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Trading
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Keep track of products you’re interested in, view trading data and access all your contracts in a single location.
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Technology
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Education
Learn why traders use futures, how to trade futures, and what steps you should take to get started.
- 30 Sep 2012
- By Red Rock Capital
In this paper, we revisit and update Kat’s original work. Using similar data for the period June 2001- December 2011, we find that his observations continue to hold true more than 10 years later. During the subsequent 10 years, a highly volatile period that included separate stock market drawdowns of 36% and 56%, managed futures have continued to provide more effective and more valuable diversification for portfolios of stocks and bonds than have hedge funds.
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More in General
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- Lintner Revisited - August 31, 2015
- Decoding the Myths of Managed Futures - April 19, 2015
- CTAs - December 16, 2013
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.
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