- Opaqueness regarding their "black box" trading strategy
- Non-correlation to equity returns
- Investing in non-commodity instruments
- Volatility
- Homogeneity of funds
Friday, February 25, 2011
Managed Futures
I received an article regarding managed futures from Albourne Village named "Decoding the Myths of Managed Futures". In several hedge fund indexes, managed futures are listed as a strategy. Within the CAIA program, they are a separate category. The report talks about its recent growth and elaborates on some controversies:
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