Managed Futures White Papers and Articles
Managed futures research, white papers and articles at your fingertips.
Find the latest information, research, and insight from Foremost Capital Management.
- Lintner Revisited: A Quantitative Analysis of Managed Futures
- In Search of Crisis Alpha: A Short Guide to Investing in Managed Futures
- Managed Futures and Hedge Funds: A Match Made in Heaven
- CTAs: Shedding Light on the Black Box
- Allocating to Managed Futures: Performance Considerations within a Risk Parity Framework
- Understanding the Managed Futures Strategy and its Role in the Institutional Policy Portfolio
- The Experience of Uncorrelated Assets
- Performance and the Potential of Managed Futures in the Market Crisis Period
- Managed Futures & Pension Funds: A Post-Crisis Assessment
- Well, it’s Much Better than it Looks
- Decoding the Myths of Managed Futures
- The CTA VAI (Value Added Index)
- An Overview of Managed Futures: Evolving attitudes towards hedge funds
- Tales for the Downside: Risk Reduction Strategies
- A Comparison of CTA Indexes
- Managed Futures: Portfolio Diversification Opportunities
- Going Up? Where to Find Returns if Rates Begin to Rise
- Prospects for CTAs in a Rising Interest Rate Environment - Monetary Policy Has a Minimal Impact on CTA Performance
- The last sustained rise in interest rates, as defined by the direction of the Fed Funds rate, ended in 1982. Since then, with the exception of just a few years in each of the last three decades, the US Federal Reserve has proffered an easy money policy, gradually guiding interest rates down from the Volker-era stratosphere.
Disclaimer: This information was obtained from sources believed to be reliable, but we do not guarantee its accuracy. Neither the information nor any opinion expressed therein constitutes a solicitation of the purchase or sale of any futures or options contracts.
