Have you ever had a relationship where after a few months you ask yourself “how did I ever get hooked up with this psycho?” (Or perhaps vice versa.) The tell tale signs of dating disaster in the modern era can come in many forms. You casually add a Facebook friend, which leads to an interrogation that would make the KGB proud. You’re at a party talking to someone attractive, engaging in an interesting conversation and the stare from across the room from your significant other could literally kill you.
Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.
2016 was a rather boring investment year that turned out surprisingly profitable if you used the strategies that worked.
I missed the boat
I largely missed the best strategies boat as... Read More
Odd Risk Dispersion Of Performance Drivers Among Strategies Noted As One Strategy Stands Above Others
All hedge fund strategies appear to be having a strong start to 2015, noted a... Read More
It seems as if Andy Hall of Astenbeck Capital Management, who was once known as the ‘Oil God’ thanks to his skill at predicting the direction of oil markets,... Read More
Yesterday's Gone: Year-End Capital Markets Commentary and Expectations by Research Affiliates
In the latest piece from Research Affiliates, Chris Brightman, chief Investment officer, and Jim Masturzo, Vice President, Product Management,... Read More
The stimulative impact of quantitative easing in the Eurozone is itself easing, a recent Bridgewater Associates strategy document observes, and European growth is slowing. The reason for the relative... Read More
SocGen: "Complacency" indicator implies market top
There’s no shortage of indicators out there, which claim to be able to forecast the beginning of the next bear market. Only few of... Read More
Following the financial crisis there was an odd economic environment, as an eerie calm over once bustling shopping malls and main streets ushered in a period persistently sluggish economic... Read More
Matt Dalio raises capital to fund his social mission, but will it turn a profit as well?
Bridgewater Associates founder Ray Dalio is known for creating a nonconventional work environment... Read More
S&P 500 (INDEXSP:.INX) followed up its July rally with an August correction as risk assets were sold off. The index fell by more than 3 percent overall with utilities and... Read More
Michael Mauboussin is a Managing Director and Head of Global Financial Strategies at Credit Suisse. He’s also a professor of finance at Columbia Business School, and the author of... Read More
