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    Market Trend Barometer

    The above depicts a measurement of current market trend strength over various time frames and for a representative set of futures markets. The above percentages do not represent the performance returns for any RCM investment program or account. Click a barometer for more information.
  • LATEST NEWS & ARTICLES

    Q4 Market Outlook

    2015-12-31, By Robert Rotella, CEO, Rotella Capital Management, Inc.
    December witnessed one of the most telegraphed quarter point increases in the history of Fed funds’ rate hikes. With the Federal Reserve indicating more rate hikes in 2016, this promises to accelerate the divergence in policies versus its counterparts in Europe and Japan. This divergence could continue to provide a favorable environment for the US […]

    The Grand Illusion – EMP

    2015-11-03, By Robert Rotella, CEO, Rotella Capital Management, Inc.
    What does the 3 letter acronym EMP stand for? My guess is most people don’t know but then why is it important for markets? I will let you decide. EMP stands for electromagnetic pulse. It can be both natural and man-made. For example a lightning bolt or solar flare can create an EMP. Machines can […]

    Q3 Market Outlook

    2015-11-03, By Robert Rotella, CEO, Rotella Capital Management, Inc.
    We remain bullish to neutral on stocks, bonds, and the dollar and bearish on commodities but have turned neutral on gold. One government agency that is rapidly running out of ammunition is the Fed and eventually the markets will have to face reality.

    Historical Analysis of CTA Performance in Q4: Relating Returns to Trends

    2015-10-19, By Robert Rotella, CEO, Rotella Capital Management, Inc.
    One issue faced by fund managers is developing expectations for the future returns of their products. This task for CTAs is made more complicated by the fact that many strategies are designed to be uncorrelated to conventional market indices, benchmarks and indicators. An approach to generating such a forecast is to relate strategy returns to […]

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