Futures Magazine January 01, 2012
Cover Story
Peter Fisher: Managing risk in a volatile world
Peter Fisher, BlackRock’s global head of fixed income, understands interest rates. Here, we discuss recent trends
Markets
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Bonds face problems abroad and at home
Interest rates are at historic lows and how governments react to crises likely will dictate their movements in 2012
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Tech Talk: Big bond breakout/breakdown
The 30-year U.S. Treasury bond is setting up for a fairly dramatic move
Trading Techniques
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Eurodollar options: Interest rate forecasts and calendar spreads
Examining the connection between interest rate futures and Fed policies
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Simple money management wins over time
Money management and position structure are the keys to success
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How to identify price trend reversals
Although trend trading has a proven record, the key is spotting trends early
Technology & Trading
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Back- vs. forward testing: Test twice (or more), trade once
Applying the old carpenter’s rule to avoid trading a curve-fitted system
Forex Trader
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Exploiting the franc peg
We already are seeing some market parallels with the early signs of the great financial crisis of 2007-08
Futures 101
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How to understand and trade the bond market
The Treasury complex can be confusing for the uninitiated. Here are the basics
Industry Trends
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MF Global failure highlights cracks in the system
Although there is hope customers will be made whole, the damage is more extensive
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MF Global bankruptcy files a "disgraceful disconnect"
An unintentional loss of connection to the CME Globex trading engine is called an “ungraceful disconnect"
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Former CFTC head offers MF Global solution
Central depository for customer segregated funds could be the best solution to prevent another MF Global
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When your FCM melts down: A CTA’s perspective
Trading is hard enough as an individual trader, but CTAs have even more problems, as highlighted by the MF Global bankruptcy
Editor's Note
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What did you know...?
January's editor's note from Ginger Szala
Book Reviews
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Foreign Exchange
Review of Amy Middleton's "Foreign Exchange: A Practitioner’s Approach to the Market"
Market Analysis
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Fed to do more, unsure of what and when
Fed officials’ conditions for further credit easing vary widely
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Top 5 tips for surviving a volatile forex market
Here are tips on how to survive and even thrive in a volatile forex market
Managed Money
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Always have a back-up
One of the first recommendations we heard following the MF Global debacle was to have more than one broker
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CTAs on the front lines of the MF Global battle
While MF Global has strained the futures industry, CTAs have had unique headaches
Options Strategy
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Options spread that locks in your risk
Taking advantage of a sure thing when you're not sure of the timing and volatility
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: Financials
New financial products
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New for traders: Technology
New technology products
People
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Pettit goes from MF Global to ICAP
New employees and promotions in the trading industry
News
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Chartview: S&P’s shot at Europe
S&P sent a warning shot to 15 of the top rated Eurozone nations that their ratings were in jeopardy
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CME and CBOE get tax break
After threatening to leave Illinois, it appears CME Group and CBOE Holdings Inc. likely will be staying put
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CFTC sued on position limits
Lawsuit filed challenging the newly passed position limits rule
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Debate over on rule 1.25
Rule 1.25 and MF Global's bankruptcy
Trader Profiles
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Thomas: Parlaying experience into ‘mad’ success
This month's profile is The Mad Hedge Fund Trader, John Thomas
CTAs
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Top CTAs October 2011
Top CTAs for October 2011
Hedge Funds
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Hedge Funds October 2011
Hedge Fund performance for October 2011
Public Funds
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Public Funds November 2011
Public Funds through November 2011
