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Managed Futures Education Resources

In Search of Crisis Alpha: A Short Guide to Investing in Managed Futures

Most investment strategies are susceptible to suffering devastating losses during equity market crisis. Given this, for almost any investor, the key to finding true diversification is in finding an in

Managed Futures Education Resources

Frequently Asked Questions About Managed Futures

Individual and institutional investors are increasingly including Managed Futures as part of a diversified investment portfolio as they search for non-traditional and alternative investment opportunit

Managed Futures Education Resources

Analyzing the performance table

Disclosure documents include performance summaries for managed futures investments. Find out how to decipher the different pieces of information these summaries provide. Upon receiving a Commodity Trading Advisor (CTA) disclosure document, the first thing investors usually do is turn to the performance table found in the Past Performance section of the document. This is where […]

Managed Futures Education Resources

Commodity Trading Advisors (CTAs)

Managed futures are operated by licensed Commodity Trading Advisors, or CTAs, who are regulated in the United States by the Commodity Futures Trading Commission and the National Futures Association. Commodity trading advisors (CTAs) are asset managers who follow a set of systematic investment strategies. Essentially, they are the operators of managed futures accounts and are […]

Managed Futures Education Resources

The Capital Appreciation Program: Spreads ‐ A Unique Approach to the Energy Sector

Corporate Summary Tyche Capital Advisors, LLC is a New York based registered commodity trading advisor currently offering trading programs to qualified investors. Through its trading programs, TCA will engage in speculative trading of futures and options contracts offered on the United States commodity exchanges and overseas futures exchanges. Tariq Zahir and Steve Marino are the […]

Managed Futures Education Resources

10 Reasons to Consider Adding Managed Futures to Your Portfolio

Managed Futures are an alternative asset class that has achieved strong performance in both up and down markets, exhibiting low correlation to traditional asset classes, such as stocks, bonds, cash an

Managed Futures Education Resources

Peering Over the Fiscal Cliff

by Tyler Resch, Portfolio Manager, IASGPosted October 18th, 2012 As we go into the final few months of the year we are more and more concerned with how we position ourselves going into 2013. A term I am hearing more often from concerned investors is the looming “fiscal cliff.” This “fiscal cliff” they are referring […]

Managed Futures Education Resources

Definitions and Formulas

Arbitrage: There are a number of sub-strategies that fall under arbitrage. The most prevalent in the managed futures industry is statistical arbitrage. A simple example of this is simultaneously buying gold on one exchange (for a lower price) and selling gold on another exchange (for a higher price). This strategy looks to profit from the […]

Commodity Trading Advisor Managed Futures Education Resources

Observations On the Death of Trend Following

This paper addresses issues contributing to the underperformance of trend following programs during the investment environment of the past five years, a set of conditions that may continue for some time. As the “trend following” debate rages on, our ultimate concern pertaining to the current conundrum is whether trend following strategies are no longer profitable. While I review comments from a variety of leaders in the field, both data and comments focus more heavily on the CTA (Commodity Trading Advisor) space than on that of other fund managers. Nevertheless, details are applicable to a variety of strategies. It is my hope that a broader perspective will encourage investors to ask more pragmatic questions, ultimately improving their manager selection process.

Managed Futures Education Resources

Lintner Revisited: The Benefits of Managed Futures 25 Years Later

Dr. John Lintner, a Harvard Professor, presented the seminal paper entitled “The Potential Role of Managed Commodity – Financial Futures Accounts (and/or Funds) in Portfolios of Stocks and Bonds” at the annual conference of the Financial Analysts Federation in Toronto in May 1983. The findings of his work, namely that portfolios of equities and fixed income exhibit substantially less variance at every possible level of expected return when combined with managed futures, remain as true as ever more than 25 years later. In this brief paper, we attempt to update Professor Lintner’s work by demonstrating that the beneficial correlative properties of managed futures presented in his research persist today. We also reintroduce managed futures as a diverse collection of liquid, transparent hedge fund strategies that tend to perform well in environments that are often difficult for traditional and other alternative investments.

Managed Futures Education Resources

Top 5 List – Why Managed Futures?

Futures may be used to manage the risk of volatile investments and to capitalize on speculative opportunities associated with that volatility. But the fast-paced and increasingly sophisticated nature of futures markets sometimes renders it difficult for all but the most adept institutional and retail investors to take full advantage of these markets.

Managed Futures Managed Futures Education Resources

Choosing a CTA …

… or maybe more than one. If you’ve decided to include Managed Futures in your investment portfolio, the next step is choosing the right mix of Commodity Trading Advisors to help achieve your investment objectives. Just as managed futures help diversify an investment portfolio, different CTA programs can provide another layer of diversity within the […]

Managed Futures Education Resources

Alternative Investments

An alternative investment is an investment product other than traditional investments such as stocks, bonds or cash. Most alternative investment assets are held by institutional investors or accredited, high-net-worth individuals because of their complex nature, limited regulations and relative lack of liquidity. Some of the more common alternative investments strategies real estate investment trusts, hedge […]

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