Interconti Managed Futures Network

NAV-BAR

and

RESEARCH LIBRARY LINKS

CONTACT INTERCONTI

via

PRIMARY

e-mail

BACKUP

e-mail

BACKGROUND

INTERCONTI

Mission Statement(s)

EDITOR's

Professional Biography

INTERCONTI

Main Library Links

INTERCONTI

General Research Archives

INTERCONTI

Managed Futures Archives

INTERCONTI

Hedge Fund Archives

INTERCONTI

Asset Manager Listings

INTERCONTI

Economic Cycles Archive

Proof Sources

recognized

diversication proponents

Pension Governance, LLC

Asset Allocation Discussion

CalPERS

Investment Committee News

MSCI/Barra Portfolio Analytics
Used by over 1000 clients &
the 10 largest asset managers

PIMCO

Derivatives Investment Division

INTERCONTI
Professional (B2B) Consultancy

PROFESSIONAL AIDES MEMOIR

Handbooks for New Operators

    CTAs/CPOs    Hedge Funds

  Introducing Broker

INTERCONTI

  Institutional Research

  Aggregation

INTERCONTI

  Asset Manager Tracking Services

FINANCIAL RESEARCH/EDUCATION

INVESTOPEDIA

  OnLine Financial Encyclical

NBER

   Nat'l Bureau Economic Research

INTERCONTI

  Asset Manager Listings

  { Broker-Neutral }

ONLINE FINANCIAL CALCULATORS

MARTINDALE

  Online Financial Calculator Library

GALILEO/WOLFRAM

   Financial Modelling Components

INTERCONTI
Online Pivot Point Calculator

DATABASES:

INTERCONTI
CTA Performance Database

INTERCONTI
Systems Performance Databases

INTERCONTI MEDIA SPONSORSHIP:

Helping Pro Money Managers,
Asset Allocators & 3rdPM
identify NEW trading talent

NIBA Conferences
EMPOWERING the IB
brokerage community

TRADING CONTESTS:

WorldCup Trading Contest
Registration Page

ASSET ALLOCATION TV SERIES:

Legendary Money Manager
TV Interview Series

Money Manager Presentations
BarclayHedge TV

INTERCONTI AFFILIATES: Market Analysis - News Services
Trading Software

INTERCONTI AFFILIATE INFO REQUEST FORM

Institutional Research & Analysis

CRB E-Mini Trading Report
FREE TRIAL Subscription

VantagePoint Software Offer

State-of-the-Art
systems generation suite
& trading platform

Trading Mentor Jeff Quinto
the Foundations of Futures

INTERCONTI
CTA Performance Database

INTERCONTI
Systems Performance Databases

Delivering a suite of unique
economic intelligence
to educated investors

John Lothian Newsletter
NEW NYSE/Liffe Metals Edition
free subscrption

John Lothian Newsletter
The "must read" for industry
leaders and traders alike

Open source encyclopedia on
global derivatives, securities,
environmental and related
OTC markets

Commodity Research Bureau
Special Discount Offers

Richard Wilson's HF Blog
for HF pros and end-users

Family Offices Group
LinkedIn Resource for
Office Operators & Purveyors

Gate39 Media
Integrated Web Design
for Financial Specialists

INTERCONTI AFFILIATE INFO REQUEST FORM

Interconti , Limited Alternative Investment Intellegence

TRADING ECONOMY MAIN MANAGED BLOG

Interconti Pages
MANAGED FUTURES INDUSTRY NEWS (click "MENU" to scroll through FOUR independent sources) (click "HEADLINE" for full article)

ALTERNATIVE ASSETS PORTFOLIO DIVERSIFICATION
EFFECT of DIVERSIFICATION on TRADITIONAL PORTFOLIO PERFORMANCE (60/40 stocks/bonds to 50/30/20 stocks/bonds/managed futures 1990-2009)
(source: www.AutumnGold.com)

Managed Futures = Autumn Gold CTA index

Autumn Gold Statistical Data 2005 thru 2009 Autumn Gold Proprietary CTA Index

$1,000 initial Value Added Monthly Index (VAMI) Index Monthly Performance

Managed Futures.eu Live CTA Index versus S&P500 Courtesy of: Managed Futures.eu

Credit Suisse/Tremont HF/CTA Index Performance Long Term Multi-Index Comparisons

Relative Returns Relative Drawdowns

BARCLAYS (Live) CTA Index (VAMI)

Managed Futures Industry Assets Under Management (AUM)

MANAGED FUTURES PORTFOLIO DIVERSIFICATION
PORTFOLIO DIVERSIFICATION RISK/RETURN EFFECT

(source: CME Managed Futures Resource Center)

BENEFITS of Managed Futures

CME Managed Futures FULL TWELVE-PART VIDEO SERIES

PORTFOLIO DIVERSIFICATION RISK/RETURN EFFECT
("Efficient Frontier" methodology)

CME 1987-2008 BarclayHedge 1980-2010

MANAGED FUTURES SEASONAL RETURNS

(source: BarclayHedge/Interconti, Ltd.)
(158 CTAs December 1998 thru December 2008)

MANAGED FUTURES CTA/CPO PERFORMANCE DATABASE
(click to view full database including performance track records)
(source: Interconti/Autumn Gold Strategic Alliance)

COMPUTERIZED FUTURES TRADING SYSTEMS
(click to view full database selections & performance estimates)

Strategy Exchange Collective 2

FALL CHICAGO CONFERENCES November 2-3, 2010 - Embassy Suites, LakeFront

NIBA Sales & Marketing Conference Fall 2010 CTA Expo

CTA April 2010 Expo, NYC
Click Graphic for Post-Event Forensic Analyses

Source: TRB Report Source: OFI Newsletter Archive

Frank Meyer: The skill of investing with the right managers early on.
Frank Meyer is one of the pioneers and legends in the hedge fund industry.
In this Opalesque FIVE Minutes, Meyer recalls how early on, he started to study and invest in hedge funds.
By 1973 he had already formed his first fund of funds.

Selection of Emerging Trading Talent

Attain Capital Weekly Newsletter
click ATTAIN logo to signup for Weekly Letter
(click "Fullscreen" to enlarge)

Incubated

PERIODIC INSTITUTIONAL RESEARCH
(click below for details)

National Futures Association Public Education Initiative:

IMPORTANT RISK DISCLOSURE:

THE RISK OF TRADING COMMODITY FUTURES, OPTIONS AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL. THE HIGH DEGREE OF LEVERAGE ASSOCIATED WITH COMMODITY FUTURES, OPTIONS AND FOREX CAN WORK AGAINST YOU AS WELL AS FOR YOU. THIS HIGH DEGREE OF LEVERAGE CAN HAVE THE EFFECT OF SUBSTANTIALLY MAGNIFYING POTENTIAL LOSSES AS WELL AS GAINS. YOU SHOULD CAREFULLY CONSIDER WHETHER COMMODITY FUTURES, OPTIONS AND FOREX ARE SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. IF YOU ARE UNSURE YOU SHOULD SEEK PROFESSIONAL ADVICE. ALWAYS REMEMBER THAT PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES FUTURES ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID ASSET DEPLETION.
PROSPECTIVE TRADERS OR INVESTORS SHOULD NOT BASE THEIR DECISION TO INVEST SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE TRADING DECISIONS AND THE TERMS OF THE ACCOUNT OR ADVISORY AGREEMENT INCLUDING THE MERITS AND RISKS INVOLVED.

� 2008-2010 Interconti, Limited & T.W. Merryman