• April Flash Report

    | | Flash Report

    Mostly a subdued month despite continued volatility across almost all asset classes. As we await the outcome of the pandemic and us getting back to some sort of new semblance of normal we can almost assuredly expect volatility to remain. With this much Federal Reserve intervention in the markets we are really in unprecedented times. All the broader equity indexes rallied quite a bit in April despite record levels of unemployment and more people looking for work than ever before.  Perhaps the market thinks we will dig out of this and go back to pre crisis spending by Q4 of … Read more April Flash Report
  • Cayler Capital | April Performance Commentary

    | | Commodities, Commodity Trading Advisor, Decision-Making, Managed Futures, Performance

    After finishing off one of the wildest quarters of my trading career, April managed to take the cake.  For those that missed it (not sure how you possibly could have), oil settled negative $37.  The effects of this were immediate: risk barometers had to be recalculated, option models switched, and most importantly was the immediate shock felt as oil producers halted production.  This massive negative price sets the stage for a return to normalcy and bullishness in the energy space: storage has been filled, production has been cut and we are now forecasting stock draws throughout the second half of … Read more Cayler Capital | April Performance Commentary
  • Quantica Quarterly Insights – Why speed matters

    | | Quarterly Report

    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 … Read more Quantica Quarterly Insights – Why speed matters
  • March & April Intra-Month Performance Updates

    | | Flash Report

    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 to update you on the final numbers they produced. Shorter term strategies and tail risk strategies stole the show for March with the ability to capture much of the volatility on both up and down days. Also in the mix was the showdown between Saudi … Read more March & April Intra-Month Performance Updates
  • IASG Moves Into Crypto Hedge Fund Space With New Managed Account Offering

    | | News

    crypto background
    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 before allocating through a managed account structure. IASG launched a fund administration service in 2019 and Executive Vice President JonPaul Jonkheer says that the interest they are seeing in that business from crypto managers was a driver behind launching the new initiative. “We found a … Read more IASG Moves Into Crypto Hedge Fund Space With New Managed Account Offering