managed futures - arcturus9/useful-link GitHub Wiki
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[CME] Managed Futures: Portfolio Diversification Opportunities (Potential for enhanced returns and lowered overall volatility)
https://www.eclipsecap.com/tinymce/filemanager/files/ManagedFutures.pdf
==> basic concept -
CISDM CTA Equal Weighted Index (xlsx)
https://www.isenberg.umass.edu/resources/downloads/download-cisdm-cta-equal-weighted-index
==> track record data! -
Common Denominators in the Commodity Trading Advisor and Managed Futures Industry: A Survey Report
https://www.researchgate.net/publication/286172041_Common_Denominators_in_the_Commodity_Trading_Advisor_and_Managed_Futures_Industry_A_Survey_Report -
A Composite CTA Performance Review
https://www.accreditedcapitalcorp.com/pdf/DataAnalysis/MngedFuts%20ssrn-id2205836%20Schneeweis-Spurgin-Szado.pdf -
Managed Futures and Systematic Strategies - Quality Capital
https://qualitycapital.com/wp-content/uploads/2016/03/Managed_Futures_Systematic_Strategies-260115.pdf -
History of Managed Futures
http://www.proalphacapital.com/wp-content/uploads/2018/pdfs/history-of-managed-futures-rcm-alternatives.pdf -
MANAGED FUTURES RESEARCH DIGEST
https://www.cmegroup.com/education/files/research-digest.pdf -
Managed Futures : Is The Trend Your Friend?
http://news.morningstar.com/pdfs/managedfutures.pdf -
Momentum Strategies in Futures Markets and Trend-Following Funds January 2013
https://risk.edhec.edu/sites/risk/files/edhec-working-paper-momentum-strategies-in-futures_1410350911195_0.pdf