• 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

    ceiling
    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
  • February & March Intra-Month Performance Updates

    | | Flash Report

    What is up? Indexes across the board are showing position returns for February. This heightened volatility has given way to many strategies particularly Systematic Managers with a 1.03% number posted for February. The overall IASG CTA Index is up 0.70% and focuses in on managers with at least 36 months of history. What is down? The IASG Option Index has only a few reported numbers so although showing positive as of today – we anticipate this number to be negative as more managers report. A few managers did perform during February that trade option strategies. Global Sigma BondVol strategy posted a … Read more February & March Intra-Month Performance Updates