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Tag Archives: AQR

Wild, But Not Crazy; Peter Thiel’s Volatility Bet; Decca’s big short vol losses Newsletter,Options

Observations & Insight Another Nation to Start Hedging its Oil Production Spencer Doar – JLN Last Friday, Colombia’s finance minister said the country was planning an oil hedging program along the same lines as Mexico’s annual derivatives play. (Apologies the story wasn’t in the newsletter earlier – sometimes late Friday articles get lost over the weekend.) This has potentially huge repercussions for oil derivatives markets. As a point of comparison, the Mexican “Hacienda hedge” is the biggest annual oil deal, according to Bloomberg. (That linked story is a great longform on how the Hacienda hedge comes together.) From 2007 to…

DRW to Buy HFTer RGM; Tabb Options LiquidityMatrix; Investors remain bearish on volatility Newsletter,Options

Observations & Insight Why You Should Bet Your Career on Chicago FinTech – Michael Kraines Education.MarketsWiki.com “Twenty years ago it was about consolidation. It was about exchanges being smashed together and brokerages being smashed together. Now it’s going to be about technology being added to these traditional, old school businesses.” In this video from MarketsWiki Education’s World of Opportunity event in Chicago, Michael Kraines, chief financial officer and chief commercial officer of Trading Technologies, discusses the growing Chicago fintech landscape and why the field can be a solid career choice. Kraines points out investment in Chicago fintech in the first…

JLN Managed Futures: CTA Launches Fall to Lowest Level Since 2006; R.J. O’Brien (UK) Limited Wins “Best FCM – Innovation” Award At CTA Intelligence European Services Awards 2015; Barclay CTA Index Down 0.78% in October; Global Equity Rally Challenges Trend Followers Managed Futures,Newsletter

Observations/Commentary Emerging Manager Forum Miami, Conference Update CTA Expo Don’t miss out on Emerging Manager Forum Miami 2015, December 10 at the Eden Roc Hotel! Registrations this year are still running ahead of registrations last year. We now have over 200 registered, including 80 registered as capital sources and 48 participating traders; nearly 50% of those attending are Hedge Funds. The registration trends that began last year seem to be continuing with substantial numbers from South Florida and many new names. The Conference Program is now available online. In it you will find an informative and engaging mix of speakers…

JLN Managed Futures: The relentless heartbreak of trend-following funds; Winton: The Growth Of The CTA Industry; CTA Expo returns to Chicago Managed Futures,Newsletter

Observations/Commentary CTA Expo Update Doug Ashburn – John Lothian News CTA Expo returns to Chicago on September 17, 2015, at the UBS Center at 1 N. Wacker Dr. The event features a number of panels specifically addressing the most pressing issues in the CTA space. Gerry Corcoran, CEO of R.J. O’Brien, kicks off the event with a look at the futures industry – “Where are we and where are we going.” Other panels cover institutional investors, family offices, the art of communication, due diligence and more. CTA Expo typically sells out, but I hear there are a few slots still…

JLN Managed Futures: Risk Parity, CTA Flows ‘Pose Risk for Fundamental Investors,’ JPMorgan Says; CTA/managed funds lose out to global macro allocations; ‘Alternative’ Mutual Funds Providing Limited Protection Managed Futures,Newsletter

Observations/Commentary CTA Expo Update Doug Ashburn – John Lothian News CTA Expo returns to Chicago on September 17, 2015, at the UBS Center at 1 N. Wacker Dr. On the afternoon of the 16th, there is a half-day program for registered traders,”The Rules of the Game – Business Guidelines for Emerging Managers.” I will be co-hosting the 3 pm session along with BarclayHedge president Sol Waksman on the effective use of media and databases in an emerging manager’s marketing plan. CTA sells out every year, so sign up today. Historically, registered capital sources make up a little less than half…

JLN Managed Futures: Why Correlations Between Asset Classes Matter; Managed futures start second half of the year with strong performance; Asset managers promise to put clients first from now on Managed Futures,Newsletter

Observations/Commentary CTA Expo Update Doug Ashburn – John Lothian News Frank, Bucky and the CTA Expo team will be hosting their annual Chicago event September 17, 2015 at the UBS Center at 1 N. Wacker Dr. This event sells out every year, so sign up today. There are currently over 225 industry professionals registered including 100 who have registered as capital sources and 33 participating CTAs. CTA registrations still start at just $500, Service Providers at $700 and Capital sources, including asset allocators, pool operators and professional clients, attend CTAExpo conferences for free. For what you get, the event is…

Brendan Kalb, Running for the NFA Board of Directors as CTA/CPO Again Blog,Managed Futures,Regulation

NFA

Brendan Kalb of AQR is running for the NFA Board of Directors again.  Last time he was matched up against rogue incumbent Douglas Bry.  This time his opponent is another rogue incumbent CTA/CPO board member John Roe. Last spring the NFA Board of Directors created a new CTA/CPO position and appointed Adam Cooper of Citadel to the spot.  Cooper had been a candidate last year running against Ernest Jaffarian. This time around, Cooper has no opposition as a CTA/CPO in the top 5% of assets under management.  Kalb, who represents the largest CPO in the industry was slated against Roe…

Brendan Kalb, Candidate for the NFA’s Board of Directors as CTA/CPO Representative Blog,Regulation

NFA

Brendan Kalb of AQR Capital Management LLC is running for the NFA Board of Directors again. Last time he was matched up against rogue incumbent Douglas Bry. This time his opponent is another rogue incumbent CTA/CPO board member John Roe. Last spring the NFA Board of Directors created a new CTA/CPO position and appointed Adam Cooper of Citadel to the spot. Cooper had been a candidate last year running against Ernest Jaffarian. This time around, Cooper has no opposition as a CTA/CPO in the top 5% of assets under management. Kalb, who represents the largest CPO in the industry was…