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IASG - Managed Futures
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Your Free Resource for Alternative Investments
Your Free Resource for Alternative Investments

25 followers
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The Talenta Multi-Strategy Fund offers investors a range of uncorrelated, systematic and momentum trading strategies http://ow.ly/ZCRC30f4lY4
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Cost of Liquidity – The Hidden Management Fee that needs to be Calculated
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It’s an Electronic Futures World – Now What Do We Do? The Changing Role of Brokerage
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When Markets Disrupt, So Does Performance – June Managed Futures and Outliers
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Using Hedge Fund Pricing as a Weapon – The Firms with Scale Will Squeeze Smaller Firms
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Suffering from Regret in the Hedge Fund World – A Problem for all Investors
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AUM Growth as a Signal of Quality – Is the Herd Right? - It is hard to determine whether one manager is better than another when looking at performance numbers. The sample sizes are often too small to distinguish return differences, so investors often looking for other signals that can be used to suggests one manager is better. One that is often used is growth of AUM. Call it the “wisdom of crowds” signal. If an investor cannot distinguish the return performance between two managers, he wil...
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Trend-Following – A Century of Data Suggests There Is Value - Consistency is critical for any investment style or factor, and it seems that trend-following seems to show it better than most other alternative strategies. It is now almost amusing that when efficient markets ran supreme as the paradigm of choice for market behavior no one was able to find these results, but now that there has been a shift in our views the scales have been lifted from our eyes and we find trend following is acc...
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Is “Directional Volatility” Needed for Trend Followers? - What is needed is volatility coupled with price trends, which Ivarsson refers to as “directional volatility”. “What we at RPM look for is ‘directional volatility’, meaning volatility that drives markets in a certain direction”. – RPM’s executive Vice President Per Ivarsson The concept of directional volatility is elusive. It combines two concepts, the path of prices with the price spread away from the average. The quote is focused on...
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