Trading Strategies

CTA model shows managers are long Fixed Income, Equities Indicies, Metals and Grain markets.
CTA Trend Followers on right side of equities indicies, metals and G10 fixed income.
Natural gas futures and live cattle futures are beginning to form constructive bottoms. We are looking for technical buy setups in futures and highly correlated ETFs.
A massive move higher in interest rates futures (lower in yield) and abnormal call skews has created a trading opportunity. It's a risk-off trade, but it's also a view that the political drama and Trump battle with Fed Chairman Jerome Powell is ultimately going to fade.
Traders are looking forward to next Monday (June 4) corn planting progress numbers. The latest planting progress reading on May 28 for corn was 49%, well below the ten-year-average of 80%.
In January 2015 at a Managed Funds Association conference I presented findings on the apparent relationship between commodity trading advisor (CTA) drawdowns and the Federal Reserve balance sheet, specifically the outright held securities part of it). The theme of the panel, and a subsequent research paper was: “Managed Futures and CTAs — Where are We and What's Next?”
This strategy that allows banks to add to their bottom line without inducing duration risk is also appropriate for money managers.
For a restaurant stock pairs trade we tapped one of the sector’s leading analysts for his best long and short picks.
Harold Hamm, CEO of Continental Resources, recently had these words of advice for fellow American shale producers: “Save that money. Avoid selling that production in this poor market and wait for service costs to fall [further] before completing those wells.”
“By hedging now, companies are assured of protection if rates spike sooner than widely expected, while bearing only minimal cost.”