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.
|Trend Following with Managed Futures
Alex Greyserman, PhD., Chief Scientist at ISAM, and Kathryn M. Kaminski, PhD., Deputy Managing Director at SIFR
A preview of a soon-to-be-released book about trend following and analyzing CTA returns in an understandable framework. This book provides valuable insight into the nature of trend following through examples. It brings academic rigor to the evaluation of CTA strategies.
www.wiley.com, or call 1-800-225-5945.
Managed Futures Research Digest
Compiled by CME Group, July 2014
A collection of research abstracts from managed futures industry and academic sources.
Lintner Revisited: A Quantitative Analysis of Managed Futures in an Institutional Portfolio (June 2014)
Ryan Abrams, Portfolio Manager, Wisconsin Alumni Research Foundation, Ranjan Bhaduri, PhD, Chief Research Officer, Sigma Analysis & Management Ltd,, Elizabeth Flores, Executive Director, CME Group
An update to Dr. John Lintner's seminal paper, which describes the diversification benefits that managed futures strategies can bring over the long-term to an equity/fixed income/hedge fund portfolio. The authors use data through 2014 to show that Lintner's general conclusions have stood the test of time for long-term investors seeking diversification, despite highly challenging conditions over the last four years.
Kathryn Kaminski on Managed Futures and Volatility
Kathryn M. Kaminski, PhD., Deputy Managing Director at SIFR, 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.
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.
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.
|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.
If you’re considering making Managed Futures a part of your portfolio, you may want to explore some of the resources on this page, including commentary from advisors and analysts, as well as white papers and seminars that discuss why the interest in Managed Futures continues to grow.