The same is true of managed futures strategies, though this needs a little explanation.
So with RYMFX as our proxy for managed futures, how attractive has the performance been?
Attain Capital Management, based in Chicago, is an introducing brokerage firm specializing in managed futures.
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The Managed Futures Association (MFA) sent a letter to Treasury with its suggested fixes to these proposed regulations.
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For those who insist on computer-assisted exposure, he recommends Rydex's Managed Futures Fund.
So we have stock long-short, commodity long-short, managed futures, currency long-short, real estate hedge, and a global bond hedge.
We tend to allocate about 10% of the risk capital to managed futures.
In a nutshell, what managed futures provide is an important non-correlated asset that any serious investor should have in their portfolio.
Another way to try to maintain better diversification if the market goes haywire is through investing in alternatives, such as managed futures.
He also says that when equities were up more than 5%, two thirds of that time managed futures were up as well.
These are eye-popping expenses to me but pretty typical for managed futures.
Bob Enck, CEO of Equinox Fund Management, notes that when equities have been down 5% or more, 26 out of those 35 times managed futures were up.
To satisfy demand, asset managers have been busy rolling out new alternative products specifically designed for non-accredited investors hedge funds and managed futures inside mutual fund wrappers, for instance.
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Given all the under-performance in these diverse asset classes, investment advisors have taken longer looks at other options such as managed futures and alternatives as other potential diversification options.
If you look at years like 2000, 2001, 2002, and 2008, which were very challenging years for equities markets, managed futures tended to perform very well in those markets.
In a Nov. 19 regulatory filing ( PDF) with the U.S. Securities and Exchange Commission, Kansas City-based BATS Exchange revealed that it was seeking comment on listing three managed futures strategies from ProShares.
Remembering that managed futures refers to a multitude of strategies, recognizing that most are private programs and understanding that most of the managed futures benchmark returns are suspect due to the many reporting biases, how can anyone really know if the returns have been attractive to the investors?
From 2000 until her termination on January 3, 2012, Wiley was associated with Wells Fargo Advisors, LLC and its predecessor Wachovia Securities LLC, where she held General Securities Representative (Series 7), Investment Advisor (Series 66), and Futures Managed Funds Representative (Series 31) registrations.
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Managed-money accounts piled in gold futures and options, increasing their net-long position to 253, 653 contracts.
In both the disaggregated and legacy weekly commitment of traders reports issued by the Commodity Futures Trading Commission, the managed-money and larger trader speculative non-commercial accounts increased their net-long positions in the yellow metal.
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In both the disaggregated and legacy weekly commitment of traders reports issued by the Commodity Futures Trading Commission, the managed-money and larger trader speculative non-commercial accounts greatly increased their net-long positions in the yellow metal.
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In both the disaggregated and legacy weekly commitment of traders reports issued by the Commodity Futures Trading Commission, the managed-money and larger trader speculative non-commercial accounts sizably increased their net-long positions in the yellow metal.
In both the disaggregated and legacy weekly commitment of traders reports issued by the Commodity Futures Trading Commission, the managed-money and larger trader speculative non-commercial accounts sharply cut their net-long positions in precious metals and were short in copper.
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In both the disaggregated and legacy weekly commitment of traders reports issued by the Commodity Futures Trading Commission, the managed-money and larger trader speculative non-commercial accounts increased their net-long positions in the yellow metal, following several weeks of a decrease.
In both the disaggregated and legacy weekly commitment of traders reports issued by the Commodity Futures Trading Commission, the managed-money and speculative non-commercial accounts decreased their net-long positions across the board, for the second week in a row in some cases.
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In both the disaggregated and legacy weekly commitment of traders reports issued by the Commodity Futures Trading Commission, the managed-money and larger trader speculative non-commercial accounts decreased their net-long positions in these three precious metals for the second week in a row.
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Managed-money accounts slashed exposure to gold futures and options, decreasing their net-long position to 39, 631 contracts.
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Managed-money accounts slashed exposure to gold futures and options, decreasing their net-long position to 145, 997 contracts.
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Managed-money accounts reduced exposure to gold futures and options, decreasing their net-long position to 49, 260 contracts, retreating from the modest gains seen the previous week.
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