A $300 Billion Quant Trade Wins in ‘Almost Unbelievable’ Market20210301111100
A $300 Billion Quant Trade Wins in ‘Almost Unbelievable’ Market
DBi Managing Member, Andrew Beer, explains how managed futures hedge funds stand to benefit from a regime shift in inflation.With rising expectations on economic growth fueling trends in everything from Treasuries and oil to stocks, Commodity Trading Advisors just notched one of their best months si...
With Inflation on the Horizon, How Can Retail Investors Protect Themselves?20210223092038
With Inflation on the Horizon, How Can Retail Investors Protect Themselves?
Managed Futures Strategies Might Hold the KeyPhoto by Alexander Schimmeck on UnsplashLegendary macro investor Stan Druckenmiller recently laid out a scenario where 4-5% inflation in the near term is possible or maybe even probable.[1] Fiscal stimulus, the “biggest increase in pent up demand gl...
iMGP DBi Managed Futures Strategy ETF Celebrates One Year Anniversary20200511073918
iMGP DBi Managed Futures Strategy ETF Celebrates One Year Anniversary
Low Correlation Strategy Proves Well-Suited for Market VolatilityPhiladelphia and New York, May 11, 2020 - iMGP DBi Managed Futures Strategy ETF (DBMF), one of the first actively-managed Managed Futures exchange traded funds (ETF) on the market, celebrates its one year anniversary. The ETF was...
The Case For Replication Of Managed Futures Hedge Funds20191205095358
The Case For Replication Of Managed Futures Hedge Funds
Factor-based replication of managed futureshedge funds may solve the two principal issues with investing in the space.First, replication of a portfolio of funds provides diversification of singlemanager risk, a serious issue when there is a 30% or more dispersion among topand bottom managers each ye...
Trend-Following Index Managers Have So Far Failed to Replicate Managed Futures’ Performance20191121133911
Trend-Following Index Managers Have So Far Failed to Replicate Managed Futures’ Performance
The evidence that investors can reliably replicate managed futures' performance with low cost, trend-based indices is scant. To read more, click here ...
Do ‘trend’ risk premiums explain CTA performance?20191121132414
Do ‘trend’ risk premiums explain CTA performance?
In this article in P&I, Andrew Beer discusses the diversification benefits of commodity trading advisor hedge funds.To read the full article, click here ...
Should Fundamental Investors Own Managed Futures Today?20190909174403
Should Fundamental Investors Own Managed Futures Today?
Like most of you, I am a fundamental investor at heart. I started my career in the hedge fund business working for famed value investor Seth Klarman (whose book, Margin of Safety, is treasured by those lucky enough to have a copy). The lessons of intrinsic value stuck. I am also a believer that mark...
Rethinking Managed Futures in a Low Fee World20190708012104
Rethinking Managed Futures in a Low Fee World
Managed futures as a strategy (before high hedge fund fees) has delivered strong performance since 2000 – higher returns than equities with far lower volatility. As a diversifier, managed futures offer more “bang for the buck” than bonds, commodities and REITS. These results are obscured by excessiv...
The practitioner’s guide to investing in managed futures20190619052608
The practitioner’s guide to investing in managed futures
Plenty of white papers extoll the diversification benefits of investing in managed futures strategies. Those papers principally highlight long-term statistical benefits: low correlation to traditional asset classes and strong historical performance during down equity markets. Add managed futures ...
iM Global Partner and Dynamic Beta investments Launch Managed Futures ETF20190611052604
iM Global Partner and Dynamic Beta investments Launch Managed Futures ETF
DBi @ NYSE Closing Bell - May 30th 2019New York and Philadelphia - iM Global Partner and Dynamic Beta investments (DBi) announce the launch of the iMGP DBi Managed Futures Strategy ETF, one of the first actively-managed Managed Futures exchange traded funds (ETF) on the market. In a context of marke...