Futures Magazine January 01, 2011
Cover Story
PIMCO's El-Erian, managing the “new normal” investment landscape
In this age of corporate and sovereign solvency risk, we correspond with Mohamed El-Erian, co-chief investment officer of PIMCO, the world’s largest bond trader, with more than $1 trillion in assets under management
Trading Techniques
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Trend reversal spotting
Price and volume are key market indicators, as is the relationship between the two. Observing this relationship can provide clues for trend reversals
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Opportunities along the yield curve
With the Federal Reserve maintaining a zero interest rate policy “for an extended period of time,” Treasuries may seem boring. Not true, and here’s why.
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When options volatility distorts probability
Profit probability can become inflated during periods of high volatility. Here’s how to keep your expectations in check
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Options naked straddles: A more modest approach
Straddles can provide good premiums in certain markets. However, when markets start to move, sometimes extra protection is necessary
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Market internals beat the herd
Using market internals can put you ahead of the herd to capture quick profits while the masses are still wondering what happened
Forex Trader
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Unsustainable forex patterns for 2011
As we start 2011, the question arises for many traders as to which forex currency pairs offer the best opportunities?
Futures 101
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Trading mistakes: Top 10
The best traders often joke that the way to make money is not to lose it in the first place. All traders and systems lose money at times, but you don’t want to compound that reality by making these mistakes.
Industry Trends
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Dodd-Frank: Moving from theory to practice
Financial reform was signed into law six months ago and regulators have been busy moving it from theory to a rules-based structure. Now, hopes and reality are starting to clash as challenges arise for all participants
Markets
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Bonds reflect world of default and deflation
Last year, world economies faced fears of national default and slower than hoped for growth. As 2011 begins, programs are in place on either side of the Atlantic to try and combat both of these problems
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Tech Talk: Even bond trends must end
In November, the front month U.S. 30-year Treasury bond futures broke below 126-24
Editor's Note
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More of the same?
Editor's Note for January 2011
Book Reviews
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Hit the Spot: How to tame the currency market
Review of the book "Hit the Spot: How to tame the currency market" by Reggie Henkart
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Zero-Sum Game: The rise of the world’s largest derivatives exchange
Review of the book "Zero-Sum Game: The rise of the world’s largest derivatives exchange" by Erika S. Olson
Market Analysis
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Cold hard gas
For an old energy source, natural gas is the new darling of the green energy movement, but that hasn’t helped its price much
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Cuckoo for cocoa futures
Cocoa is building bullish technical energy highlighted by an ascending wedge formation that reflects a coiled spring preparing to release an explosive move
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Is the S&P 500 a bull?
Jeff Greenblatt, director of Lucas Wave International, says he is a little weary of looking for bearish time windows in the S&P 500
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Is the Fed playing with fire?
Now that the Federal Reserve has embarked on a new round of quantitative easing (QE2), what can we expect
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Standing in high cotton
If you noticed more polyester products in your stocking this year don’t blame Santa Claus
Managed Money
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Bust or Adjust: Inside the error can of worms
The May “flash crash” sent a chill down the markets’ collective spine, but there’s still no consensus on how to deal with collateral damage from such unforeseen events. Here’s a peek inside this complex debate
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Watch your tail
We are hearing a lot these days about tail risk hedging
Options Strategy
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Avoid losing your shorts amid bear market
Last month we wrote about ratio condors (unbalanced condor) and how they can allow you to maintain a bullish position while protecting yourself against a dramatic downward spike. It can work in the reverse
New For Traders
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New For Traders: Commodities
New commodities products
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New For Traders: Options
New options products
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New For Traders: Forex
New forex products
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New For Traders: Financials
New financial products
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New For Traders: Technology
New technology products
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New For Traders: Equity
New equity products
People
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Bass brings big plans to MF Global
New employees and promotions in the trading industry
News
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NYPC takes another step
When New York Portfolio Clearing (NYPC) filed its application with the Commodity Futures Trading Commission
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Europe shores up rulebook
A couple of years ago the more principle based regulatory structure of Europe was all the rage, but the credit crisis of 2008 has changed the playing field
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Japan seeks market integration
Although the Asia-Pacific region has become one of the fastest growing areas of financial interest, very little has been said about
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Industry asks for more time
Representatives of the private sector seldom complain that a government agency is getting things done too quickly but
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Chartview: Is Fear On The Rise?
Just because equity indexes have experienced a strong two-year bull move
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Anatomy of a market corner
In the second possible case in 2010 of a corner in a commodity market, an unknown buyer, reportedly a JP Morgan Chase customer, has stockpiled up to 80% of the copper on the London Metal Exchange (LME)
Trader Profiles
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Cheung teaching his winning ways
Rickey Cheung has built some of the most successful trading systems that are in great demand by hedge funds and institutions
CTAs
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Top CTAs October 2010
Top CTAs for October 2010
Hedge Funds
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Hedge Funds October 2010
Hedge Fund performance for October 2010
Public Funds
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Public Funds November 2010
Public Funds through November 2010
