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More from the TDAmeritrade Conference in Orlando…

Dr. Jeremy Siegel of the Wharton School of the University of Pennsylvania addressed attendees, with a heavy focus on the state of the bond markets worldwide in light of target inflation rates and an...

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Twenty Interest Rate Spikes (and Counting)

We’ve been waiting for a rise in interest rates for years… especially in the world of managed futures, which tend to do well during moves in interest rates. Unsurprisingly, we’ve been watching the...

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Bonds Fake Out Managed Futures Again…

Bond prices have been high on our radar for a while. Back in March, we looked at the relationship between spikes in bond yields and managed futures, pointing out that the recent short-term reversals...

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Looking for the Top in Bonds, Part XIV

Lest the title gave you the wrong impression, no, we’re not about to call a top in the US bond market. The generational bull has not been kind to such efforts in the past. But that doesn’t mean others...

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A Lucky 2013 for Bond Bears?

Watching for signs that the 30+ year bond bull is coming to an end is something of a pastime here at Attain, and it looks like the anticipation has been spreading. Last month it was hedge fund bigwig...

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Rising Rates, Falling Returns?

One common criticism of managed futures seems to pop up over and over again – the idea that CTAs returns are nothing more than a tailwind from investing idle capital in T-bonds. We’ve addressed this...

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Waiting for the Bond Bear: Thirty-third Time’s the Charm?

We won’t even try to count the number of times we’ve started get excited about the prospect of a bear market in bonds (rates higher, bonds lower). We just can’t help ourselves – a sustained downward...

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Managed Futures to find a Hero in 10yr Notes?

Managed Futures could sure use a good outlier move from somewhere.  They are roughly even YTD according the Newedge CTA index, and just about everyone is holding out for a hero til the end of night (in...

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Will a Negative Roll Yield Shut Down Managed Futures Bond Tailwind?

The original idea surrounding our latest newsletter started with the “Bond King” himself, Bill Gross. This past April, the legendary bond trader  penned a timely, introspective article titled after the...

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About those Higher Interest Rates (Lower Bond Prices)

Raise your hand if you’ve been waiting, and waiting, and waiting for interest rates to finally rise.  No way rates could stay at zero forever we said in 2010, and again in ’11, and ’12… and then...

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