A Survey of the Managed Futures Industry
„A Survey of the Managed Futures Industry“ vermittelt eine grundlegende Einführung in die Managed Futures Industrie. Das Buch wurde durch Ernest Jaffarian, CEO/CIO von Efficient Capital Management verfasst und enthält Erläuterungen zur Geschichte der Industrie, Eigenschaften von Managed Futures, Investmentanalysen, Portfoliokonstruktion sowie Erklärungen zu den vielfältigen liquiden und transparenten Trading-Strategien.
CAIA Level II: Advanced Core Topics in Alternative Investments
Der „Chartered Alternative Investment Analyst (CAIA)“ ist die führende Berufsbezeichnung im Bereich der Alternativen Investments. Ernest Jaffarian wurde als Branchenführer 2009 angefragt, das Kapitel „Managed Futures“ für den Lehrplan Level II zu verfassen.
An Overview of Managed Futures
Das „Whitepaper“ gibt Einblick in den ersten investierbaren Managed Futures Index „ISTOXX Efficient Capital Managed Futures 20 Index“. Der Index wurde in Zusammenarbeit mit iSTOXX, dem marktführenden Anbieter für innovative und qualitativ hochstehende globale Indexkonzepte lanciert. Das Dokument gibt einen Überblick zu den Managed Futures Strategien, den Eigenschaften von Managed Futures und zeigt die Portfolio Vorteile und Performance auf.
Managed Futures for Institutional Investors: Analysis and Portfolio Construction
Burghardt and Walls, are well respected researchers from Newedge, a leading Managed Futures Futures Clearing Merchant (FCM). They head up the research team at Newedge and give an excellent introduction to Managed Futures, from soup to nuts. They try to help investors understand the sources of returns, return distributions and other statistical characteristics of the distribution, how to structure CTA portfolios, how to access Managed Futures, how different types of CTA strategies correlate to each other and why, and the justification for the Newedge CTA Index and the Alternativeedge Short Term Trader Index (STTI), among many other topics.
Inside the Black Box: The Simple Truth About Quantitative Trading
Many people feel that CTAs are a “black box,” and hence not able to understand why they trade as they do. Narang takes investors inside the mind of a quantitative trader who uses computers to implement his strategies. With an approachable, understandable style, Narang shows that the “black box” is just a disciplined servant obeying the will of its creator, a human being you can talk to and who can explain the system. If you want to understand how quantitative, disciplined trading works, you’ll enjoy this book.
A Century of Evidence on Trend-Following Investing
Moving Into the Mainstream: Liquid CTA/Macro Strategies & Their Role in Providing Portfolio Diversification
Global Macro Hedge Fund Investing: An Overview of the Strategy
Understanding Managed Futures Role in an Institutional Portfolio
Managed Futures and Asset Allocation
Revisiting Kat’s Managed Futures and Hedge Funds – A Match Made in Heaven
Lintner Revisited – The Benefits of Managed Futures 25 Years Later
10 Reasons to Consider Adding Managed Futures to Your Portfolio
Frequently Asked Questions about Managed Futures
In Search of Crisis Alpha – A Short Guide to Investing in Managed Futures
