors rushed to remember what a positive month looks like after basically every asset class was down in 2018, with stocks flirting with a rare double-digit.


  By David Drake   For the past two years, blockchain has experienced ups and downs and has not lived up to the expectations of some, especially in the value of cryptocurrencies. Despite this, in its evaluation, Massachusetts Institute of Technology (MIT) expects blockchain to become the norm in 2019. In its review, the institute argues this will happen because […]


ProShares Managed Futures Strategy ETF (FUT) Stake Lessened by Jane Street Group LLC  Baseball Daily News

Jane Street Group LLC trimmed its holdings in ProShares Managed Futures Strategy ETF (BATS:FUT) by 41.5% during the third quarter, according to its most ...


It is a new year and the underperformance of many alternative risk premia strategies in 2018 is now an old memory. Good performance heals past return wounds. While well-constructed alternative risk premia should not be highly correlated to market beta, they will be related to the investment regime. Risk premia are time varying.


Wilder Moving Average Seen Below the Simple Moving Average for Wisdomtree Managed Futures Strategy Fund (WTMF)  Andover Caller

Zooming in on the numbers for Wisdomtree Managed Futures Strategy Fund (WTMF), we have spotted the 21 day Wilder Moving Average below the 50 day SMA ...


Exponential Moving Averages Under Review for WisdomTree Managed Futures Strategy ETF (:WTMF): 50 Day Now at 38.587856  Lakeland Observer

Successful investors have typically created a diversified portfolio that has included proper risk analysis and is designed to withstand various market ...


Can Investors Piggy-Back off of Wisdomtree Managed Futures Strategy Fund (WTMF)'s -1.28% Decline?  Winslow Record

Wisdomtree Managed Futures Strategy Fund shares are showing negative momentum over the past 13 weeks as the stock has clocked in with losses of.


All strategies excluding CTAs in the black at the beginning of the year.

The post Indices: January rebounds after disappointing end to 2018 appeared first on Absolute Return.


First Trust Morningstar Mgd FutsStrt ETF (FMF) Rises 0.11% for Feb 8  MoneyMakingArticles

Feb 8 is a positive day so far for First Trust Morningstar Mgd FutsStrt ETF (NYSEARCA:FMF) as the ETF is active during the day after gaining 0.11% to hit.


René Mooser joins the Zurich-based lender from VZ Quant Portfolio Services

The post Zürcher Kantonalbank taps senior quant developer appeared first on CTA Intelligence.


The 14th annual Absolute Return Awards will honor the top performing managers of 2018.

The post Absolute Return Awards 2018: Final nominations announced appeared first on Absolute Return.


Why David Harding’s £100 million Cambridge donation might save capitalism  Spectator.co.uk

The British are said to be among the most generous people on earth. When it comes to ordinary people scraping together pennies to give to children's…


Today Feb 8 WisdomTree Managed Futures Strategy ETF (WTMF) Rises 0.21%  K Reviewer

Today, on Feb 8, WisdomTree Managed Futures Strategy ETF (WTMF) looks positive with 0.21% gain so far, reaching $38.52 per share. With net assets of ...