By RCM Alternatives Eighty-nine percent of futures markets experienced a contraction of volatility in the first six months of 2017, which translates to a lack of trends for typical systematic Managed Futures managers for find Alpha from. Don’t look now
September 2, 2017
Talking Points: The likelihood of tighter monetary policy in both the US and the Euro-Zone has lessened in recent days, potentially helping the British Pound against both. Meanwhile, the latest round of Brexit talks has now ended, removing a possible banana skin.
A key inflation measure, the Personal Consumption Expenditures (PCE) index, remained unchanged year over year in July, per data released on August 31, 2017. It increased 0.1% in July on a monthly basis. Excluding food prices and fuel, core PCE
In my calculations of utilization of labor and capital, there is a derivative of one equation that tells to what extent capacity and labor is being optimized. Here is the graph of current monthly data. As the lines get closer
The stock market ended the month of August positive making it the 10th straight month the S&P 500 was up on a total return basis. In the past two days, it seemed like someone wanted the market to be up for
The planet-sized egos of rock & roll performers are legendary. Few things symbolize this better than the outrageous requests they often make when on tour. These requests are referred to as “riders”, and appear in the contract a tour venue
Fundamental Forecast for CNH: Neutral Asian Stocks Mixed Despite Strong China Data, US Payrolls Loom Asian Stocks Mixed As Jackson Hole Disappoints, Yuan Gains The Chinese Yuan had the largest weekly gain against the U.S. Dollar since January in the offshore
A strong week helped keep the S&P 500’s monthly winning streak alive, although the red-hot NASDAQ had the first negative down month in recent memory. The devastation of Harvey and more provocations by North Korea were overlooked by investors in
Shortly after topping $5,000 (according to several exchanges), Bitcoin began to tumble dramatically – now down almost $500 – erasing all the post-North-Korea missile anxiety gains. Ethereum has crashed even more. In fact, 9 of the 10 largest cryptocurrencies are all
The Nasdaq hits all time highs in a ripping rally this past week, but AAPL displays heavy risk as indicated by the elevated implied volatility. You will want to watch this crucial Labor Day weekend video market update to find
