“Trend following investment strategies seek to invest in positive trending assets and avoid those with negative trends.”
Is trend following market timing? – (NewFound Research)
Mr. Meehan’s tendency to hold far more bullish than bearish wagers in areas such as junk bonds also turned against him as markets viewed as risky began to sell off en masse.
This Tiger Cub Giant Is Betting On Banks And Tech Stocks In The Recovery
The first two months of the third quarter were the best months for D1 Capital Partners' public portfolio since inception, that's according to a copy of the firm's August update, which ValueWalk has been able to review. Q2 2020 hedge fund letters, conferences and more According to the update, D1's public portfolio returned 20.1% gross Read More
Bad Bets Take Down a Pair of Hedge Funds — (Wall Street Journal)
“So he isn’t just some ordinary Joe with a computer and a bunch of back-testing software. He has clearly thought about what makes a good systematic trader and a good systematically-driven portfolio. We can be grateful that he decided to share his insights with us.”
Carver, Systematic Trading – (Seeking Alpha)
“Mr. Sanders wants to tax stock trades at 0.5 percent of the value of the transaction, 0.1 percent for bonds and 0.005 percent for derivatives.”
Sanders Tax Plan – (The New York Times)
China is seeking to assert its growing influence on global oil markets with a yuan-denominated crude futures contract expected to be launched this year.
China eyes oil markets shake-up with new crude futures contract – (Business Times)
Eurex Exchange, the international derivatives market of Deutsche Börse Group, will launch a new equity index contract on 28 October 2015. The Mini DAX Futures will be offered in addition to the existing DAX Futures (FDAX). Its key distinguishing feature is the significantly lower contract value, at only a fifth of the DAX Futures.
Eurex launches Mini DAX Futures – (Mondovisione)
How much of your portfolio should you devote to alternatives? Chris Geczy, an adjunct professor of finance at the University of Pennsylvania’s Wharton School, suggests at least 10% of your assets, which should provide some cushion when the stock market tanks.
Alternative Investments Offer Stability in a Rocky Market — (Nasdaq)
Arrow Investment Advisors, the advisor to Arrow Funds and ArrowShares, is pleased to announce that it has partnered with DUNN Capital Management, LLC
Arrow Funds Provides First-Time Mutual Fund Access to DUNN Capital Management, Commodity Trading Advisor (CTA) Pioneer – (Money CNN)
There will be more focus on economic numbers this quarter than what we have seen in quarter three. Volatility has come down from highs but risks have been going up.
October Global Macro Themes on One Page – (Lakewood Views)