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Columbus Day hodgepodge of Managed Futures items

While we are in the office today working during the Columbus Day Holiday (sorry Columbus),  there will not be a Monday night newsletter this week due to a few members of our team at an Alternative Investment Conference today.

In its place, we’ll give you a hodgepodge of items:

1.  Link to Futures Magazine article on Attain recommended list option selling managed futures program Cervino Capital Mgmt. Click following link for article:  Futures Magazine – Cervino Capital Trader Profile.  (let’s hope for Cervino’s sake they don’t get the Futures Mag curse – which has seen several programs go into new max DDs shortly after being profiled there).

2.  Link to letter from Hoffman Asset Mgmt. head Dean Hoffman on why his program is seeing differences between accounts at the $125K level versus the $250K level (the latter of which is back near all time highs). We would have liked to see a bit more detail from Mr. Hoffman, showing exactly which positions the different accounts got/didn’t get, and recommend investors take him up on his offer in the letter and call directly to get the full story. Click following link for article:  October 2010 HAMI Update

3. The Top 5 CTA rankings as would have been shown in newsletter, run on data through end of Sep. [rankings are on programs tracked by Attain using the past 12 mo. return/DD]

Top 5 CTAs Past 12 months
1. Crescent Bay Capital Management Balanced Volatility
2. RAM Management Group, Ltd. MRTP Aggressive
3. Vaca Capital Management Global Diversified 2x
4. Dighton Capital USA Aggressive Futures Trading
5. Emil van Essen Spread Trading-Low Minimum