The number of outstanding VIX futures has certainly been rising. Open interest just before the monthly expiration averaged almost 611,000 contracts last year, 44 percent more than in 2016 and more than double the average of 240,000 in the decade before.
Is the VIX Being Gamed? A Sudden Swoon Has Traders Talking Again – (Bloomberg)
“Oil prices are becoming increasingly detached from the fundamental data and risk overshooting,”
Crude oil futures rally shakes off bearish EIA forecast on stockdraw – (Platts)
Non-commercial traders in the futures market have a $13.6bn net short position on the yen, according to Commodity Futures Trading Commission data crunched by Goldman Sachs that cover the week to January 2. That is by far the largest bearish bet of any of the major developed market currencies, the bank’s data show.
US dollar extends losses against Japanese yen on BoJ speculation – (FT)
Will managed futures provide positive performance in a down market again?
Prepare for the Next Bear Market in Stocks – (Bloomberg View)
The challenges with unsupervised AI type approaches are: how do you benchmark it? How do you know if the strategy has run its course? How do you determine whether there are sustainable barriers to arbitrage if you don’t have good tools that allow you to identify when the alpha sources have decayed to the point where they no longer cover trading costs?
Artificial Intelligence and Alternative Investments – (RCM’s Attain Alternatives Blog)
The Iowa Department of Agriculture and Land Stewardship is reminding farmers of the January 15 deadline to sign up for an innovative new program providing a $5 per acre premium reduction on their crop insurance in 2018 for farmers who planted cover crops this past fall. Crop Insurance Premium Reduction For Use Of Cover Crops
Crop Insurance Premium Reduction For Use Of Cover Crops – (KIWA)
The Canadian dollar is likely to weaken over the coming months, a Reuters poll showed, as the Bank of Canada falls further behind the Federal Reserve on interest rate hikes due to an uncertain outlook for NAFTA and tighter domestic mortgage rules.
Canadian dollar to pull back as BoC waits out NAFTA uncertainty – (Reuters)
Citing sources familiar with the matter, Reuters recently reported that Canada was increasingly convinced that President Trump would shortly announce that the U.S. would pull out of NAFTA.
Canada expects Pres. Trump to pull US out of NAFTA – (FX Street)
Here we have a case where one group of presidential appointees thwarted the plans of a more prominent but less expert presidential appointee.
What Killed Trump’s Cockamamie Coal Plan – (Bloomberg)
Could 1 percent allocation make sense as a diversifier?
Pension Funds Could Trade Bitcoin Futures Now. Why Aren’t They? – (BNA)