Comments for Financial Commodity Investments (FCI) Alternative Investments/Managed Futures Blog http://www.financialii.com/financial-commodity-investments/blog Absolute Returns in Uncommon Markets Mon, 09 Aug 2010 23:09:27 -0700 http://wordpress.org/?v=2.9 hourly 1 Comment on Rubin, O’Neill reject more stimulus by Tweets that mention Rubin, O’Neill reject more stimulus « Financial Commodity Investments (FCI) Alternative Investments/Managed Futures Blog -- Topsy.com http://www.financialii.com/financial-commodity-investments/blog/?p=1214&cpage=1#comment-630 Tweets that mention Rubin, O’Neill reject more stimulus « Financial Commodity Investments (FCI) Alternative Investments/Managed Futures Blog -- Topsy.com Mon, 09 Aug 2010 23:09:27 +0000 http://www.financialii.com/financial-commodity-investments/blog/?p=1214#comment-630 [...] This post was mentioned on Twitter by jonathan chambers, FCI CTA. FCI CTA said: Rubin, O’Neill reject more stimulus http://goo.gl/fb/C8Fu3 [...] [...] This post was mentioned on Twitter by jonathan chambers, FCI CTA. FCI CTA said: Rubin, O’Neill reject more stimulus http://goo.gl/fb/C8Fu3 [...]

]]> Comment on How Do We Calculate Management and Incentive Fees in the OSS and CPP Programs? by Peter Loos http://www.financialii.com/financial-commodity-investments/blog/?p=881&cpage=1#comment-132 Peter Loos Sun, 07 Mar 2010 20:32:02 +0000 http://www.financialii.com/financial-commodity-investments/blog/?p=881#comment-132 Thanks for the effort in explaining this but where did the $42 go in the CPP example? How can the starting balance in month 2 be $51,875 if the $42 was debited from the account? Is it actually billed in arrears? Definitionally, isn't "account equity" less all manner of fees including management fees? Perhaps I have missed something here. Thanks for the effort in explaining this but where did the $42 go in the CPP example? How can the starting balance in month 2 be $51,875 if the $42 was debited from the account? Is it actually billed in arrears? Definitionally, isn’t “account equity” less all manner of fees including management fees? Perhaps I have missed something here.

]]> Comment on One of D.C. Area’s Top Corporate Philanthropists by FCI is one of D.C. Area's Top Corporate Philanthropists … | Drakz Free Online Service http://www.financialii.com/financial-commodity-investments/blog/?p=824&cpage=1#comment-104 FCI is one of D.C. Area's Top Corporate Philanthropists … | Drakz Free Online Service Wed, 24 Feb 2010 13:45:15 +0000 http://www.financialii.com/financial-commodity-investments/blog/?p=824#comment-104 [...] more from the original source: FCI is one of D.C. Area's Top Corporate Philanthropists … Share and [...] [...] more from the original source: FCI is one of D.C. Area's Top Corporate Philanthropists … Share and [...]

]]> Comment on One of D.C. Area’s Top Corporate Philanthropists by FCI is one of D.C. Area's Top Corporate Philanthropists … | Drakz Free Online Service http://www.financialii.com/financial-commodity-investments/blog/?p=824&cpage=1#comment-103 FCI is one of D.C. Area's Top Corporate Philanthropists … | Drakz Free Online Service Wed, 24 Feb 2010 13:44:03 +0000 http://www.financialii.com/financial-commodity-investments/blog/?p=824#comment-103 [...] the original post here: FCI is one of D.C. Area's Top Corporate Philanthropists … Share and [...] [...] the original post here: FCI is one of D.C. Area's Top Corporate Philanthropists … Share and [...]

]]> Comment on ACM’s 2009 Managed Futures Program Reviews by Acm Forex Trading http://www.financialii.com/financial-commodity-investments/blog/?p=419&cpage=1#comment-102 Acm Forex Trading Tue, 23 Feb 2010 21:20:38 +0000 http://www.financialii.com/financial-commodity-investments/blog/?p=419#comment-102 ACM’s 2009 Managed Futures Program Reviews « Financial Commodity Investments (FCI) Alternative Investments/Managed Futures Blog - This one is great I found online. ACM’s 2009 Managed Futures Program Reviews « Financial Commodity Investments (FCI) Alternative Investments/Managed Futures Blog – This one is great I found online.

]]> Comment on ACM’s 2009 Managed Futures Program Reviews by Forex Profits http://www.financialii.com/financial-commodity-investments/blog/?p=419&cpage=1#comment-17 Forex Profits Fri, 05 Feb 2010 18:56:21 +0000 http://www.financialii.com/financial-commodity-investments/blog/?p=419#comment-17 The information presented is top notch. I've been doing some research on the topic and this post answered several questions. Thanks. The information presented is top notch. I’ve been doing some research on the topic and this post answered several questions. Thanks.

]]> Comment on The January Effect – Fact or Fiction? by Ray Yzer http://www.financialii.com/financial-commodity-investments/blog/?p=578&cpage=1#comment-16 Ray Yzer Wed, 03 Feb 2010 18:18:22 +0000 http://www.financialii.com/financial-commodity-investments/blog/?p=578#comment-16 If you go back 50 years on S&P and study the data, you would see that January's outcome has interestingly foreshadowed the market returns for the rest of the year. If January is up - there is a 70% chance that the rest of the year would be up and vice versa. If you go back 50 years on S&P and study the data, you would see that January’s outcome has interestingly foreshadowed the market returns for the rest of the year. If January is up – there is a 70% chance that the rest of the year would be up and vice versa.

]]> Comment on The January Effect – Fact or Fiction? by Commodities Critic http://www.financialii.com/financial-commodity-investments/blog/?p=578&cpage=1#comment-15 Commodities Critic Tue, 02 Feb 2010 21:53:50 +0000 http://www.financialii.com/financial-commodity-investments/blog/?p=578#comment-15 I have never come across any empirical research of that which you describe here. The "January effect" is usually referred to as one of several seasonalities of which there is empirical backing. I don't recall the exact papers now but, in a sample of around 100 years (iirc), major indices have outperformed in January compared to other months of the same year; i.e. stock markets rise more rapidly or fall more slowly in January compared to other months of the year. Similar seasonalities have been found for October (historically the worst month); Monday (historically the best day); Friday (historically the worst day); pre-lunch, post-lunch etc. I have never come across any empirical research of that which you describe here. The “January effect” is usually referred to as one of several seasonalities of which there is empirical backing. I don’t recall the exact papers now but, in a sample of around 100 years (iirc), major indices have outperformed in January compared to other months of the same year; i.e. stock markets rise more rapidly or fall more slowly in January compared to other months of the year.

Similar seasonalities have been found for October (historically the worst month); Monday (historically the best day); Friday (historically the worst day); pre-lunch, post-lunch etc.

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