| |Skew can be an important component of returns. Obviously, investors would like to avoid negative skew, but if an asset with a positive skewed return distribution can be found, it can potentially generate a nice upside stretch with performance. Still, skew is sensitive to outliers and hard to measure. Skew is often generated from mixed distributions; nevertheless, if you can find positive skew investments and can associate this property with specific factors, portfolios can be structured to generate some extra upside return potential by increasing allocations to these assets … Read more Posititve Skew
| |There is no doubt that big swings in the value of the US Dollar have a big impact on global economic growth and also financial markets performances. Between June 2014 and January 2016, as the Dollar rose by over 20%, global equity markets struggled (Emerging Markets suffering the most), commodity prices plunged and deflationary concerns moved front and center. After the Dollar topped in late January, everything has turned around. The Dollar has traded sideways, financial markets have performed pretty well overall and economic concerns have abated. Although it cannot all be about the Dollar, we need to recognize that the Dollar is extremely important for both financial markets and the global economy … Read more Can The World Cope With a Resurgent Dollar?
| |Investment consultants are a force to the reckoned with in the pension world. They advise and drive many pension decisions around the globe … Read more Investment Consultants
| |Managed futures shows good long-term performance versus equities. Yes? No? If you start investing in the SocGen CTA index in 2000 and compare with any end year until 2015, you will shows positive returns as a stand-alone investment. … Read more Managed Futures
| |The modern financial world could not exist without effective central banking. The foundation of this core invention is a trust in banking; a trust that a paper claim can be used as a medium of exchange and a store of value… … Read more Central Banking
- Managed Futures