Managed Futures and Volatility: Decoupling a "Convex" Relationship with Volatility Cycles

  • 16 Dec 2013
  • By Kathryn Kaminski

The year 2011 was a period fraught with turbulence in financial markets. Managed futures strategies, despite their common association with long volatility, did not fare as well as some might have expected amidst this turbulence.

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