Author: Attain Alternative Blog

A Game of Volatility Chicken

A Game of Volatility Chicken

The question everyone is asking it where does volatility go from here.  It’s at its lowest levels since the 1960’s, despite major economic unknowns like a looming government shutdown and a guy in the White House who was supposed to […]

No Winton, No Index?

No Winton, No Index?

After using the SocGen (formerly Newedge) CTA Index to compare managers against “the field” in some of our recent research, we went to do our usual peek at which managers comprise the index? And surprise, surprise, the largest managed futures […]

What’s wrong with AQR?

What’s wrong with AQR?

We highlighted AQR’s rapid ascension into the big boy ranks of the managed futures space in our recent look at assets under management, showing they’re among the largest managed futures managers, now at about $16 Billion Assets as of the […]