This post is redistributed from the original newsletter at Attain Capital Management (www.attaincapital.com).  To see the original material, please click here. Managed Futures Spotlight: Roe Capital Management Monticello Spreads Program By John Cummings We hear requests from clients and readers of our newsletter quite often to highlight a managed futures program which is doing something

View PDF | View HTML IN REVIEW | May & June 2010 Performance As I have noted before, losing money is the aspect of trading with which I am least comfortable.  Since the market began pricing in the European debt contagion in mid May, my systems have underperformed my expectations.  Perhaps it would be more