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    • DRIVEN BY SCIENCE AND TECHNOLOGY

      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

    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 […]

    We Have Moved

    2015-08-10
    Rotella Capital Management is pleased to announce our Chicago office move. On August 10th we relocated to the UBS Tower in Chicago’s Central Business District. Our new space at One North Wacker is on the 40th floor of the tower with a stunning view of the city. The building is located directly across from the […]

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