Managed Futures

Trend Following and Optimal Asset Allocation

Managed Futures in Asset Allocation

Managed Futures in Asset Allocation Depends on Stock/bond Correlations I’ve been exploring adding trend following (managed futures) to my asset allocation. With higher interest rates, the correlation of stocks and bonds becomes less negative. During periods of low correlation […]

Managed Futures or Trend Following Managed futures suffer from a branding problem. Just like high yield is better than junk, and private credit is better than hard money, a rebranding will revive managed futures in the next decade. However, […]