Many of our managed futures brochures are available in print and can be ordered online. If you have ideas for new materials, please contact us.
|Issues and Insights for Starting a CTA Business
Being a Commodity Trading Advisor (CTA) requires more than just a successful trading program. In light of this, CME Group has created this guidance document, isuses and insights for Starting a CTA Business, in order to help our clients grow and thrive.
Frequently Asked Questions About Managed Futures
Individual and institutional investors are increasingly including Managed Futures as part of a diversified investment portfolio as they search for alternative or non-traditional investment opportunities. This piece outlines frequently asked questions about Managed Futures.
Managed Futures Research Digest
Compiled by CME Group, May 2013
A collection of research abstracts from managed futures industry and academic sources.
Kathryn Kaminski on Managed Futures and Volatility
Kathryn M. Kaminski, PhD., Alpha K Capital LLC, April 19, 2011
A closer look at what it means to be long or short volatility and Managed Futures performance across different regimes in volatility. Includes schematics.
Lintner Revisited: A Quantitative Analysis of Managed Futures in an Institutional Portfolio
John Lintner: Professor, Harvard University, April 2012
This paper revisits Dr. John Lintner's classic 1983 paper, "The Potential Role of Managed Commodity-Financial Futures Accounts (and/or Funds) in Portfolios of Stocks and Bonds," which explored the substantial diversification benefits that accrue when managed futures are added to institutional portfolios.
The Backfill Effect
Ryan Duncan: New Edge Prime Brokerage, January 24, 2011
When listing programs in a database, managers may choose to delay reporting the returns of a product until it would merit investor interest. This produces the problem of "backfill", which is the portion of the track record that occurred before the performance results were distributed to the industry.
|Why Smart Money Invests in Managed Futures
The managed futures marketplace has become one of the fastest growing areas of the financial industry proving that there are significant advantages to adding managed futures to your portfolio. Join Dave Lerman of CME Group as he outlines 10 Compelling Reasons to Trade Managed Futures including diversification benefits, lowering your overall risk and returns in general.
|A Former Institutional Investor's Perspective on Managed Futures
One of the first things investment professionals learn is the concepts of Modern Portfolio Theory developed by Harry Markowitz in 1952, which quantifies the benefits of diversification.