Books

Managed Futures and Their Role in Investment Portfolios


by Don M. Chance, 2000

Book Description: One of the many advantages managed futures offer is that their returns have low correlations with the returns of other traditional asset classes-even though they can entail significant costs. This monograph provides an overview of the industry, discusses the advantages and disadvantages of managed futures, reviews their historical performance record, presents a method for evaluating their performance in a portfolio, and lays out how to establish a managed futures program.


Managing Risk in Alternative Investment Strategies: Successful Investing in Hedge Funds and Managed Futures


by Lars Jaeger, 2002

Book Description: The first practical and accessible guide to managing risk when pursuing alternative investment strategies (AIS). Provides extensive references for those who wish to explore individual topics or AIS-related mathematical models in greater detail.


Commodity Trading Advisors: Risk, Performance Analysis, and Selection


by Greg N. Gregoriou, Vassilios Karavas, François-Serge Lhabitant, Fabrice Rouah, 2004

Book Description: Authoritative, up-to-date research and analysis that provides a dramatic new understanding of the rewards-and risks-of investing in CTAs Commodity Trading Advisors (CTAs) are an increasingly popular and potentially profitable investment alternative for institutional investors and high-net-worth individuals. Commodity Trading Advisors is one of the first books to study their performance in detail and analyze the "survivorship bias" present in CTA performance data. This book investigates the many benefits and risks associated with CTAs, examining the risk/return characteristics of a number of different strategies deployed by CTAs from a sophisticated investor's perspective.


Building Wealth With Managed Futures


by Kim Avery, 2006

Book Description: Building Wealth with Managed Futures is an easy to understand guide to investing in Managed Futures. Written for both the average investor and industry professional; readers will learn how to analyze Commodity Trading Advisors (CTAs), build a managed futures portfolio, identify realistic investment goals and risk tolerance levels, learn how to decode a CTA's disclosure document, diversify across trading systems and market segments, and learn how industry professionals use statistical analysis to rank Commodity Trading Advisors.


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Disclaimer: THE RISK OF LOSS IN TRADING FUTURES CAN BE SUBSTANTIAL. YOU SHOULD THEREFORE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. THE HIGH DEGREE OF LEVERAGE THAT IS OFTEN OBTAINABLE IN FUTURES TRADING CAN WORK AGAINST YOU AS WELL AS FOR YOU. THE USE OF LEVERAGE CAN LEAD TO LARGE LOSSES AS WELL AS GAINS. PAST RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADE ONLY WITH RISK CAPITAL.