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RESEARCH & ANALYSIS – WEEKLY E-NEWSLETTER
Managed Futures Spotlight: FCI (Financial Commodities Invetsments)
June 14, 2010
We have been talking in this space for a few weeks now how we believed there was an increase in volatility coming, and then – once it arrived – that we could expect an elevated level of volatility for quite some time. And how such an increase in volatility would be to the benefit of multi-market systematic programs with their long volatility profile and be a drag on performance for option selling programs which have a short volatility profile.
By John Cummings
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