What is managed futures funds?

Discussion in 'Options' started by MZG, Jan 11, 2011.

  1. MZG


    Any body heard of Pacific one group in California? They do something called Managed futures funds. I am not sure what is that. Perhaps one of the experts in this forum like Don or LEAPup can explain
  2. MTE


  3. MZG


    really? I did not know how to use google for it. Of course you think you are the smartest person in the world and the only one who can use google to look up a world? You remind me about that snoot professor of mine in a top ivy university. When I used to ask him about a problem with our data acquisition software, he would say read the manual. Like if I have not done that already. Really?

    This forum should go beyond the basics. As to what those companies are doing in the market? What system they are using? If there is any information about their history and methods?

  4. Well I kind of agree with MTE....

    Managed Futures is a catch all phrase for hedge funds that exclusively trade futures and/or options on futures. Also known as Commodity Trading Advisors (CTAs) or Commodity Pool Operator (CPO).

    Typically they are systematic trendfollowers but more and more they are becoming quantitative (don't just follow long term trends, but systematically place trades in futures based off computer generated models).

    Check out iasg.com or autumngold.com they both have a list of CTAs and CPOs and there returns.

  5. Managed Future Managers use market neutral strategies.

    To wealthy investors is suggested to put 10% of their money in managed futures to hedge the investments in real estate or stocks they already have because managed future performances are not market correlated.
  6. I think they usually place directional bets using futures. But they are uncorrelated to stocks, bonds and real estate.

  7. MTE


    Well, your question was (and I quote): "What is managed futures funds?". This sounds like a basic question so why should anyone go beyond the basics!?

    Besides, if you would had researched them yourself prior to posting a question here then you would known the answer to what those companies are doing in the market, and what systems and methods they are using, or rather you would know that there is no single answer to those questions.
  8. donnap


    :) +1
  9. Sign up FOR FREE at either:




    Both are excellent, free databases to browse CTAs.

    Naturally, I recommend a CTA's managed program over a "futures fund" because with a CTA your account is INDIVIDUALLY SEGREGATED, which some people really prefer.

    Hope this helps.
  10. MZG


    To help you get some level of understanding, it will be good to look at how 5yrtrader and Chicago CTA and others answered the thread and look at your answer. And why you assume that I have not looked up some information before posting? Any way, I hope that you are not working as a financial advisor nor as a stock broker in any capacity. It will be funny to tell your clients just go google.

    Are not you contradicting your self ?
    #10     Jan 14, 2011