Author: IASG

  • We Are All Survivors

    | | Alternatives, Analysis

    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 it very little would actually get accomplished. On the other hand, it pays to be a realist as well. This is important when making long-term decisions like investing. In the process it is typical to envision future results by extrapolating from the past. This is … Read more We Are All Survivors
  • February Flash Report

    | | Flash Report

    What’s Up The Trend Following Strategy Index rose above the other indexes last month at 1.58% with the Superfund Group taking the 4 top spots and their Green Gold SICAV program reaching a new high at 8.70% for the month. What’s Down The Discretionary Trader Index was down -0.72% for January followed closely by managers focused on Stock Indexes with a reported loss of -0.20%. The Coronavirus outbreak wreaked havoc in global markets erasing much of the early index gains in the month. Commodities: A Range of Opportunities for 2020 A decline in the U.S. dollar will be an essential … Read more February Flash Report

    | | Outlook

    Sigma Advanced
    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 … Read more COMMODITIES A RANGE OF OPPORTUNITIES FOR 2020
  • January Flash Report

    | | Flash Report

    exterior of the Titanic Belfast museum in Northern Ireland, UK
    What’s Up The Ag trader index beat out the other indexes last month at 1.12% as trade tensions with China eased potentially providing some clarity on demand going into 2020. The Option Strategy index lead the list for 2019 at 8.05% as traders did not have many significant short term moves that provide the biggest challenges to their strategies. Meanwhile, the IASG Trend Following and Systematic Trader indices posted their highest annual returns since 2014. CTA Spotlight Adalpha Asset Management continued their solid performance for the year in December with a 0.68% return to finish the year up over 12%.  Investors are finally taking notice of the 16 years of steady … Read more January Flash Report
  • December Flash Report

    | | Flash Report

    What’s Up The Stock Index Trader Index topped the indexes again last month, up 1.02% and 6.02% for the year. The Systematic Volatility Arbitrage Program (VolArb) by Deep Field Capital led the index. What’s Down AIS Capital‘s MAAP (3x-6x) Composite program’s -9.67% (-12% YTD) drop helped push the Discretionary Trader Index into the red last month at -1.23% and 1.21% for the year. CTA Spotlight: Spring Valley Asset Management Spring Valley Asset Management (part of our Diversified Trader Index) contributed a guest post last month detailing the drivers behind trend following and how each variable impacts CTA performance. Read blog post… … Read more December Flash Report