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The CTA-Info database
contains comprehensive
information and statistics
on hundreds of CTA's, to
learn
more... |
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The Managed Futures
Monthly Newsletter contains
an overview of of the
performance and rankings of
the CTA indexes and advisors for
the previous month, to learn
more...
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This 200+ page quarterly
report is filled with up to
date CTA indexes, Profile
and Ranking Reports to
assist you in your research,
to learn
more... |
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The following reports, studies and white papers have
been compiled to assist you in your research and
understanding of the managed futures and alternative
investment industry. All files are in the Adobe
Acrobat PDF format, to download Adobe Reader
click here
An Introduction to Managed Futures
by
Thomas M. Kellerhals, Colorado Commodities, 1996
Managed Futures--Portfolio
Diversification Opportunities
by The Chicago
Board of Trade, 2003
A Question & Answer Report--Managed Futures
Accounts
by
The Chicago Mercantile Exchange, 1999
Managed Futures
as an Asset Class
by Franklin R. Edwards and
Jimmy Liew, Columbia University, 1998
Benefits of
Managed Futures
by Burak Cerrahoglu, University of
Massachusetts, 2004
Trend Following:
Performance,
Risk and
Correlation Characteristics
by Michael S.
Rulle, Graham Capital Management, 2003
Benefits of
Commodity Investment
by
Iuliana Ismailescu, University of Massachusetts,
2004
Efficient
Diversification: Managed Futures in Portfolios
of Hedge Funds
by David Harding, Georgia Nakou & Matthew
Beddall, Winton Capital Management, 2003
Hedging Mutual
Fund Returns Using Futures Markets and ETF's
by Dulari Pancholi and Thomas Kunkel, University
of Massachusetts, 2003
On the
Performance of Alternative Investments: CTAs',
Hedge Funds and Fund of Funds
(working paper)
by
Bing Liang, University of Massachusetts, 2003
Statistics Used in the Qualification and Evaluation Process of Alternative Investments: CTAs',
Hedge Funds and Fund of Funds
by
CTA-Info, 2003
We
are always in search of articles, studies, links
or information that our users may find helpful
in their alternative investment research. If you
have an article or study you would like to
contribute to our site, please contact us at the
following email address:
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