Trading Strategy: Triton Bay Capital's program employs systematic short-term strategies that are uncorrelated to both the SG STTI and Long Term indices.| IASG
Revolution Capital Management is a Denver, Colorado-based Limited Liability Company (LLC) that was established in 2004. Revolution is registered with the National Futures Association as a CTA and CPO and has been trading proprietary capital since January 2005. Revolution Capital Management’s products strive to provide diversification of returns within the managed futures space. Recognizing that the majority of commodity trading advisors (CTAs) pursue some type of trend-following strategy, o...| IASG
“A portfolio where everything goes up together is a bad portfolio,” a wise man once told me. Increasingly, this point seems lost on investors who seem to buy every stock market dip with positive results. Much like the Thanksgiving turkey that feels more comfortable with each passing day, the chance of severe loss might get […]| IASG
I was recently interviewed for a few articles and the topic of overlaying strategies was discussed as a potential component of a managed futures portfolio. Realizing this topic is not discussed as much as it should be; it opens the door to a more in-depth understanding of managed futures. It is a topic I cover in my managed futures course at DePaul University.| IASG
It is often said that trend followers provide “crisis alpha.” This means that market stress often benefits their strategies. This follows logically as moves get larger, coordinate together, and run consistently, trading becomes easier. These managers quickly caution that they do not always provide this negative correlation. Price action can swing unpredictably against long-standing trends […]| IASG