Tag Archives: passive managed futures strategies
Can Top-Performing Funds Stay on Top over Time?
Many market participants attempt to identify future top-performing funds using managers’ track records. This practice implicitly assumes that managers’ successful track records reflect skill and that their superior performance will be repeated in the future. Since genuine skill is likely to persist, one key measure of active management skill is the consistency of a fund’s…
- Categories Equities
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Liquid, Long/Short Alternative Strategies Performed Strongly in Q1 2020
With the stock market in the midst of a historic slump, many investors may be looking to alternatives to protect against a prolonged downturn. The S&P Strategic Futures Indices are designed to measure the performance of passively constructed, liquid, and transparent solutions by spreading risk evenly across global futures markets utilizing a long/short trend-following strategy…
- Categories Commodities, Equities, Fixed Income
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Indexing Managed Futures Strategies
Managed futures strategies generally tend to be trend following, which means that when an individual asset shows a clear price uptrend (or downtrend), the strategy will hold a long (or short) position in the asset. The strategies use a wide variety of quantitative models that utilize highly liquid, regulated, exchange-traded financial derivatives across equity, fixed…
- Categories Commodities, Equities, Fixed Income
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