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      Rotella employs a rigorous scientific process to research investment opportunities and manage risk in the financial markets using world class technology.

       
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  • KNOWLEDGE CENTER

    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

    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 […]

    The Grand Illusion

    2015-08-01, By Robert Rotella, CEO, Rotella Capital Management, Inc.
    Norman Angell may not be a household name but perhaps he should be. He was born in England and then immigrated to the United States working at myriad odd jobs such as cowboy, ditch digger, and newspaper reporter. He then returned to England where he won a seat in Parliament and a Nobel Peace Prize. […]

    Q2 Market Outlook

    2015-08-01, By Robert Rotella, CEO, Rotella Capital Management, Inc.
    We may be near a secular low in interest rates which may already have been established in the first half of this year. It is possible for interest rates to stabilize or continue lower from here but the next major move should be higher. Government funding and empty promises will collide with higher interest rates […]

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