Markets can remain irrational longer than you can remain solvent
             -John Maynard Keynes

Success in the knowledge economy comes to those who know themselves- their strengths, their values, and how they best perform
                  -Peter Drucker

In a strict sense, there wasn't any risk-if the world had behaved as it did in the past.
                            -Merton Miller,
            Economist & Nobel Laureate

Academic Studies


Thomas Schneeweis & Georgi Georiev

This academic research study, commissioned by AIMA, takes a looks at the risk vs. reward of managed futures and its appropriateness within the context of a well diversified portfolio.

Managed Futures

This updated study by Center for International Securities and Derivatives Markets (CISDM), of various managed futures return (e.g., CTAs) opportunities stem from the expanded universe of securities...