Ranjan Bhaduri, Managing Director AlphaMetrix LLC, discusses the updated Litner paper and how managed futures improves a risk adjusted return. He also speaks about the importance of market liquidity and it's impact on managed futures.
CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.