Managed Futures

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Data_Monkey

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Anyone have any good summary notes on this topic -
I have problems grasping exactly what all this is…
 
use derivatives, macro strategy, more volatile, what else? That’s all i can remember.
 
less volatile actually.
Trend-following less diversification than Contrarian strategy.
 
use derivatives esclusively unlike Hedge funds that use both. Also, it is meant for high networth individuals. couple of different strategies : systematic trading and discretionary(where judgement takes the front seat)
good diversifier
if someone wins somebody else loses inthis strategy so you have to be on winning side.
CISDM CTA benchmark
 
Schweser had a question in the PM section of exam 3 that say st d of MF is lower than that of equity and higher than that of bonds.
 
basically trading futures with the only objective being to profit (as opposed to hedge). currencies, commodities, interest rates, etc. zero sum game, low to zero correlation to traditional investments. generally used for high net worth indv and institutions.
 
trading firms are generally called CTAs (commodity trading advisors) and CPOs (commodity pool operators) can build a fund of funds with multiple CTAs.
 
They can either Systematic or Discretionary. Systematic means trend following, uses quant models and such, whereas Discretionary uses the managers ideas and feelings…
 
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