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TrendMacro website 
Institutional Research & Analysis  



Hedge Fund + CTA + FoF  Database

BarclayHedge
database specialists in:

Managed Futures
(Individual or Pooled)
Futures Funds
Hedge Funds
(master AND feeder)
FoHF
(Funds of Hedge Funds)



CRB E-Mini FREE Trial
CRB FREE TRIAL
CRB E-Mini Trading Report
FREE TRIAL Subscription

MELIN - what can I say - Go READ
Hi Perf Managed Futures
Mark Melin's Book/Blog

VantagePoint Software
VantagePoint Software Offer

NanoTrader Hyper-Trading Platform
State-of-the-Art
systems generation suite
& trading platform

CME Trading Mentor
Trading Mentor Jeff Quinto
the Foundations of Futures

Interconti CTA Database
INTERCONTI
CTA Performance Database

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INTERCONTI
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economic intelligence
to educated investors

Lothian Letters SUBSCRIBE
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NEW NYSE/Liffe Metals Edition
free subscrption

Lothian Letters ABOUT
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The "must read" for industry
leaders and traders alike

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

CRB Discount Offers
Commodity Research Bureau
Special Discount Offers

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

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Family Offices Group
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for Financial Specialists

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Interconti Home Page
Interconti , Limited
Alternative Investment Intellegence
Interconti Home Page

TRADING ECONOMY LEGACY MANAGED BLOG
TRADING ECONOMY Merryman in one cut from Stan Kenton's Big Band - BYU concert Summer '61 MANAGED BLOG
Interconti Pages

Java TIME Clock Applet
Interconti
Java Time Applet

ALTERNATIVE ASSETS
PORTFOLIO DIVERSIFICATION

EFFECT of DIVERSIFICATION on TRADITIONAL PORTFOLIO PERFORMANCE
(60/40 stocks/bonds to 50/30/20 stocks/bonds/managed futures 1990-2011)

Managed Futures = Autumn Gold CTA index

Click to view FULL ANALYSIS REPORT


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

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

Click to view FULL SIZE

Click to view FULL SIZE


MARKET INDEX COMPARISONS
(CISDM CTA/SP500 TOTAL RETURN/MSCI EAFE Jan 1980-Apr 2011)

Managed Futures/SP500/International Equities

Click to view FULL SIZE


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

M/F.eu Aggregate Index Performance Table

Stark Research Website
(Managed Futures Research)
STAR 300 CTA & Stark CTA Fund Indices Benchmark Comparisons
(VAMI)

STAR 300 & Stark Fund Index Benchmark Portfolios

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

Relative Returns
Relative Drawdowns

Click to view FULL SIZE

Click to view FULL SIZE


BarclayHedge Website
BARCLAYS (Live) CTA Index
(VAMI)

Barclays Index Valuation Sourcepage

BarclayHedge Website
BarclayHedge Fund, FoF and CTA Indices
(marked-to-market based on cumulative number of managers reporting to date indicated)
(RoR)

 
Barclay Hedge Fund Index
Barclay Fund of Funds Index
Barclay CTA Index
Barclay Currency Traders Index
Hedge Fund Database and CTA Database from BarclayHedge

MANAGED FUTURES
PORTFOLIO DIVERSIFICATION
PORTFOLIO DIVERSIFICATION RISK/RETURN EFFECT


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

CME 1987-2008
BarclayHedge 1980-2010

Click to view FULL REPORT

Click to view FULL SIZE


Equities/Managed Futures STRESS TEST Results
(source = ATTAIN Capital)

CLICK to view Full Sizee

MANAGED FUTURES SEASONAL RETURNS
(158 CTAs December 1998 thru December 2008)

Click to Read Full Report

Google Trends Tracking Service

Google Trends archival data snapshots appear below.
Click on any or all depictions to view live datacharts of
"Managed Futures" or "Hedge Funds" keyword searches.
Indicates levels of general interest in the most liquid of Alternative Investment Medium
(click appropriate chart for detailed SEO analysis)

Managed Futures Searches
Google Trends SEO Research page

Google Trends SEO analysis of GEOGRAPHICAL ORIGINS & RELATED SEARCH TERMS
(Managed Futures searches ONLY)

Managed Futures Search Geographics (left) and Demographics (right)
target="_child"> Google Trends SEO Research page

Hedge Fund Searches
Google Trends SEO Research page

Institutional Marketing Database
MANAGED FUNDS ASSOCIATION
State Employee Pension Plan Marketing, Research, News, Policies & Proceedures Database
Click Graphic to Access Interactive Database Online

CLICK to view Interactive JAVA Database Online

MFA Online
On May 3, 2012, MFA released a major educational initiative:
"An introductory look at Commodity Trading Advisors (CTAs) and Commodity Pool Operators (CPOs)".
MFA describes the genre' thus in their press release:
"...has long been vital to the alternative investment industry..."
The presentation provides those new to the sub-set a better understanding of how CTAs/CPOs function,
are regulated and how recent Dodd-Frank legislation and SRO responses have affected these entities



MFA FULL Online Research Library
In the wake of initial market upheaval half a decade ago, followed by apparent consensus on regulatory reform,
we seem pre-destined to be plagued by indecision and inaction on key issues literally screaming for attention and unfunded mandates resulting from votes required to remain in office which placed legislators at odds with their PACs and/or special interest supporters.
Admirably, MFA has elected to update it's seminal
opus "Hedge Funds 101" and cast it as a kind of "transitional" aide memoire.
...here it is, updated as of November 2012...
Check back frequently as both domestic and foreign regulators try to come to grips with public
mandates clearly in juxtaposition with demands of their true core constituents.


MFA FULL Online Research Library
OTHER ITEMS in the MFA Slide-Show SERIES
(carried online by:SlideShare.Net)

E.U.
REGS 101
U.S.
REGS 101
RAUM
CALCULATIONS
JOBS
ACT
CPOs
CTAs
POSITION LIMITS SHORT
SALES
at issue: E.U. Regulatory Environment at issue: U.S. Regulatory Environment at issue: Standardized Returns Calculus at issue: JOBS ACT at issue: CPOs-CTAs at issue: Position Limits at issue: Short Selling

CME
Managed Futures Division

Click to view VIDEO SERIES


MANAGED FUTURES VIDEO SERIES HIGHLIGHTS
(CME Intro and Independent Insights into Manager Selection/Allocation Prosesses)

BarclayHedge
Media/Database Operator
CME
(Series Overview)
AlphaMetrix Funds
CPO/CTA/FoHF
Sol Waksman
Founder/Developer/CEO
CME
Managed Funds Division
Ranjan Bhaduri
PhD/CFA/CAIA


MANAGED FUTURES
ONLINE PORTFOLIO CONSTRUCTION TOOL
OPTIMIZE PORTFOLIO RISK/RETURN PROFILES BY MARKET SECTOR OR TRADING STYLE


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

Click to view LIVE ONLINE

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

Strategy Exchange
Collective 2

Click to view LIVE ONLINE

Click to view LIVE ONLINE


Interconti Website
INTERCONTI-SPONSORED INDUSTRY EVENTS
NIBA/EMF/CTA Expo - Conference Calendar

New York
New York
London
Chicago
Miami
24 Apr, 2013
25 Apr, 2013
27 Jun, 2013
19 Sep, 2013
03 Dec, 2013

Click for Registration and Agenda

Click for Registration and Agenda

Click for Registration and Agenda

Click for Registration and Agenda

Click for Registration and Agenda

NIBA
CTA Expo
EMF
CTA Expo
EMF
Service Provider
Directory
Service Provider
Directory
Service Provider
Directory
Service Provider
Directory
Service Provider
Directory

Click to View or Download

Click to View or Download

Click to View or Download

Click to View or Download

Click to View or Download


Interconti Website
Frank Pusateri & Bucky Isaacson
(Co-Founders of CTA EXPO and the new Emerging Manager's Forum Series)
...hosting events bringing talented asset-managers together with established asset-allocators in...
Chicago, New York, London, Miami

Lothian Media Empire Website

Recently, Frank spoke with John Lothian Newsletter's editor, Jim Kharouf about trends & challenges
in the managed futures space and prospects for managed futures ETFs as well as mutual funds.
Separately, Bucky was interviewed on his Strategic & Tactical vision for the series moving forward.

Frank Pusateri
Bucky Isaacson


Opalesque Website

Source: TRB Report
Source: OFI Newsletter Archive

Technical Research Report

Futures Intelligence Letter


Opalesque Website

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


CalPERS Website

CalPERS
(California Public Employees Retirement System)
Internal closed-door product discussion led by Ed Robertiello, CalPERS' new
(6mos) ARS (Absolute Returns Strategies) silo lead, covering their Emerging
Manager's subset which seeks to capture NEW talent in recognition of the tendency
for portfolio management to suffer diminishing returns as AUM appreciates over time.
CalPERS and CalSTRS have isolated this metric as one of a handful of tools applicable
to aid continuing Alpha generation even as investment topography has dramatically changed
(the "New Normal" recognized by El-Arian, Gross and Roubini).
Of particular interest may be the emphasis on:

"Alternatives" and "Derivitives"
"Hedge Funds" and "Managed Futures"
"Alpha" v "Beta"
(quantifying active versus passive portfolio management styles).

Still others may appreciate the brief glimpse inside the the fiduciary asset-management process
as exercised by one of the two largest pension plan operators on Earth.

CalPERS Absolute Return Strategies 03 December 2012
(actively seeking emerging trading talent primarily relisnt upon sophisticated diversification techniques for risk-management)


FWD Thinking Research
click logo for detailed information
(click "fullscreen" {lower right of frame} to enlarge)

The Diversification Quest - Norman Mains

International Financial Administration BVI
click logo for detailed information
(click "fullscreen" {lower right of frame} to enlarge)

Issues for Investment Fund Managers

Sunrise Capital
click logo for detailed information
(click "fullscreen" {lower right of frame} to enlarge)

Revisiting Kat - Tom Rollinger

RedRock Capital
click logo for detailed information
(click "fullscreen" {lower right of frame} to enlarge)

Sortino - a Better Measure of Risk? posted by Tim Merryman


BarclayHedge Website

Free Hedge Fund and Managed Futures Database Search Contact Marketing Hedge Fund Database Free Hedge Fund and Managed Futures Database Search


PERIODIC INSTITUTIONAL RESEARCH
(click below for details)

click for detail on Research Reports

National Futures Association Public Education Initiative:

NFA Online  Futures Trading Tutorial

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.

© 2008-2013 Interconti, Limited & T.W. Merryman

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