Managed Futures Resource Center

Learn more about the advantages of adding Managed Futures to your portfolio. Sign up today and gain immediate access to the following timely resources.

Managed Futures: Portfolio Diversification Opportunities

Managed futures have been used successfully by investment management professionals for more than 30 years. Institutional investors looking to maximize portfolio exposure continue to increase their use of managed futures as an integral component of a welldiversified portfolio. Read more...

*Now available in Japanese and Simplified Chinese

Lintner Revisited: The Benefits of Managed Futures 25 Years Later

Dr. John Lintner, a Harvard Professor, presented the seminal paper entitled "The Potential Role of Managed Commodity – Financial Futures Accounts (and/or Funds) in Portfolios of Stocks and Bonds" at the annual conference of the Financial Analysts Federation in Toronto in May 1983. The findings of his work. Read more...

Why Managed Futures?

Futures have become increasingly popular as risk management and speculative trading tools. But they are not necessarily for amateurs. Some investors have turned to the managed futures industry for trading services offered by skilled professionals. Read more...

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. For the past fifteen plus years Read more...

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, Issues and Insights for Starting a CTA Business, in order to help our clients grow and thrive.
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Lintner Revisited: A Quantitative Analysis of Managed Futures in an Institutional Portfolio

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.
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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. Read more...