Is This Investment Strategy For You?
Managed futures (also known as Commodity Trading Advisors or CTAs) is an investment strategy that:
Able to profit in up or down markets
Invests long or short in 200+ liquid global markets
Is diversified across stocks, bonds, currencies and commodities
Is expressed through futures, forwards and options
PAST RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THERE CAN BE NO ASSURANCE THAT AN ACCOUNT OR FUND WILL EARN ANY PROFITS AT ALL OR WILL BE ABLE TO AVOID INCURRING SUBSTANTIAL LOSSES.
Why Managed Futures?
Managed futures has historically provided attractive long-term returns.
Why Multi-Manager?
Multi-manager portfolios have historically provided diversification across strategies, time frames, sectors, and markets.
Recommended Reading
Demystifying Managed Futures
In order to "demystify" managed futures, the AQR paper explains how managed futures strategies operate, the economic underpinnings that underpin the strategy's effectiveness, the advantages of managed futures for portfolios and traded markets, and many other issues.
Managed Futures: Riding the Wave
AIMA and Societe Generale, two of the industry's leading organizations, wrote this summary of the managed futures industry. Strategy explanations, program diversity, investment benefits, misunderstandings, and many other topics are handled.
Managed Futures Research Digest: A Collection of Research Abstracts from Industry and Academic Contributors
For investors interested in learning more, the CME Group has gathered a substantial collection of academic and industry research on managed futures. This research resource is a veritable gold mine for learning about a wide range of managed futures topics.