AHL hanging in there... AHL sees $3.7bn net inflow in 2016 despite poor returns Three out of four of Man Group’s CTA funds lost money in 2016 Chris Hawes Wednesday 1st March, 2017 9:51 AM ET
My only economic interest are some OTM options which vested before I left. Sadly they are struck at £2.80 so unlikely to be worth anything! GAT
Also interestingly the only profitable fund was AHL evolution whose USP is that it accesses a wider range of markets; thus confirmation that diversification over instruments using relatively simple systems is better than trying to come up with fancier ways of predicting the same instrument. GAT
Which conveniently just "added $500 million in new capacity". I didn't check the numbers, but longdated calls on a volatile stock struck at 2× the current price are far from worthless.
GAT, any thoughts on further diversifying your strategy by applying it towards virtual currencies? There has been several large trends in bitcoins over the past few years, and it is an asset with entirely uncorrelated returns with traditional financial instruments. http://coinmarketcap.com/currencies/bitcoin/ http://coinmarketcap.com/currencies/ethereum/
There are least 500,000 other assets I'd think about trading before I went anywhere near this crap. From my blog: http://qoppac.blogspot.co.uk/2014/05/bitcoin-money-gold-and-my-great.html GAT