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Noisy short-term correlations in global volatility index futures: why trading one regional index futures market may not be enough

3/30/2014

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By Mark Shore

Since we have discussed some of the similarities between VSTOXX® Futures and VIX futures including how one can spread the two markets against each other in earlier editions of our newsletter, this article focuses on compelling reasons for utilizing VSTOXX® Futures.

Specifically, we look at a number of different correlation analyses between the VSTOXX® and VIX with the goal of identifying whether VIX exposure provides sufficient coverage for those investors whose portfolios have European exposure. Liquidity is always important to an investor or trader. Table 1 gives readers an overview of the increase in VSTOXX® Futures liquidity over the last years.

One of the most important reasons for utilizing a volatility futures contract is how it behaves in relation to its respective underlying market. VSTOXX® Futures represent the 30-day implied volatility of the downside volatility of the EURO STOXX 50® Index while VIX futures represent the 30-day implied volatility of the downside volatility of the S&P 500 Index.

If one has exposure to European markets or wants to trade the volatility
READ MORE

Copyright ©2014 Mark Shore. Contact Mark Shore for permission for republication at info@shorecapmgmt.com Mark Shore has more than 25 years of experience in the futures markets and managed futures, publishes research, consults on alternative investments and conducts educational workshops. www.shorecapmgmt.com 

Mark Shore is also an Adjunct Professor at DePaul University’s Kellstadt Graduate School of Business, where he teaches the only known accredited managed futures course in the country. He is also a Board Member of the Arditti Center for Risk Management at DePaul University.

Past performance is not necessarily indicative of future results.  There is risk of loss when investing in futures and options.  Futures and options can be a volatile and risky investment; only use appropriate risk capital; this investment is not for everyone. The opinions expressed are solely those of the author and are only for educational purposes. Please talk to your financial advisor before making any investment decisions.

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Skewing Your Diversification Ep.8 w/ April Rudin Marketing Hedge Funds

3/17/2014

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Skewing Your Diversification with host Mark Shore and special guest April Rudin from The Rudin Group
March 16, 2014. Topics include: Tips to market and brand hedge funds, high net worth, wealth management, JOBS Act, Hedge Fund Association and much, much more

Skewing Your Diversification is a weekly internet show hosted by Mark Shore on www.btfd.tv

The show covers many topics of alternatives with a special focus on managed futures, hedge funds, commodities, currencies and futures. Stay tuned for more episodes and lots of great guests!

For a full list of episodes click here

Follow Mark Shore on Twitter, Facebook and Linkedin

Copyright ©2014 Mark Shore. Contact Mark Shore for permission for republication at info@shorecapmgmt.com Mark Shore has more than 25 years of experience in the futures markets and managed futures, publishes research, consults on alternative investments and conducts educational workshops. www.shorecapmgmt.com 

Mark Shore is also an Adjunct Professor at DePaul University’s Kellstadt Graduate School of Business, where he teaches the only known accredited managed futures course in the country. He is also a Board Member of the Arditti Center for Risk Management at DePaul University.

Past performance is not necessarily indicative of future results.  There is risk of loss when investing in futures and options.  Futures and options can be a volatile and risky investment; only use appropriate risk capital; this investment is not for everyone. The opinions expressed are solely those of the author and are only for educational purposes. Please talk to your financial advisor before making any investment decisions.
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April Rudin discusses asset management communications on Skewing Your Diversification with Mark Shore

3/14/2014

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PicturePhoto credit http://www.tradingacademy.com
Sunday March 16, 2014 9pm ET, April Rudin will be appearing on the popular live-streaming internet show Skewing Your Diversification with Host Mark Shore on www.btfd.tv. The show focuses on many topics related to alternative investments.

April J. Rudin, Founder and President of The Rudin Group is an acclaimed financial services marketing strategist and digital media expert distinguished by her ability to forecast, analyze and illuminate critical trends in the industry. A wealth management sector specialist and social media authority, April has partnered with many of the most revered financial institutions in the world to design and execute forward-looking marketing programs that take advantage of essential communications channels. April recently became the first woman elected to the Hedge Fund Association board.

 Mark Shore, a well-known expert on alternative investments with more than 25 years of investment, research and alternative investment experience founded the research and consulting firm Shore Capital Management LLC in 2008. The focus of the firm is alternative investments with clients ranging across the spectrum of the industry.  He is a frequent speaker at alternative investment events and his research is published by global publications and organizations. Mark is also an Adjunct Professor at DePaul University’s Kellstadt Graduate School of Business where he teaches the only-known accredited course in the U.S. on managed futures.

April and Mark will be discussing communications and marketing of alternative investment managers.  For business development, marketing and communications are very important for asset managers to actively and properly incorporate into their business management, but often don’t. They will be talking about the good, the bad and the ugly of marketing and communications. Novice or seasoned professional in the industry, this is sure to be an exciting and educational show.

Skewing Your Diversification is live Sunday nights at 9pm ET.

Follow Mark Shore on Twitter, Facebook and Linkedin



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Portfolio Design & Risk Management: An Evolution

3/12/2014

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DePaul University M.S. Wealth Management Series presents:

Portfolio Design and Risk Management: An Evolution

Jason Laurie, Managing Director of Altair Advisers, will lead a discussion of Portfolio Risk Management in the post crisis environment. The wealth management industry faced meaningful challenges with respect to the management of risk in the wake of the most recent financial crisis.

About the speaker Jason Laurie:

Jason has been tailoring investment plans which address clients’ unique objectives since 1997.

As a Founding Partner of READ MORE


Follow Mark Shore on Twitter, Facebook and Linkedin

Copyright ©2014 Mark Shore. Contact Mark Shore for permission for republication at info@shorecapmgmt.com Mark Shore has more than 25 years of experience in the futures markets and managed futures, publishes research, consults on alternative investments and conducts educational workshops. www.shorecapmgmt.com 

Mark Shore is also an Adjunct Professor at DePaul University’s Kellstadt Graduate School of Business, where he teaches the only known accredited managed futures course in the country. He is also a Board Member of the Arditti Center for Risk Management at DePaul University.

Past performance is not necessarily indicative of future results.  There is risk of loss when investing in futures and options.  Futures and options can be a volatile and risky investment; only use appropriate risk capital; this investment is not for everyone. The opinions expressed are solely those of the author and are only for educational purposes. Please talk to your financial advisor before making any investment decisions.

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Skewing Your Diversification Ep. 6b w/ Mark Shore Systematic vs Discretionary Managed Futures & Hedge Funds

3/9/2014

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Skewing Your Diversification with host Mark Shore
March 9, 2014. Topics include: Systematic vs discretionary traders, managed futures, hedge funds, diversification, drawdowns and much, much more

Skewing Your Diversification is a weekly internet show hosted by Mark Shore on www.btfd.tv

The show covers many topics of alternatives with a special focus on managed futures, hedge funds, commodities, currencies and futures. Stay tuned for more episodes and lots of great guests!

For a full list of episodes click here

Follow Mark Shore on Twitter, Facebook and Linkedin

Copyright ©2014 Mark Shore. Contact Mark Shore for permission for republication at info@shorecapmgmt.com Mark Shore has more than 25 years of experience in the futures markets and managed futures, publishes research, consults on alternative investments and conducts educational workshops. www.shorecapmgmt.com 

Mark Shore is also an Adjunct Professor at DePaul University’s Kellstadt Graduate School of Business, where he teaches the only known accredited managed futures course in the country. He is also a Board Member of the Arditti Center for Risk Management at DePaul University.

Past performance is not necessarily indicative of future results.  There is risk of loss when investing in futures and options.  Futures and options can be a volatile and risky investment; only use appropriate risk capital; this investment is not for everyone. The opinions expressed are solely those of the author and are only for educational purposes. Please talk to your financial advisor before making any investment decisions.
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Waking Up to the Coffee Market Part 1

3/9/2014

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By Mark Shore

We drink it every day; we love the flavor in various foods and beverages, we use it to wake up in the morning and we "grab" a cup for meetings. Coffee also known as Coffea, is one of the largest commodity markets in the world, but what do we really know about it?

It is believed coffee plants originated in the Ethiopian province of Kaffa. By the 15th century, via the port of Mocha, coffee was cultivated in Yemen. By the late 1600's coffee was discovered by consumers around the world with the Dutch often given credit for introducing the product to various countries.

By the 1830's Brazil became the largest producer of coffee. In the early 1900's Colombia became a global producer. The opening of the Panama Canal was influential to Colombia's exporting. According to the Commodity Research Bureau Yearbook, Puerto Rico and Hawaii are the only two areas of the U.S. for sizeable coffee production.

It is a slow production cycle as the coffee plant will READ MORE

Follow Mark Shore on Twitter, Facebook and Linkedin

Copyright ©2014 Mark Shore. Contact Mark Shore for permission for republication at info@shorecapmgmt.com Mark Shore has more than 25 years of experience in the futures markets and managed futures, publishes research, consults on alternative investments and conducts educational workshops. www.shorecapmgmt.com 

Mark Shore is also an Adjunct Professor at DePaul University’s Kellstadt Graduate School of Business, where he teaches the only known accredited managed futures course in the country. He is also a Board Member of the Arditti Center for Risk Management at DePaul University.

Past performance is not necessarily indicative of future results.  There is risk of loss when investing in futures and options.  Futures and options can be a volatile and risky investment; only use appropriate risk capital; this investment is not for everyone. The opinions expressed are solely those of the author and are only for educational purposes. Please talk to your financial advisor before making any investment decisions.

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5 Components of Hedge Fund & Managed Futures Due Diligence Part 3

3/7/2014

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By Mark Shore

In 2013 I wrote two articles on hedge funds and managed futures (CTA) due diligence: Five Components of Hedge Fund Due Diligence and Five Components of Hedge Fund Due Diligence Part 2. The first article was viewed from the perspective of the investor or allocator's and the second article was from the perspective of the CTA. This article will once again discuss the due diligence process from the investor's or allocator's perspective.

Below are five elementary ideas to keep in mind when performing due diligence on a hedge fund or CTA:

1) Audit trail of the due diligence process:The more organized and maintained the records are of the due diligence process on each manager, the better protected you are. There are two reasons for this:

a) In the event an investor asks for proof that due diligence was conducted, you have reports, evidence and data of the due diligence process.

b) If for some reason red flags or legal issues arise with the manager and their investors or with the regulators, you can prove that you actually performed due diligence on the manager. This became an issue for some firms claiming to have performed due diligence on Madoff, but in reality did not.

2) Account size tested for READ MORE

Follow Mark Shore on Twitter, Facebook and Linkedin

Copyright ©2014 Mark Shore. Contact Mark Shore for permission for republication at info@shorecapmgmt.com Mark Shore has more than 25 years of experience in the futures markets and managed futures, publishes research, consults on alternative investments and conducts educational workshops. www.shorecapmgmt.com 

Mark Shore is also an Adjunct Professor at DePaul University’s Kellstadt Graduate School of Business, where he teaches the only known accredited managed futures course in the country. He is also a Board Member of the Arditti Center for Risk Management at DePaul University.

Past performance is not necessarily indicative of future results.  There is risk of loss when investing in futures and options.  Futures and options can be a volatile and risky investment; only use appropriate risk capital; this investment is not for everyone. The opinions expressed are solely those of the author and are only for educational purposes. Please talk to your financial advisor before making any investment decisions.

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Most Viewed Articles/ Videos Feb 2014

3/3/2014

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Most viewed articles / videos on the Shore Capital Management site February 2014



February 2014

1) Skewing Your Diversification with Mark Shore Ep 5 and guest Brian Haskin discussing liquid alternatives and Chicago Booth

2)
Skewing Your Diversification with Mark Shore (The Show)

3) Skewing Your Diversification with Mark Shore Ep 7 with guest Megan Morgan discussing VSTOXX Futures, Eurex exchange, Chicago Booth & 85 Broads

4) Skewing Your Diversification with Mark Shore Ep3 with guest Leigh Faber discussing family offices

5) Most read articles December 2013

6) Skewing Your Diversification with Mark Shore Ep 2 and guest David Stendahl discussing managed futures, trading models, drawdowns and trend indicators

7) DePaul University Offers Managed Futures Course Spring 2014

8) Skewing Your Diversification with Mark Shore Ep 1 discussing introduction of the show, managed futures and Decoding the Myths of Managed Futures

9) Most read articles January 2014

10) Skewing Your Diversification with Mark Shore Ep 4 with guest Don Steinbrugge discussing hedge funds and pension funds


For more information email info@shorecapmgmt.com

Follow Mark Shore on Twitter, Facebook and Linkedin







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    The postings on this site are not recommendations for trades and should not be perceived as such. Losses may occur from trading futures and options. Please talk to your financial advisor before trading futures or options. Past performance is no guarantee of future results.

    Proposals for consulting projects may be sent to mshore@shorecapmgmt.com

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