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TRADING ECONOMY MAIN MANAGED BLOG
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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)

Managed Futures = Autumn Gold CTA index

Click to view FULL SIZE


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

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

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

M/F.eu Aggregate Index Performance Table

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

Relative Returns
Relative Drawdowns

Click to view FULL SIZE

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BarclayHedge Website
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Managed Futures Industry Assets Under Management
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CLICK to view Raw Data Online

MANAGED FUTURES
PORTFOLIO DIVERSIFICATION
PORTFOLIO DIVERSIFICATION RISK/RETURN EFFECT


BENEFITS of Managed Futures


CME Managed Futures FULL TWELVE-PART VIDEO SERIES

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

CME 1987-2008
BarclayHedge 1980-2010

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

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Source: TRB Report
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Technical Research Report

Futures Intelligence Letter


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


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Incubated

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.

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