Author: IASG

  • September Flash Report

    | | Flash Report

    This month's return attribution saw reversals for many of the systematic managers with equity market pullbacks and US Dollar weakening contributing to losses. It was certainly a struggle across all trend/systems based strategies for the month with the Trend Index currently posting -3.02. One bright spot was in agriculture with the Agricultural Index up 1.06% for September. Managers focusing on grains and livestock have finally shown some life in what has been an otherwise uneventful last few years. China appears to be making good on their trade deal with the U.S. as seen in their corn and soybean purchases. China … Read more September Flash Report
  • Webinar on Market Volatility in the Covid era

    | | Futures, Volatility, Webinar

    Tune in October 7th at 4pm CDT to listen to Ernie Chan from QTS Capital and Damon Pavlatos talk about how they view and trade volatility around major world events. This event is sponsored in part by IASG Fund Services. Dr. Ernest Chan Damon Pavlatos Exogenous events affect the financial markets with downside volatility. Technical trading professionals use tools to anticipate and react. Quantitative traders use data sets to program their trading strategies. From implied volatility to correlation studies, volatility trading pros use their own systems to embrace or fade pricing uncertainty in the financial markets during uncertain times.   … Read more Webinar on Market Volatility in the Covid era
  • August Flash Report

    | | Flash Report

    August for the most part had dampened volatility across most asset classes which produced mostly flat returns for CTAs. Policy changes seem to be the new theme from the Fed as they have changed inflation targets to place more emphasis on employment. How this will translate for market participants we should start seeing between now and the end of 2020. Elections in the United States and relations with China will also be market influencers. The IASG CTA Index for August is +0.40% with only 50% of managers reporting as of today. Index focused traders as would be expected produced +1.91% … Read more August Flash Report
  • July Flash Report

    | | Flash Report

    Another very interesting month for trading as almost all strategies performed with positive results in July. Stock markets continue to rise amidst continued uncertainty regarding the global economy. It feels like we are waiting for the other shoe to drop. Precious metals has gone parabolic. Gold gets the headlines but Silver has jumped considerably. Bonds have held steady and are ripe for a breakout. With continued uncertainty in markets sure to cause disruption ahead we believe strategies long and short across different sectors should capture market volatility. The IASG CTA Index for July is +2.74% with Diversified managers leading with … Read more July Flash Report
  • June Flash Report

    | | Flash Report

    Are we still in a classic bear market rally? Or is this simply a continuation of the bull market? These are questions that no one can really answer as we are starting to see modest recovery in unemployment and parts of the economy coming back to life. The narrative has not changed much from the previous month as we see slight gains across most sectors in our CTA Indexes. This month the Agriculture index +1.65 and Stock Index focused managers +1.60 leading the way. Volatility remains in equities which gave way to shorter term traders specializing in indicies. Trend focused … Read more June Flash Report