Eurkeahedge: Hedge Funds Down In May - AlphaWeek
3mos ago

AlphaWeek - Industry tracker Eurkeahedge published its monthly update today, seeing the flagship Eurekahedge Hedge Fund Index slump 0.63% in May as hedge fund ...

Industry Headlines:

AlphaWeek - The move signifies Metori's move into the U.S. marketplace.


TechNewsObserver - First Trust Morningstar Managed Futures Strategy Fund (NYSEARCA:FMF) shares traded down 0.2% on Thursday . The stock traded as low as $44.61 and last ...


CryptoVibes - The National Futures Association has brought administrative charges against Fortress Capital, Inc. for helping its client circumvent regulations.


Goodwell Gazette - Monitoring the signals for JPM Managed Futures Strategy ETF (JPMF), we have seen that the Percentage Price Oscillator is currently lower than the signal line.


DEC CORN It took a slightly bearish Sept USDA Report last Thur to “stop the bleeding” – and Even more – put in a seasonal [...]


Here are Price Futures expectations for the upcoming USDA September Quarterly US Soybean and Corn Stocks Report being issued on September 30. Hopefully, this information [...]


Finance Magnates - George Ashkar, a former sole principal of Fortress, agreed not to apply for associate membership or principal status with the NFA for five years.


FinanceFeeds - The firm has repeatedly submitted inaccurate financial statements and net capital calculations to NFA. The United States National Futures Association (NFA) has ...


Slater Sentinel - WisdomTree Managed Futures Strategy Fund (NYSEARCA:WTMF)'s share price was up 0.3% during mid-day trading on Wednesday . The stock traded as high ...


Goodwell Gazette - Tracking the numbers for Mstar Managed Futures Strategy Fund FT (FMF), we have spotted the PPO below the signal line. Traders may be checking this reading ...


The market has very little weather premium built into the market as forecasts look non-threatening.U.S benchmarks are set for a higher Quadruple Witching open, or ‘closing’ of the September futures and options contracts at the 8:30 am CT bell.December corn futures were able to recover from early weakness in yesterday’s session as money flow and technicals continue to look constructive.The Fed met expectations yesterday by cutting rates and although U.S benchmarks swung briefly in both directions, they are right where they were leading up to the policy decision. FOMC members poured cold water over the action by not forecasting additional cuts this year.April live cattle managed to work back towards yesterday’s/last week’s highs, just shy of 116.The grain market giveth and the market taketh, that was the theme in yesterday’s trade. Profit-taking coupled with a retreat in oil prices led to weakness in yesterday’s session.U.S benchmarks jumped to session highs on yesterday’s close and ahead of today’s big Fed decision. For the last two months, the Federal Reserve has been fully expected to cut rates with nearly a 100% probability.Corn futures sprang higher yesterday on the headlines around the energy sector spiking oil prices which trickles down into strength in ethanol and corn.U.S benchmarks are holding at least 1% from their near record-setting swing highs last week.The market managed to rally in the back half of the week, following a “blah” USDA report. We view the inability to break the market on a bearish report as a big positive.


We have the Cattle on Feed report at 2:00 P.M. On the Corn front Mexico is importing at record numbers on Corn and Soybeans even [...]


While most of the oil trade was focused on comments coming out of Iran and Saudi Arabia, tropical depression Imelda delivered a sucker punch to [...]


Opening Quote: RBS picks Rose to be its new chief as challenges mount  Financial TimesAlison Rose will become the first woman to lead one of the UK's top banks in November, after being confirmed as the successor to the Royal Bank of Scotland ...


Current Industry - Like a Recent Prince of Bel-Air flashback from the early 1990s, Center East violence and geopolitical fears shot again into commodity merchants' lexic The post appeared first on currentindustry..


Seeking Alpha - Middle East violence and geopolitical fears shot back into commodity traders' lexicon Monday. The headline about oil spiking most in history is a little bit of.


U.S benchmarks are set for a higher Quadruple Witching open, or ‘closing’ of the September futures and options contracts at the 8:30 am CT bell.


While an approved bitcoin ETF would be a positive headline for sentiment, we do not think it is necessary for bitcoin and crypto to see broad-based investment adoption.


While most of the oil trade was focused on comments coming out of Iran and Saudi Arabia, tropical depression Imelda delivered a sucker punch to the Texas coast. Unrelenting rains flooded shut refineries. Cut power to others and shut down a distillate pipeline.


Exchange News Direct - The U.S. Commodity Futures Trading Commission announced the filing of a civil enforcement action in the U.S. District Court for the Eastern District of Virginia ...


December corn futures were able to recover from early weakness in yesterday’s session as money flow and technicals continue to look constructive.The Fed met expectations yesterday by cutting rates and although U.S benchmarks swung briefly in both directions, they are right where they were leading up to the policy decision. FOMC members poured cold water over the action by not forecasting additional cuts this year.April live cattle managed to work back towards yesterday’s/last week’s highs, just shy of 116.The grain market giveth and the market taketh, that was the theme in yesterday’s trade. Profit-taking coupled with a retreat in oil prices led to weakness in yesterday’s session.U.S benchmarks jumped to session highs on yesterday’s close and ahead of today’s big Fed decision. For the last two months, the Federal Reserve has been fully expected to cut rates with nearly a 100% probability.Corn futures sprang higher yesterday on the headlines around the energy sector spiking oil prices which trickles down into strength in ethanol and corn.U.S benchmarks are holding at least 1% from their near record-setting swing highs last week.The market managed to rally in the back half of the week, following a “blah” USDA report. We view the inability to break the market on a bearish report as a big positive.U.S benchmarks are battling to pare losses after opening lower amid geopolitical shock due to the drone attacks Saturday on a Saudi Arabian oil facility. The Abqaiq facility is known to be the most important in the world.We got two new headlines last night, one that said the U.S. would delay the increase in tariffs until October 15th. The other was that Taiwan would step in and buy 3.6 billion dollars in American agricultural products.


Reconsidering Returns Samuel M Hartzmark, David H. SolomonA version of this paper can be foundhereWant to read our summaries of academic finance papers? Check out ourAcademic Research Insightcategory. What are the Research Questions? The easiest question in finance is, "what did the market do yesterday?" Even if you didn't happen to memorize the return of [...] - was originally published at . Please read the Alpha Architect at your convenience.


MORNING GRAINS COMMENTS Jack Scoville Thursday, September 19, 2019 Price Futures Group, CBOT Chicago, IL (312) 264-4322 [email protected] JSL, SA de [...]


We kickoff the day with Export Sales and Jobless Claims at 7:30 A.M., followed by EIA Gas Storage at 9:30 A.M. Yesterday the FED cut [...]


Dec. Bonds are currently 14 higher at 160’18, 10 Yr. Notes 5 higher at 129’17.5 and 5 Yr. Notes2.25 higher at 118’22.5. Yesterday the FOMC [...]


The Fed met expectations yesterday by cutting rates and although U.S benchmarks swung briefly in both directions, they are right where they were leading up to the policy decision. FOMC members poured cold water over the action by not forecasting additional cuts this year.


Langdon Ledger - Mstar Managed Futures Strategy Fund FT (FMF) touched 44.68 on a recent bid indicating that the Tenkan line is still hovering above the Kijun Sen.


Crude oil prices backed off after it appeared that President Trump backed off from war. As the blame for the weekend attacks on the Abqaiq [...]


Avondale Advocate - Ichimoku traders are closely watching shares of Wisdomtree Managed Futures Strategy Fund (WTMF) as the equity's price has tipped below the Tenkan moving.


Crude oil prices backed off after it appeared that President Trump backed off from war. As the blame for the weekend attacks is being pointed towards Iran.


Given the backdrop, there was a surprising lack of overnight activity. Futures zig-zagged in a relatively tight range of 5.5-6.0 ticks for the remainder of the session.


Binance Coin (BNB) Has Had Poor Performance Lately, With The Exchange Suffering Several Setbacks - We Provide An Overview And Insights


Reuters - Mediatrix Capital said its clients went five years without a single monthly loss. It said it won an award as top global asset manager for its returns over that time.


WTVB News - By Jonathan Stempel (Reuters) - Mediatrix Capital said its clients went five years without a single monthly loss. It said it won an award as top global asset ...


Here is a link to our podcast on "The ETF Prime Podcast": ETF.com’s Drew Voros offers his perspective on ESG investing, includinghighlighting the example of Facebook. Tune to the ~22 minute mark to hearAlpha Architect’sRyan Kirlin voices concerns over ESG and explains why investors should keep a skeptical eye. Validea’s John Reese spotlights theValidea Market [...] - was originally published at . Please read the Alpha Architect at your convenience.


Langdon Ledger - After a recent market check, we have noted that the Ultimate Oscillator reading is under 40 on shares of Wisdomtree Managed Futures Strategy Fund (WTMF).


The grain market giveth and the market taketh, that was the theme in yesterday’s trade. Profit-taking coupled with a retreat in oil prices led to weakness in yesterday’s session.U.S benchmarks jumped to session highs on yesterday’s close and ahead of today’s big Fed decision. For the last two months, the Federal Reserve has been fully expected to cut rates with nearly a 100% probability.Corn futures sprang higher yesterday on the headlines around the energy sector spiking oil prices which trickles down into strength in ethanol and corn.U.S benchmarks are holding at least 1% from their near record-setting swing highs last week.The market managed to rally in the back half of the week, following a “blah” USDA report. We view the inability to break the market on a bearish report as a big positive.U.S benchmarks are battling to pare losses after opening lower amid geopolitical shock due to the drone attacks Saturday on a Saudi Arabian oil facility. The Abqaiq facility is known to be the most important in the world.We got two new headlines last night, one that said the U.S. would delay the increase in tariffs until October 15th. The other was that Taiwan would step in and buy 3.6 billion dollars in American agricultural products. Padding a stellar session yesterday, U.S benchmarks surged into the close and extended gains overnight to a high of 3020.In the Midday Market Minute, we pointed to the likeliness of our upside target at 3004 being achieved into the settlement and at the least ahead of today’s ECB policy announcement.Grain trader's attention will now turn to Thursday’s USDA report. Bolton fired and the next headline that says the US and China will be meeting to discuss trade (which is inevitable) will suddenly carry a little more weight.U.S benchmarks are on the positive side of flat this morning with Thursday’s ECB interest rate decision and U.S CPI data looming. First, price action spiked late last night after China published a list of products that won’t be subject to the 25% tariff.


DJ Analysts’ Estimates for September USDA Cattle-On-Feed Report The following estimates, as compiled by the Wall Street Journal for the nation’s feedyards with a [...]


Auburn Digest - Monitoring the levels for Managed Futures Strategy Proshares (FUT), we have made a note that the UO level is presently below 40. With the UO reading below ...


We kickoff the day with Housing Starts & Permits at 7:30 A.M., EIA Energy Stocks at 9:30 A.M., Dairy Product Sales at 2:00 P.M. and [...]


After hours of wild speculation about how fast Saudi Arabian oil infrastructure could come back, a definitive statement by the Saudi oil minster seemed to [...]


PR Web - FAIRFIELD, Iowa (PRWEB) September 18, 2019 -- Hedge fund redemptions slowed from the prior month's pace in July, though outflows continued for a second.


Auburn Digest - Looking further at shares of Mstar Managed Futures Strategy Fund FT (FMF), we have seen that the Ultimate Oscillator reading is currently below 40. Traders.


Addison Gazette - Following the Ultimate Oscillator reading for JPM Managed Futures Strategy ETF (JPMF), we have recorded that the Ultimate Oscillator is presently below the 40 ...


Economic Times - An aggressive sell-off this month has reversed much of the yield drop.


HedgeWeek - An ongoing bond market rally that pushed 30-year US Treasury and German bond yields to all-time lows helped to propel managed futures funds to a profitable ...


Opalesque - Opalesque Industry Update - An ongoing bond market rally that pushed 30-year US Treasury and German bond yields to all-time lows helped to propel ...


It appears the lows may have been put in the December cocoa futures contracts. Although the contract has hit overbought levels, the technicals and fundamentals are working together to get prices back to 2500.


The grain market giveth and the market taketh, that was the theme in yesterday’s trade. Profit-taking coupled with a retreat in oil prices led to weakness in yesterday’s session.


After hours of wild speculation about how fast Saudi Arabian oil infrastructure could come back, a definitive statement by the Saudi oil minister seemed to end the debate. Or did it?


April live cattle managed to work back towards yesterday’s/last week’s highs, just shy of 116.


AlphaWeek - NFA found Systra, Kopp provided false information about Kopp's trading activities.


AlphaWeek - Bond market rally, ag selling and gold buying help managed futures gain as equity markets stumble.


Crop Progress Date 15-Sep 8-Sep 2018 Avg Cotton Bolls Opening 54 43 48 47 Cotton Harvested 9 7 13 8 Corn [...]


Factor Investing from Concept to Implementation Eduard van Gelderen, Joop Huij, and Georgi KyosevWorking paperA version of this paper can be foundhere[ref]hat tip to Art Johnson for mentioning this paper![/ref] What are the research questions? There is a substantial debate on the topic of factor investing and whether or not the "backtested" excess returns are [...] - was originally published at . Please read the Alpha Architect at your convenience.


Corn futures sprang higher yesterday on the headlines around the energy sector spiking oil prices which trickles down into strength in ethanol and corn.U.S benchmarks are holding at least 1% from their near record-setting swing highs last week.The market managed to rally in the back half of the week, following a “blah” USDA report. We view the inability to break the market on a bearish report as a big positive.U.S benchmarks are battling to pare losses after opening lower amid geopolitical shock due to the drone attacks Saturday on a Saudi Arabian oil facility. The Abqaiq facility is known to be the most important in the world.We got two new headlines last night, one that said the U.S. would delay the increase in tariffs until October 15th. The other was that Taiwan would step in and buy 3.6 billion dollars in American agricultural products. Padding a stellar session yesterday, U.S benchmarks surged into the close and extended gains overnight to a high of 3020.In the Midday Market Minute, we pointed to the likeliness of our upside target at 3004 being achieved into the settlement and at the least ahead of today’s ECB policy announcement.Grain trader's attention will now turn to Thursday’s USDA report. Bolton fired and the next headline that says the US and China will be meeting to discuss trade (which is inevitable) will suddenly carry a little more weight.U.S benchmarks are on the positive side of flat this morning with Thursday’s ECB interest rate decision and U.S CPI data looming. First, price action spiked late last night after China published a list of products that won’t be subject to the 25% tariff.Grain trader's attention will now turn to Thursday’s USDA report.U.S benchmarks have edged ever so slightly lower since yesterday’s peak. Major three-star support has buoyed the tape and although we’ve seen worsening economic data from China and Japan overnight, both the poor PPI and Machinery Orders respectively were anticipated.


PR Web - An ongoing bond market rally that pushed 30-year US Treasury and German bond yields to all-time lows helped to propel managed futures funds to a profitable ...


We kickoff the day with Capacity Utilization and Industrial Production at 8:15 A.M., API Energy Stocks at 3:30 P.M. and the FOMC meeting today and [...]


President Trump said he was locked and loaded in the tweet but later seemed to suggest that there may be no response at all to [...]


Today Oil surged around 14% after the Saturday attack on Saudi Arabia Oil processing complex Abqaiq. Meanwhile, there is uncertainty as to if the Aramco will be able to restore full capacity, while the US is blaming Iran for the aerial attacks, increasing geopolitical Risk.


With most of the focus on overnight financing, Eurodollar futures proceeded to trade in a 5-6 tick range across most expirations. Most of the action was focused on upside structures, except for one prominent trade.


U.S benchmarks are holding at least 1% from their near record-setting swing highs last week.


Crude oilprices are trying to stabilize after the record-breaking session yesterday as traders are coming to grips on an attack of Saudi oil fields and processing plants.


JD Supra - An interdealer broker agreed to pay a fine of US $13 million to the Commodity Futures Trading Commission to resolve charges that it failed to supervise brokers ...


The investment seeks to achieve positive long term absolute returns with low correlation to broad equity and fixed income market returns. The fund invests generally between 60% to 80% of its assets ...


DJ CBOT Delivery Intentions: Totals – Sep 16 Source: CME Group Contract Quantity Next Trade Commodity Month Delivery Day Assigned Today Date [...]


The market managed to rally in the back half of the week, following a “blah” USDA report. We view the inability to break the market on a bearish report as a big positive.U.S benchmarks are battling to pare losses after opening lower amid geopolitical shock due to the drone attacks Saturday on a Saudi Arabian oil facility. The Abqaiq facility is known to be the most important in the world.We got two new headlines last night, one that said the U.S. would delay the increase in tariffs until October 15th. The other was that Taiwan would step in and buy 3.6 billion dollars in American agricultural products. Padding a stellar session yesterday, U.S benchmarks surged into the close and extended gains overnight to a high of 3020.In the Midday Market Minute, we pointed to the likeliness of our upside target at 3004 being achieved into the settlement and at the least ahead of today’s ECB policy announcement.Grain trader's attention will now turn to Thursday’s USDA report. Bolton fired and the next headline that says the US and China will be meeting to discuss trade (which is inevitable) will suddenly carry a little more weight.U.S benchmarks are on the positive side of flat this morning with Thursday’s ECB interest rate decision and U.S CPI data looming. First, price action spiked late last night after China published a list of products that won’t be subject to the 25% tariff.Grain trader's attention will now turn to Thursday’s USDA report.U.S benchmarks have edged ever so slightly lower since yesterday’s peak. Major three-star support has buoyed the tape and although we’ve seen worsening economic data from China and Japan overnight, both the poor PPI and Machinery Orders respectively were anticipated.It has been a race to zero between cash cattle and the board, yesterday cash made another big drop with reports of 96 in the South and 97 being paid in the North by a major.December corn futures marked new contract lows last week and finished near the low end of the week’s range. The technicals remain extremely weak, but bulls are hopeful that this week’s fundamental calendar will start turning the tide.


Explaining the Demise of Value Investing Baruch Lev and Anup Srivastava A version of this paper can be foundhereWant to read our summaries of academic finance papers? Check out our Academic Research Insight category What are the research questions? It's no secret that value has had a bad bout of performance in recent memory. This [...] - was originally published at . Please read the Alpha Architect at your convenience.


Wright Daily - Traders might be following the technicals on shares of Mstar Managed Futures Strategy Fund FT (FMF). after a recent check, we have noticed that the PPOH ...


Americas US Economic Data showed a slightly slowing Q2 GDP growth at +2.0% annualized, and the Atlanta branch of the Federal Reserve forecasted only a +1.5% annualized rate for Q3 on lower trade and business investment. Payrolls grew at +130,000 for August, lower than expected despite a 25,000 boost… - The post appeared first on managedfuturesinvesting


Addison Gazette - The Percentage Price Oscillator Histogram trend indicator is currently under zero on shares of Managed Futures Strategy Proshares (FUT). Active traders may ...


Respect for the Aged Day in Japan and we kickoff our day with Export Inspections at 10:00 A.M., NOPA Crush at 11:00 A.M. and Crop [...]


Gracemont Gazette - Focusing on shares of JPM Managed Futures Strategy ETF (JPMF), we have noted that the Percentage Price Oscillator Histogram line is currently below zero.


The weekend attack on the Saudi Arabian oil facilities over the weekend is historic and changes the complexion of risk going forward. Oil prices hit [...]


Wright Daily - The Percentage Price Oscillator Histogram trend indicator is currently under zero on shares of Wisdomtree Managed Futures Strategy Fund (WTMF).


Lexology - Tullett Prebon Americas Inc., a Commodity Futures Trading Commission-registered introducing broker and an interdealer broker, settled two enforcement ...


Slater Sentinel - JPMorgan Chase & Co. decreased its position in JPMorgan Managed Futures Strategy ETF (NYSEARCA:JPMF) by 4.5% in the 2nd quarter, according to the ...


TechNewsObserver - JPMorgan Chase & Co. decreased its position in JPMorgan Managed Futures Strategy ETF (NYSEARCA:JPMF) by 4.5% in the 2nd quarter, according to the ...


MarketWatch - Stories resonating with MarketWatch readers this past week.


Pensions & Investments - Institutional investors increasingly are asking for — and receiving — customized versions of flagship hedge fund strategies that better meet their investment ...


The weekend attack on the Saudi Arabian oil facilities over the weekend is historic and changes the complexion of risk going forward. Oil prices hit the 7% circuit break on the night session paused and went higher as the market tries to adjust to the biggest supply outage in history.


Surprisingly quiet overnight, given the backdrop of oil news. Less than 100K options traded overnight. Futures also moved within tight ranges, the bulk of the expirations had just a 5.5 tick range. No real economic numbers and waiting for fed kept things tame throughout the session.


Trades we are monitoring today. Volatility in Eurodollar (rates) looks very vulnerable despite falling last week. It still is an attractive sell.


U.S benchmarks are battling to pare losses after opening lower amid geopolitical shock due to the drone attacks Saturday on a Saudi Arabian oil facility. The Abqaiq facility is known to be the most important in the world.


More of the same to start the week with crypto prices mixed and volumes quiet. Bitcoin has almost exclusively traded in a $200 band since Thursday.


Goodwell Gazette - iM DBi Managed Futures Strategy ETF (DBMF) shares have been sparking interest of late as the volume moving average (VMA) has climbed steadily over the ...


Auburn Digest - ProShares Managed Futures Strategy ETF (FUT) shares have been sparking interest of late as the volume moving average (VMA) has climbed steadily over the.


Every minute of every trading day, trading signals are assessed on a portfolio of30 futures marketsand tracked in a veryhigh level of transparency and accountability.


Every minute of every trading day, trading signals are assessed on a portfolio of30 futures marketsand tracked in a veryhigh level of transparency and accountability.


Every minute of every trading day, trading signals are assessed on a portfolio of30 futures marketsand tracked in a veryhigh level of transparency and accountability.


Every minute of every trading day, trading signals are assessed on a portfolio of30 futures marketsand tracked in a veryhigh level of transparency and accountability.


Every minute of every trading day, trading signals are assessed on a portfolio of30 futures marketsand tracked in a veryhigh level of transparency and accountability.


Gracemont Gazette - JPM Managed Futures Strategy ETF (JPMF) shares are seeing solid selling ioutlow as the Chaikin Money Index has dropped below zero. If the price consistently ...


Here is our reaction to the USDA’sSeptember Crop Production and the latest US/WorldSupply/Demandforecasts. Hopefully, this information will be helpful in your ag marketing or trading [...]


Gracemont Gazette - Traders might be taking a second look at shares of Managed Futures Strategy Proshares (FUT). After a recent spotcheck, we can see that the SuperTrend line is ...


Trent Times - iM DBi Managed Futures Strategy ETF (NYSEARCA:DBMF) shares were up 0.6% during trading on Wednesday . The company traded as high as $27.40 and ...


DJ CBOT Delivery Intentions: Totals – Sep 13 Source: CME Group Contract Quantity Next Trade Commodity Month Delivery Day Assigned Today Date [...]


Compliance Week - The CFTC has ordered a chief compliance officer to pay $150000 for engaging in fraudulent acts and making false statements to a self-regulatory organization.


We start the morning with Business Inventories and Retail Sales at 7:30 A.M. We are also gathering and digesting all of the trade headlines that [...]


What is the best way for the global oil market to handle the potential return of Iranian oil supply? The best way would be to [...]


Foster Journal - The Average True Range of ATR For Shares of Mstar Managed Futures Strategy Fund FT (FMF) have trended downward over the past 10 bars, indicating ...


AlphaWeek - Investment consultant wants to better differentiate managed futures products to clients.


What is the best way for the global oil market to handle the potential return of Iranian oil supply? The best way would be to cut a deal with China.


Futures moved higher before the pit open on as the ECB cut its main rate and Draghi outlined their QE plan.


STL.News - Washington, DC (STL.News) – The U.S Commodity Futures Trading Commission today issued an order filing and settling charges against CFTC registrant ...


Exchange News Direct - The U.S Commodity Futures Trading Commission today issued an order filing and settling charges against CFTC registrant Rafael Marconato of Limeira, São ...


Goodwell Gazette - The Stochastic Momentum Index (SMI) for ProShares Managed Futures Strategy ETF (FUT) has dipped below -40, reaching key levels. The most comm The post appeared first on goodwellgazette..


DJ CBOT Delivery Intentions: Totals – Sep 12 Source: CME Group Contract Quantity Next Trade Commodity Month Delivery Day Assigned Today Date [...]


Trade War Only A Symptom of Underlying Global Risks While commodities is the overarching theme of this commentary, we recognize that the really large money flows occur in the stock and bond markets, particularly the latter. With Germany issuing 30-year debt at negative yields (yes, investors effectively lock in… - The post appeared first on managedfuturesinvesting


hermannherald.com - Investors are delving into the details on shares of WisdomTree Managed Futures Strategy Fund (WTMF). The share price has felt recent.


Hermann Herald - Investors are delving into the details on shares of WisdomTree Managed Futures Strategy Fund (WTMF). The share price has felt recent.


Value and Momentum each had back to back extreme returns (five sigma) days on Monday, September 9th and Tuesday, September 10th. The Dow Jones Thematic Market Neutral Value Index (“Value”) started the week up 3.45%, its best day since inception on December 31st, 2001. The Value Index followed this up on Tuesday, September 10th with [...] - was originally published at . Please read the Alpha Architect at your convenience.


We kickoff the day with CPI, Export Sales, Jobless Claims and Real Earnings at 7:30 A.M., EIA Gas Storage at 9:30 A.M. followed by the [...]


We got two new headlines last night, one that said the U.S. would delay the increase in tariffs until October 15th. The other was that Taiwan would step in and buy 3.6 billion dollars in American agricultural products. Padding a stellar session yesterday, U.S benchmarks surged into the close and extended gains overnight to a high of 3020.In the Midday Market Minute, we pointed to the likeliness of our upside target at 3004 being achieved into the settlement and at the least ahead of today’s ECB policy announcement.Grain trader's attention will now turn to Thursday’s USDA report. Bolton fired and the next headline that says the US and China will be meeting to discuss trade (which is inevitable) will suddenly carry a little more weight.U.S benchmarks are on the positive side of flat this morning with Thursday’s ECB interest rate decision and U.S CPI data looming. First, price action spiked late last night after China published a list of products that won’t be subject to the 25% tariff.Grain trader's attention will now turn to Thursday’s USDA report.U.S benchmarks have edged ever so slightly lower since yesterday’s peak. Major three-star support has buoyed the tape and although we’ve seen worsening economic data from China and Japan overnight, both the poor PPI and Machinery Orders respectively were anticipated.It has been a race to zero between cash cattle and the board, yesterday cash made another big drop with reports of 96 in the South and 97 being paid in the North by a major.December corn futures marked new contract lows last week and finished near the low end of the week’s range. The technicals remain extremely weak, but bulls are hopeful that this week’s fundamental calendar will start turning the tide.U.S benchmarks are holding at the highest levels in more than a month. Friday’s Nonfarm Payroll report was mixed and despite heightened anticipation as usual, stronger than expected wage growth did not sour the week’s strength. Traders and investors alike continue to hold high hopes for U.S and China trade talks.Soybean futures got smoked yesterday, finishing the session down 12 ¾ cents. Much of the pressure was technical in nature, but also due to decreased concerns of an early frost.


Oil prices reversed course even after a very bullish oil inventory number as the market is now adjusting to the potential return of Iran to [...]


PR Web - FAIRFIELD, Iowa (PRWEB) September 12, 2019 -- The hedge fund industry posted negative returns in August, dropping 0.78%, according to the Barclay Hedge ...


CTAs are poised to post their best results in six years. But — as is often the case — many investors had bailed out of the strategy before they had a chance to participate in the rally.According to ...


AlphaWeek - Data just released by industry tracker eVestment shows managed futures hedge funds return +4.40% last month, continuing the strong 2019 for tactical trading ...


Crypto prices mixed again this morning with only bitcoin (BTC), Ether (ETH) and Monero (XMR) positive in the Top 10. Exchange volumes are back to some of the lowest levels we've seen this year.


December cocoa futures are attempting to rally but technically 2300 continues to be a level of resistance. Today’s close, above the 9-day moving average, should trigger follow-through on this recent move higher.


Oil prices reversed course even after a very bullish oil inventory number as the market is now adjusting to the potential return of Iran to the global oil market.


Padding a stellar session yesterday, U.S benchmarks surged into the close and extended gains overnight to a high of 3020.In the Midday Market Minute, we pointed to the likeliness of our upside target at 3004 being achieved into the settlement and at the least ahead of today’s ECB policy announcement.


CryptoCoinsTribune - Morgan Stanley (NYSE:MS) and BGC Partners Inc. (NASDAQ:BGCP) compete against each other in the Investment Brokerage - National sector. We will contrast ...


law360.com - A Canadian futures trader who allegedly garnered $1.3 million from subscribers to his proprietary website has been accused in New York federal court of lying to ...


Phil Flynn and Rational USA CEO Markus Glueck discuss Rational’s business and new technology to recognize and cook food uniformly.


Foster Journal - Tracking shares of WisdomTree Managed Futures Strategy Fund (WTMF), we have noted that the current price is lower than the Chikou. Traders tracking this ...


Grain trader's attention will now turn to Thursday’s USDA report. Bolton fired and the next headline that says the US and China will be meeting to discuss trade (which is inevitable) will suddenly carry a little more weight.U.S benchmarks are on the positive side of flat this morning with Thursday’s ECB interest rate decision and U.S CPI data looming. First, price action spiked late last night after China published a list of products that won’t be subject to the 25% tariff.Grain trader's attention will now turn to Thursday’s USDA report.U.S benchmarks have edged ever so slightly lower since yesterday’s peak. Major three-star support has buoyed the tape and although we’ve seen worsening economic data from China and Japan overnight, both the poor PPI and Machinery Orders respectively were anticipated.It has been a race to zero between cash cattle and the board, yesterday cash made another big drop with reports of 96 in the South and 97 being paid in the North by a major.December corn futures marked new contract lows last week and finished near the low end of the week’s range. The technicals remain extremely weak, but bulls are hopeful that this week’s fundamental calendar will start turning the tide.U.S benchmarks are holding at the highest levels in more than a month. Friday’s Nonfarm Payroll report was mixed and despite heightened anticipation as usual, stronger than expected wage growth did not sour the week’s strength. Traders and investors alike continue to hold high hopes for U.S and China trade talks.Soybean futures got smoked yesterday, finishing the session down 12 ¾ cents. Much of the pressure was technical in nature, but also due to decreased concerns of an early frost.U.S benchmarks are looking to secure a weekly breakout from a month-long range. Risk-sentiment was boosted yesterday as the U.S and China jawboned an October meeting.December corn futures made new contract lows for the second straight day as the technical landscape remains bleak at best. Fundamentals not much better.


DJ CBOT Delivery Intentions: Totals – Sep 11 Source: CME Group Contract Quantity Next Trade Commodity Month Delivery Day Assigned Today Date [...]


We start off the day with Producer Price Index (PPI) and Wholesale Trade at 7:30 A.M., EIA Energy Stocks at 9:30 A.M. and Dairy Product [...]


Volatility returned to the S&P in August. While multiple sources were responsible, the most obvious catalyst was the escalation of the trade war with China. Just one day after the Federal Reserve indicated that U.S. monetary policy would be responsive to further trade war skirmishes, President Trump provided justification for further policy easing when he tweeted to invoke additional Chinese tariffs. Later in the month the Chinese retaliated, and Trump responded with more tariffs. The net result of these actions, which also caused a huge rally in bond markets, was a dramatic increase in market volatility. The S&P rallied or declined by 1% or more on eleven separate days in August, the most in one month since February 2018, and the index had three separate days with declines over 2.5%, the most in nearly eight years.


Oil prices bolted downward after a report that National Security Adviser John Bolton was fired or quit. The move came quickly as traders assumed that [...]


NEWS.com.au - Stocks and bonds aren't your only investment options. There's a whole universe of alternative investments, including natural resources, precious metals, private ...


MarketWatch - Stocks and bonds aren't your only investment options. There's a whole universe of alternative investments, including natural resources, precious metals, private ...


Finance Magnates - The CFTC has filed a civil lawsuit against Canadian resident Simon Jousef and his business FuturesFX for an alleged foreign exchange scam.


Law360 - Law360 (September 11, 2019, 4:50 PM EDT) -- A Canadian futures trader who allegedly garnered $1.3 million from subscribers to his proprietary website has ...


Finance Magnates - The CFTC has filed a civil lawsuit against Canadian resident Simon Jousef and his business FuturesFX for an alleged foreign exchange scam.


MarketWatch - A jump in Treasury yields this month appears to be causing pain for trend-following traders who had previously benefited from this year's bond-market rally.


Exchange News Direct - The U.S. Commodity Futures Trading Commission today filed a civil lawsuit in the U.S. District Court for the Southern District of New York against Canadian ...


Taft Times - Managed Futures Strategy Proshares (FUT) shares have seen the Mass Index reading climb above the key reading of 27. The Mass Index, developed by Donald ...


A lackluster session with minimal overnight activity. Strong PPI numbers did little to move the market as futures made their ranges within a couple of hours of the equity open.


Oil prices bolted downward after a report that National Security Adviser John Bolton was fired or quit. The move came quickly as traders assumed that the departure of the Iran hawk Bolton would open the door to negotiations with the President of Iran.


U.S benchmarks are on the positive side of flat this morning with Thursday’s ECB interest rate decision and U.S CPI data looming. First, price action spiked late last night after China published a list of products that won’t be subject to the 25% tariff.


Grain trader's attention will now turn to Thursday’s USDA report.U.S benchmarks have edged ever so slightly lower since yesterday’s peak. Major three-star support has buoyed the tape and although we’ve seen worsening economic data from China and Japan overnight, both the poor PPI and Machinery Orders respectively were anticipated.It has been a race to zero between cash cattle and the board, yesterday cash made another big drop with reports of 96 in the South and 97 being paid in the North by a major.December corn futures marked new contract lows last week and finished near the low end of the week’s range. The technicals remain extremely weak, but bulls are hopeful that this week’s fundamental calendar will start turning the tide.U.S benchmarks are holding at the highest levels in more than a month. Friday’s Nonfarm Payroll report was mixed and despite heightened anticipation as usual, stronger than expected wage growth did not sour the week’s strength. Traders and investors alike continue to hold high hopes for U.S and China trade talks.Soybean futures got smoked yesterday, finishing the session down 12 ¾ cents. Much of the pressure was technical in nature, but also due to decreased concerns of an early frost.U.S benchmarks are looking to secure a weekly breakout from a month-long range. Risk-sentiment was boosted yesterday as the U.S and China jawboned an October meeting.December corn futures made new contract lows for the second straight day as the technical landscape remains bleak at best. Fundamentals not much better.U.S benchmarks are roaring higher on news the U.S and China will meet in early October. With a firm tape in the front half of the week, we don’t believe this sole piece of news is the ultimate catalyst for the rip.Corn futures broke to new contract lows yesterday in a fairly quiet/slow trading session.


Stockhouse - CHICAGO, Sept. 10, 2019 /PRNewswire/ -- The Rosenthal Collins Group (RCG) Division of Marex Spectron today issued the following statement on the Sept.


The investment seeks long-term capital appreciation. The fund seeks to achieve its objective by: (i) investing its assets pursuant to managed futures strategy; (ii) allocating up to 10% of its total ...


There’s something about being quoted in the Wall Street Journal or making it onto Bloomberg TV that often leads to terribly inaccurate judgement calls (at least in the short-term). A classic example of this is Ray Dalio’s famous interview from Davos in early 2018, where he declared that “If you’re holding cash, you’re going to feel pretty stupid” just before the market cratered -12% and potentially may have begun a topping process for the entire bull market run from 2009.


DJ CBOT Delivery Intentions: Totals – Sep 10 Source: CME Group Contract Quantity Next Trade Commodity Month Delivery Day Assigned Today Date [...]


Barron's - One of the big losers in the rotation toward value and away from growth was momentum stocks—those that had been showing strong price strength.


We have the API Energy Stocks at 3:30 P.M. today. Yesterday’s Crop Progress showed no significant gains of progress in Grains that are in the [...]


Oil is on the verge of an upside breakout as the oil trade is expecting that, at the very least, OPEC plus Russia will continue [...]


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