Systematic Trading research and development, with a flavour of Trend Following
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Entries Tagged as 'Sunrise Capital'

Managed Futures: still the Better Diversifier?

October 7th, 2012 · 4 Comments · Equities, Futures, Trend Following

A decade ago, Cass Business School Professor Harry M. Kat wrote a paper entitled Managed Futures and Hedge Funds: A Match Made in Heaven. In the paper Kat studied the impact of adding managed futures to traditional bond/stock portfolio allocations. In comparison to hedge funds, Kat found that: Apart from their lower expected returns, managed […]

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