Category: Flash Report

  • December Flash Report

    | | Flash Report

    December finally ends a year we are all looking to put behind us. Every facet of our lives was touched by the Pandemic and we are still learning to cope with affects of the virus. Along with Covid we faced, political turmoil in the U.S. with President elect Biden taking office in 2021 and Democrats having full control, Brexit finally materialized in the U.K., China following through with their trade agreement purchasing obligations we find ourselves entering 2021 with change across multiple fronts. It will be interesting to see how markets react in 2021 to what we left in 2020 … Read more December Flash Report
  • November Flash Report

    | | Flash Report

    November saw a significant increase globally in equity market with many indexes reaching all time new highs. Much of the globe appears to be factoring in the widespread distribution of the COVID vaccine. Bonds have been for the most part unaffected and are not the balance to the equites markets as has been considered the historical norm. Agriculture and commodities in general have continued to show life particularly in the grains. Another common trend has been short USD. The IASG indexes showed strength across the board with Trend Following +3.37% leading the way followed by Stock Index Traders 2.64%. CTA … Read more November Flash Report
  • 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
  • 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