Resources

______________________

 

Futures magazine article profiling Revolution Capital Management

September 2008

"What do you get when you combine the resources of several bright investment engineers with a managed futures legend and the resources of his 35-year old institution? Something special. Even before Michael Mundt founded Revolution Capital Management in 2004 along with partners Mark Chapin and Rob Olson, he approached managed futures legend Bill Dunn about developing trading systems."

          Read more>

 

______________________

 

Part 1 of our Futures magazine series on short-term trading

September 2011

 "Short-term trading has no ironclad definition, though there are some fairly clear differentiating properties between short-term traders and their more common, long-term counterparts. Typically, short-term trading is defined by strategies that hold positions for 10 days or less. More recently, some short-term trading systems have begun to consist partially or entirely of intra-day strategies."

           Read more>

 

______________________

 

Part 2 of our Futures magazine series on short-term trading

December 2011

 "DNA is life; it contains the blueprint for the creation of virtually all known living organisms. Genes are segments of DNA that act as fundamental building blocks, and hence maintaining the integrity of such genetic instruction sets is paramount to the health of an organism (or "fitness"). In much the same way that inbreeding can reduce genetic robustness and, thereby, increase susceptibility to illness and disease, an insufficiently diversified portfolio may be subject to an increased likelihood of uncharacteristically poor performance under a particular set of market conditions."

          Read more>

 

______________________

 

BarclayHedge article on Revolution Capital Management's Alpha program 

Q2 2012

 Click "Read more" below and navigate to Q2 2012.

          Read more>

 

______________________

 

CTA Intelligence article on the effects of QE and tapering

January 2014

"The Fed, and all central banks involved in QE for that matter, are essentially buyers of risk without a primary mandate of, or short-term need for, monetary compensation in return."

Read more>

 

______________________

 

CTA Intelligence article on the capacity of the managed futures industry

March 2014

"Based on the simple impact-model analysis, if this amount of assets were deployed into current trend-following strategies, CTAs would erase the very profits they seek while attempting to position themselves in the direction of newly-identified trends."

Read more>

 

______________________

 

Miscellaneous