Is The Trend Your Friend? White Paper from Altegris Advisors

Altegris in a new report titled Is The Trend Your Friend?  on managed futures, disccuses whether or not it is time to invest in managed futures. More details below:

Is The Trend Your Friend? White Paper from Altegris Advisors

Changing Trends Challenging For Market

The past few years have been challenging for managed futures. Due to the dearth of trends, amplified volatility compression, whipsawing between risk-on and risk-off market environments and low interest rates, it has seemed at times like “the perfect storm”.

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But perhaps the perceived crisis in managed futures is not actually a crisis at all, but a time of unique opportunity.

Altegris would suggest that now might be an opportune time to invest in managed futures due to the following:

  •  The prospect of strengthening trends and heightened volatility
  • A more consistent perceived risk environment
  •  Potential for rising rates
  • Historically, managed futures have performed strongly following large drawdowns—just like the recent period of underperformance

Managed futures managers have been generating positive returns this year-to-date from very diverse positioning in the markets.

Attached is a white paper, which provides a detailed analysis and perspective by Matt Osborne, Executive Vice President and Managing Director of Altegris Advisors and a Director of Altegris Funds.

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