Mon premier blog

Following the Trend: Diversified Managed Futures Trading Andreas F. Clenow
Publisher: Wiley

Sep 13, 2013 - Managed Futures are a conglomeration of different trading approaches including pattern recognition, very short-term trend-following models as well as intraday, mean reversion or counter-trend systems and many others. Managed Direxion Commodity Trends Strat Inv (DXCTX) tracks the Alpha Financial Technologies Commodity Trends Indicator, a momentum-following mechanism that allocates short and long exposures over a diversified spectrum of futures. *FREE* shipping on qualifying offers. The fund tracks the performance of the Guggenheim Managed Futures Index and offers investors the potential for downside protection, asset class diversification and a hedge against inflation. Feb 28, 2014 - Following the Trend: Diversified Managed Futures Trading (Wiley Trading) on . Feb 13, 2012 - Managed Futures performance vs. Apr 18, 2011 - Lightly-traded financial markets are not necessarily great matches for the highly liquid ETF vehicle. Major market indices The Claymore Managed Futures ETF (CMF) seeks to capitalise on price trends of a diverse universe of commodity, currency, equity and fixed income futures contracts through a systematic trend-following strategy. Written simply for investors unfamiliar with trend following (or managed futures more generally), Randall Mauro provides a high-level overview of the benefits of including non-correlating asset classes like managed futures to thoughtful portfolios. Apr 25, 2011 - Unlike long-only commodity index trackers, managed futures are just that—alpha-seeking accounts run by Commodity Trading Advisors (CTAs) who are free to buy or sell short futures on a discretionary basis. Oct 10, 2007 - As a hypothetical example, we'll compare one CTA, a floor trader who is actively engaged in scalping bond arbitrage strategies, against another CTA who trades a long-term diversified trend following system. Mar 19, 2014 - Market Diversification: Most managers trade across dozens or even hundreds of individual futures contracts to increase diversification. Due in part to its deep market penetration, the growth of managed futures has risen dramatically over Most trend-following managers trade in over 30 different futures markets in all asset classes: equities, commodities, currencies, and fixed income. Trend followers historically have done well when stocks are down. The real potential of Managed Futures is the result of systematic trading processes, a stringent risk control, and diversification in return generation and the ability to adapt changing market regimes. While we agree Alternative investments provide diversification benefits, but be prepared to sit on them for a while.